CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1162 |
-0.0023 |
-0.2% |
1.1211 |
| High |
1.1186 |
1.1190 |
0.0004 |
0.0% |
1.1242 |
| Low |
1.1147 |
1.1135 |
-0.0012 |
-0.1% |
1.1147 |
| Close |
1.1162 |
1.1152 |
-0.0010 |
-0.1% |
1.1162 |
| Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0095 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
17,900 |
35,630 |
17,730 |
99.1% |
109,200 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1324 |
1.1293 |
1.1182 |
|
| R3 |
1.1269 |
1.1238 |
1.1167 |
|
| R2 |
1.1214 |
1.1214 |
1.1162 |
|
| R1 |
1.1183 |
1.1183 |
1.1157 |
1.1171 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1153 |
| S1 |
1.1128 |
1.1128 |
1.1147 |
1.1116 |
| S2 |
1.1104 |
1.1104 |
1.1142 |
|
| S3 |
1.1049 |
1.1073 |
1.1137 |
|
| S4 |
1.0994 |
1.1018 |
1.1122 |
|
|
| 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 |
1.1135 |
0.0107 |
1.0% |
0.0050 |
0.4% |
16% |
False |
True |
25,204 |
| 10 |
1.1282 |
1.1135 |
0.0147 |
1.3% |
0.0049 |
0.4% |
12% |
False |
True |
26,150 |
| 20 |
1.1493 |
1.1135 |
0.0358 |
3.2% |
0.0059 |
0.5% |
5% |
False |
True |
28,875 |
| 40 |
1.1493 |
1.1135 |
0.0358 |
3.2% |
0.0060 |
0.5% |
5% |
False |
True |
27,068 |
| 60 |
1.1503 |
1.1135 |
0.0368 |
3.3% |
0.0064 |
0.6% |
5% |
False |
True |
25,145 |
| 80 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0064 |
0.6% |
25% |
False |
False |
18,917 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
37% |
False |
False |
15,143 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0057 |
0.5% |
37% |
False |
False |
12,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1424 |
|
2.618 |
1.1334 |
|
1.618 |
1.1279 |
|
1.000 |
1.1245 |
|
0.618 |
1.1224 |
|
HIGH |
1.1190 |
|
0.618 |
1.1169 |
|
0.500 |
1.1163 |
|
0.382 |
1.1156 |
|
LOW |
1.1135 |
|
0.618 |
1.1101 |
|
1.000 |
1.1080 |
|
1.618 |
1.1046 |
|
2.618 |
1.0991 |
|
4.250 |
1.0901 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1171 |
| PP |
1.1159 |
1.1165 |
| S1 |
1.1156 |
1.1158 |
|