CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1211 |
-0.0015 |
-0.1% |
1.1279 |
| High |
1.1240 |
1.1232 |
-0.0008 |
-0.1% |
1.1291 |
| Low |
1.1203 |
1.1207 |
0.0004 |
0.0% |
1.1163 |
| Close |
1.1216 |
1.1216 |
0.0000 |
0.0% |
1.1216 |
| Range |
0.0037 |
0.0025 |
-0.0012 |
-32.4% |
0.0128 |
| ATR |
0.0062 |
0.0060 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
19,887 |
18,808 |
-1,079 |
-5.4% |
144,310 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1280 |
1.1230 |
|
| R3 |
1.1268 |
1.1255 |
1.1223 |
|
| R2 |
1.1243 |
1.1243 |
1.1221 |
|
| R1 |
1.1230 |
1.1230 |
1.1218 |
1.1237 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1222 |
| S1 |
1.1205 |
1.1205 |
1.1214 |
1.1212 |
| S2 |
1.1193 |
1.1193 |
1.1211 |
|
| S3 |
1.1168 |
1.1180 |
1.1209 |
|
| S4 |
1.1143 |
1.1155 |
1.1202 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1540 |
1.1286 |
|
| R3 |
1.1479 |
1.1412 |
1.1251 |
|
| R2 |
1.1351 |
1.1351 |
1.1239 |
|
| R1 |
1.1284 |
1.1284 |
1.1228 |
1.1254 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1208 |
| S1 |
1.1156 |
1.1156 |
1.1204 |
1.1126 |
| S2 |
1.1095 |
1.1095 |
1.1193 |
|
| S3 |
1.0967 |
1.1028 |
1.1181 |
|
| S4 |
1.0839 |
1.0900 |
1.1146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1282 |
1.1163 |
0.0119 |
1.1% |
0.0048 |
0.4% |
45% |
False |
False |
27,096 |
| 10 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0063 |
0.6% |
16% |
False |
False |
31,762 |
| 20 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0059 |
0.5% |
16% |
False |
False |
28,144 |
| 40 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0063 |
0.6% |
16% |
False |
False |
27,699 |
| 60 |
1.1503 |
1.1163 |
0.0340 |
3.0% |
0.0067 |
0.6% |
16% |
False |
False |
23,100 |
| 80 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0065 |
0.6% |
39% |
False |
False |
17,346 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
48% |
False |
False |
13,883 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0055 |
0.5% |
48% |
False |
False |
11,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1338 |
|
2.618 |
1.1297 |
|
1.618 |
1.1272 |
|
1.000 |
1.1257 |
|
0.618 |
1.1247 |
|
HIGH |
1.1232 |
|
0.618 |
1.1222 |
|
0.500 |
1.1220 |
|
0.382 |
1.1217 |
|
LOW |
1.1207 |
|
0.618 |
1.1192 |
|
1.000 |
1.1182 |
|
1.618 |
1.1167 |
|
2.618 |
1.1142 |
|
4.250 |
1.1101 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1220 |
1.1215 |
| PP |
1.1218 |
1.1213 |
| S1 |
1.1217 |
1.1212 |
|