CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1268 |
-0.0011 |
-0.1% |
1.1397 |
| High |
1.1291 |
1.1282 |
-0.0009 |
-0.1% |
1.1493 |
| Low |
1.1261 |
1.1227 |
-0.0034 |
-0.3% |
1.1272 |
| Close |
1.1262 |
1.1234 |
-0.0028 |
-0.2% |
1.1274 |
| Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0221 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
27,635 |
28,269 |
634 |
2.3% |
172,573 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1378 |
1.1264 |
|
| R3 |
1.1358 |
1.1323 |
1.1249 |
|
| R2 |
1.1303 |
1.1303 |
1.1244 |
|
| R1 |
1.1268 |
1.1268 |
1.1239 |
1.1258 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1243 |
| S1 |
1.1213 |
1.1213 |
1.1229 |
1.1203 |
| S2 |
1.1193 |
1.1193 |
1.1224 |
|
| S3 |
1.1138 |
1.1158 |
1.1219 |
|
| S4 |
1.1083 |
1.1103 |
1.1204 |
|
|
| 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 |
1.1227 |
0.0266 |
2.4% |
0.0072 |
0.6% |
3% |
False |
True |
35,427 |
| 10 |
1.1493 |
1.1227 |
0.0266 |
2.4% |
0.0066 |
0.6% |
3% |
False |
True |
31,741 |
| 20 |
1.1493 |
1.1227 |
0.0266 |
2.4% |
0.0061 |
0.5% |
3% |
False |
True |
26,391 |
| 40 |
1.1493 |
1.1179 |
0.0314 |
2.8% |
0.0066 |
0.6% |
18% |
False |
False |
28,007 |
| 60 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0067 |
0.6% |
17% |
False |
False |
21,326 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0066 |
0.6% |
52% |
False |
False |
16,007 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
52% |
False |
False |
12,811 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.3% |
0.0053 |
0.5% |
54% |
False |
False |
10,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1426 |
|
1.618 |
1.1371 |
|
1.000 |
1.1337 |
|
0.618 |
1.1316 |
|
HIGH |
1.1282 |
|
0.618 |
1.1261 |
|
0.500 |
1.1255 |
|
0.382 |
1.1248 |
|
LOW |
1.1227 |
|
0.618 |
1.1193 |
|
1.000 |
1.1172 |
|
1.618 |
1.1138 |
|
2.618 |
1.1083 |
|
4.250 |
1.0993 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1302 |
| PP |
1.1248 |
1.1279 |
| S1 |
1.1241 |
1.1257 |
|