CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1185 |
-0.0012 |
-0.1% |
1.1211 |
| High |
1.1207 |
1.1186 |
-0.0021 |
-0.2% |
1.1242 |
| Low |
1.1172 |
1.1147 |
-0.0025 |
-0.2% |
1.1147 |
| Close |
1.1177 |
1.1162 |
-0.0015 |
-0.1% |
1.1162 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0095 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
19,883 |
17,900 |
-1,983 |
-10.0% |
109,200 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1261 |
1.1183 |
|
| R3 |
1.1243 |
1.1222 |
1.1173 |
|
| R2 |
1.1204 |
1.1204 |
1.1169 |
|
| R1 |
1.1183 |
1.1183 |
1.1166 |
1.1174 |
| PP |
1.1165 |
1.1165 |
1.1165 |
1.1161 |
| S1 |
1.1144 |
1.1144 |
1.1158 |
1.1135 |
| S2 |
1.1126 |
1.1126 |
1.1155 |
|
| S3 |
1.1087 |
1.1105 |
1.1151 |
|
| S4 |
1.1048 |
1.1066 |
1.1141 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1410 |
1.1214 |
|
| R3 |
1.1374 |
1.1315 |
1.1188 |
|
| R2 |
1.1279 |
1.1279 |
1.1179 |
|
| R1 |
1.1220 |
1.1220 |
1.1171 |
1.1202 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1175 |
| S1 |
1.1125 |
1.1125 |
1.1153 |
1.1107 |
| S2 |
1.1089 |
1.1089 |
1.1145 |
|
| S3 |
1.0994 |
1.1030 |
1.1136 |
|
| S4 |
1.0899 |
1.0935 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1242 |
1.1147 |
0.0095 |
0.9% |
0.0044 |
0.4% |
16% |
False |
True |
21,840 |
| 10 |
1.1291 |
1.1147 |
0.0144 |
1.3% |
0.0046 |
0.4% |
10% |
False |
True |
25,351 |
| 20 |
1.1493 |
1.1147 |
0.0346 |
3.1% |
0.0060 |
0.5% |
4% |
False |
True |
28,635 |
| 40 |
1.1493 |
1.1147 |
0.0346 |
3.1% |
0.0060 |
0.5% |
4% |
False |
True |
26,811 |
| 60 |
1.1503 |
1.1147 |
0.0356 |
3.2% |
0.0066 |
0.6% |
4% |
False |
True |
24,586 |
| 80 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0064 |
0.6% |
27% |
False |
False |
18,473 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
39% |
False |
False |
14,786 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0057 |
0.5% |
39% |
False |
False |
12,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1288 |
|
1.618 |
1.1249 |
|
1.000 |
1.1225 |
|
0.618 |
1.1210 |
|
HIGH |
1.1186 |
|
0.618 |
1.1171 |
|
0.500 |
1.1167 |
|
0.382 |
1.1162 |
|
LOW |
1.1147 |
|
0.618 |
1.1123 |
|
1.000 |
1.1108 |
|
1.618 |
1.1084 |
|
2.618 |
1.1045 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1195 |
| PP |
1.1165 |
1.1184 |
| S1 |
1.1164 |
1.1173 |
|