CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1212 |
0.0002 |
0.0% |
1.1279 |
| High |
1.1220 |
1.1242 |
0.0022 |
0.2% |
1.1291 |
| Low |
1.1188 |
1.1155 |
-0.0033 |
-0.3% |
1.1163 |
| Close |
1.1209 |
1.1190 |
-0.0019 |
-0.2% |
1.1216 |
| Range |
0.0032 |
0.0087 |
0.0055 |
171.9% |
0.0128 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.6% |
0.0000 |
| Volume |
20,894 |
31,715 |
10,821 |
51.8% |
144,310 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1410 |
1.1238 |
|
| R3 |
1.1370 |
1.1323 |
1.1214 |
|
| R2 |
1.1283 |
1.1283 |
1.1206 |
|
| R1 |
1.1236 |
1.1236 |
1.1198 |
1.1216 |
| PP |
1.1196 |
1.1196 |
1.1196 |
1.1186 |
| S1 |
1.1149 |
1.1149 |
1.1182 |
1.1129 |
| S2 |
1.1109 |
1.1109 |
1.1174 |
|
| S3 |
1.1022 |
1.1062 |
1.1166 |
|
| S4 |
1.0935 |
1.0975 |
1.1142 |
|
|
| 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 |
1.1260 |
1.1155 |
0.0105 |
0.9% |
0.0056 |
0.5% |
33% |
False |
True |
28,186 |
| 10 |
1.1493 |
1.1155 |
0.0338 |
3.0% |
0.0063 |
0.6% |
10% |
False |
True |
30,487 |
| 20 |
1.1493 |
1.1155 |
0.0338 |
3.0% |
0.0060 |
0.5% |
10% |
False |
True |
28,679 |
| 40 |
1.1493 |
1.1155 |
0.0338 |
3.0% |
0.0061 |
0.5% |
10% |
False |
True |
27,151 |
| 60 |
1.1503 |
1.1155 |
0.0348 |
3.1% |
0.0067 |
0.6% |
10% |
False |
True |
23,961 |
| 80 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0065 |
0.6% |
33% |
False |
False |
18,002 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
44% |
False |
False |
14,409 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0056 |
0.5% |
44% |
False |
False |
12,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1612 |
|
2.618 |
1.1470 |
|
1.618 |
1.1383 |
|
1.000 |
1.1329 |
|
0.618 |
1.1296 |
|
HIGH |
1.1242 |
|
0.618 |
1.1209 |
|
0.500 |
1.1199 |
|
0.382 |
1.1188 |
|
LOW |
1.1155 |
|
0.618 |
1.1101 |
|
1.000 |
1.1068 |
|
1.618 |
1.1014 |
|
2.618 |
1.0927 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1199 |
| PP |
1.1196 |
1.1196 |
| S1 |
1.1193 |
1.1193 |
|