CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1212 |
1.1197 |
-0.0015 |
-0.1% |
1.1279 |
| High |
1.1242 |
1.1207 |
-0.0035 |
-0.3% |
1.1291 |
| Low |
1.1155 |
1.1172 |
0.0017 |
0.2% |
1.1163 |
| Close |
1.1190 |
1.1177 |
-0.0013 |
-0.1% |
1.1216 |
| Range |
0.0087 |
0.0035 |
-0.0052 |
-59.8% |
0.0128 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
31,715 |
19,883 |
-11,832 |
-37.3% |
144,310 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1269 |
1.1196 |
|
| R3 |
1.1255 |
1.1234 |
1.1187 |
|
| R2 |
1.1220 |
1.1220 |
1.1183 |
|
| R1 |
1.1199 |
1.1199 |
1.1180 |
1.1192 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1182 |
| S1 |
1.1164 |
1.1164 |
1.1174 |
1.1157 |
| S2 |
1.1150 |
1.1150 |
1.1171 |
|
| S3 |
1.1115 |
1.1129 |
1.1167 |
|
| S4 |
1.1080 |
1.1094 |
1.1158 |
|
|
| 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 |
1.1242 |
1.1155 |
0.0087 |
0.8% |
0.0043 |
0.4% |
25% |
False |
False |
22,237 |
| 10 |
1.1376 |
1.1155 |
0.0221 |
2.0% |
0.0053 |
0.5% |
10% |
False |
False |
27,414 |
| 20 |
1.1493 |
1.1155 |
0.0338 |
3.0% |
0.0059 |
0.5% |
7% |
False |
False |
28,444 |
| 40 |
1.1493 |
1.1155 |
0.0338 |
3.0% |
0.0060 |
0.5% |
7% |
False |
False |
27,002 |
| 60 |
1.1503 |
1.1155 |
0.0348 |
3.1% |
0.0066 |
0.6% |
6% |
False |
False |
24,290 |
| 80 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0065 |
0.6% |
31% |
False |
False |
18,250 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
41% |
False |
False |
14,608 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0056 |
0.5% |
41% |
False |
False |
12,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1299 |
|
1.618 |
1.1264 |
|
1.000 |
1.1242 |
|
0.618 |
1.1229 |
|
HIGH |
1.1207 |
|
0.618 |
1.1194 |
|
0.500 |
1.1190 |
|
0.382 |
1.1185 |
|
LOW |
1.1172 |
|
0.618 |
1.1150 |
|
1.000 |
1.1137 |
|
1.618 |
1.1115 |
|
2.618 |
1.1080 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1199 |
| PP |
1.1185 |
1.1191 |
| S1 |
1.1181 |
1.1184 |
|