CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1268 |
1.1239 |
-0.0029 |
-0.3% |
1.1397 |
| High |
1.1282 |
1.1260 |
-0.0022 |
-0.2% |
1.1493 |
| Low |
1.1227 |
1.1233 |
0.0006 |
0.1% |
1.1272 |
| Close |
1.1234 |
1.1239 |
0.0005 |
0.0% |
1.1274 |
| Range |
0.0055 |
0.0027 |
-0.0028 |
-50.9% |
0.0221 |
| ATR |
0.0064 |
0.0062 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
28,269 |
18,893 |
-9,376 |
-33.2% |
172,573 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1309 |
1.1254 |
|
| R3 |
1.1298 |
1.1282 |
1.1246 |
|
| R2 |
1.1271 |
1.1271 |
1.1244 |
|
| R1 |
1.1255 |
1.1255 |
1.1241 |
1.1253 |
| PP |
1.1244 |
1.1244 |
1.1244 |
1.1243 |
| S1 |
1.1228 |
1.1228 |
1.1237 |
1.1226 |
| S2 |
1.1217 |
1.1217 |
1.1234 |
|
| S3 |
1.1190 |
1.1201 |
1.1232 |
|
| S4 |
1.1163 |
1.1174 |
1.1224 |
|
|
| 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% |
0.0070 |
0.6% |
5% |
False |
False |
32,789 |
| 10 |
1.1493 |
1.1227 |
0.0266 |
2.4% |
0.0060 |
0.5% |
5% |
False |
False |
29,909 |
| 20 |
1.1493 |
1.1227 |
0.0266 |
2.4% |
0.0060 |
0.5% |
5% |
False |
False |
26,241 |
| 40 |
1.1493 |
1.1179 |
0.0314 |
2.8% |
0.0066 |
0.6% |
19% |
False |
False |
27,929 |
| 60 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0067 |
0.6% |
19% |
False |
False |
21,639 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0066 |
0.6% |
53% |
False |
False |
16,242 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
53% |
False |
False |
13,000 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.3% |
0.0054 |
0.5% |
55% |
False |
False |
10,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1331 |
|
1.618 |
1.1304 |
|
1.000 |
1.1287 |
|
0.618 |
1.1277 |
|
HIGH |
1.1260 |
|
0.618 |
1.1250 |
|
0.500 |
1.1247 |
|
0.382 |
1.1243 |
|
LOW |
1.1233 |
|
0.618 |
1.1216 |
|
1.000 |
1.1206 |
|
1.618 |
1.1189 |
|
2.618 |
1.1162 |
|
4.250 |
1.1118 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1259 |
| PP |
1.1244 |
1.1252 |
| S1 |
1.1242 |
1.1246 |
|