CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1279 |
-0.0086 |
-0.8% |
1.1397 |
| High |
1.1376 |
1.1291 |
-0.0085 |
-0.7% |
1.1493 |
| Low |
1.1272 |
1.1261 |
-0.0011 |
-0.1% |
1.1272 |
| Close |
1.1274 |
1.1262 |
-0.0012 |
-0.1% |
1.1274 |
| Range |
0.0104 |
0.0030 |
-0.0074 |
-71.2% |
0.0221 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
38,533 |
27,635 |
-10,898 |
-28.3% |
172,573 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1342 |
1.1279 |
|
| R3 |
1.1331 |
1.1312 |
1.1270 |
|
| R2 |
1.1301 |
1.1301 |
1.1268 |
|
| R1 |
1.1282 |
1.1282 |
1.1265 |
1.1277 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1269 |
| S1 |
1.1252 |
1.1252 |
1.1259 |
1.1247 |
| S2 |
1.1241 |
1.1241 |
1.1257 |
|
| S3 |
1.1211 |
1.1222 |
1.1254 |
|
| S4 |
1.1181 |
1.1192 |
1.1246 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1863 |
1.1396 |
|
| R3 |
1.1788 |
1.1642 |
1.1335 |
|
| R2 |
1.1567 |
1.1567 |
1.1315 |
|
| R1 |
1.1421 |
1.1421 |
1.1294 |
1.1384 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1328 |
| S1 |
1.1200 |
1.1200 |
1.1254 |
1.1163 |
| S2 |
1.1125 |
1.1125 |
1.1233 |
|
| S3 |
1.0904 |
1.0979 |
1.1213 |
|
| S4 |
1.0683 |
1.0758 |
1.1152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1261 |
0.0232 |
2.1% |
0.0077 |
0.7% |
0% |
False |
True |
36,428 |
| 10 |
1.1493 |
1.1261 |
0.0232 |
2.1% |
0.0068 |
0.6% |
0% |
False |
True |
31,599 |
| 20 |
1.1493 |
1.1261 |
0.0232 |
2.1% |
0.0062 |
0.5% |
0% |
False |
True |
26,098 |
| 40 |
1.1493 |
1.1179 |
0.0314 |
2.8% |
0.0066 |
0.6% |
26% |
False |
False |
27,843 |
| 60 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0067 |
0.6% |
26% |
False |
False |
20,858 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
57% |
False |
False |
15,654 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0063 |
0.6% |
57% |
False |
False |
12,529 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0053 |
0.5% |
59% |
False |
False |
10,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1370 |
|
1.618 |
1.1340 |
|
1.000 |
1.1321 |
|
0.618 |
1.1310 |
|
HIGH |
1.1291 |
|
0.618 |
1.1280 |
|
0.500 |
1.1276 |
|
0.382 |
1.1272 |
|
LOW |
1.1261 |
|
0.618 |
1.1242 |
|
1.000 |
1.1231 |
|
1.618 |
1.1212 |
|
2.618 |
1.1182 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1377 |
| PP |
1.1271 |
1.1339 |
| S1 |
1.1267 |
1.1300 |
|