CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1153 |
1.1135 |
-0.0018 |
-0.2% |
1.1211 |
| High |
1.1158 |
1.1168 |
0.0010 |
0.1% |
1.1242 |
| Low |
1.1124 |
1.1133 |
0.0009 |
0.1% |
1.1147 |
| Close |
1.1134 |
1.1141 |
0.0007 |
0.1% |
1.1162 |
| Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0095 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
23,163 |
26,110 |
2,947 |
12.7% |
109,200 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1232 |
1.1160 |
|
| R3 |
1.1217 |
1.1197 |
1.1151 |
|
| R2 |
1.1182 |
1.1182 |
1.1147 |
|
| R1 |
1.1162 |
1.1162 |
1.1144 |
1.1172 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1153 |
| S1 |
1.1127 |
1.1127 |
1.1138 |
1.1137 |
| S2 |
1.1112 |
1.1112 |
1.1135 |
|
| S3 |
1.1077 |
1.1092 |
1.1131 |
|
| S4 |
1.1042 |
1.1057 |
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 |
1.1207 |
1.1124 |
0.0083 |
0.7% |
0.0040 |
0.4% |
20% |
False |
False |
24,537 |
| 10 |
1.1260 |
1.1124 |
0.0136 |
1.2% |
0.0048 |
0.4% |
13% |
False |
False |
26,361 |
| 20 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0054 |
0.5% |
5% |
False |
False |
28,135 |
| 40 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0059 |
0.5% |
5% |
False |
False |
26,923 |
| 60 |
1.1503 |
1.1124 |
0.0379 |
3.4% |
0.0063 |
0.6% |
4% |
False |
False |
25,918 |
| 80 |
1.1503 |
1.1056 |
0.0447 |
4.0% |
0.0063 |
0.6% |
19% |
False |
False |
19,531 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
35% |
False |
False |
15,634 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0057 |
0.5% |
35% |
False |
False |
13,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1260 |
|
1.618 |
1.1225 |
|
1.000 |
1.1203 |
|
0.618 |
1.1190 |
|
HIGH |
1.1168 |
|
0.618 |
1.1155 |
|
0.500 |
1.1151 |
|
0.382 |
1.1146 |
|
LOW |
1.1133 |
|
0.618 |
1.1111 |
|
1.000 |
1.1098 |
|
1.618 |
1.1076 |
|
2.618 |
1.1041 |
|
4.250 |
1.0984 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1157 |
| PP |
1.1147 |
1.1152 |
| S1 |
1.1144 |
1.1146 |
|