CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1254 |
0.0005 |
0.0% |
1.1408 |
| High |
1.1265 |
1.1264 |
-0.0001 |
0.0% |
1.1503 |
| Low |
1.1244 |
1.1178 |
-0.0066 |
-0.6% |
1.1283 |
| Close |
1.1250 |
1.1247 |
-0.0003 |
0.0% |
1.1283 |
| Range |
0.0021 |
0.0086 |
0.0065 |
309.5% |
0.0220 |
| ATR |
0.0050 |
0.0052 |
0.0003 |
5.2% |
0.0000 |
| Volume |
44 |
144 |
100 |
227.3% |
292 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1453 |
1.1294 |
|
| R3 |
1.1402 |
1.1367 |
1.1271 |
|
| R2 |
1.1316 |
1.1316 |
1.1263 |
|
| R1 |
1.1281 |
1.1281 |
1.1255 |
1.1256 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1217 |
| S1 |
1.1195 |
1.1195 |
1.1239 |
1.1170 |
| S2 |
1.1144 |
1.1144 |
1.1231 |
|
| S3 |
1.1058 |
1.1109 |
1.1223 |
|
| S4 |
1.0972 |
1.1023 |
1.1200 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1870 |
1.1404 |
|
| R3 |
1.1796 |
1.1650 |
1.1344 |
|
| R2 |
1.1576 |
1.1576 |
1.1323 |
|
| R1 |
1.1430 |
1.1430 |
1.1303 |
1.1393 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1338 |
| S1 |
1.1210 |
1.1210 |
1.1263 |
1.1173 |
| S2 |
1.1136 |
1.1136 |
1.1243 |
|
| S3 |
1.0916 |
1.0990 |
1.1223 |
|
| S4 |
1.0696 |
1.0770 |
1.1162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1354 |
1.1178 |
0.0176 |
1.6% |
0.0048 |
0.4% |
39% |
False |
True |
95 |
| 10 |
1.1503 |
1.1178 |
0.0325 |
2.9% |
0.0055 |
0.5% |
21% |
False |
True |
63 |
| 20 |
1.1503 |
1.1178 |
0.0325 |
2.9% |
0.0047 |
0.4% |
21% |
False |
True |
56 |
| 40 |
1.1503 |
1.1178 |
0.0325 |
2.9% |
0.0046 |
0.4% |
21% |
False |
True |
47 |
| 60 |
1.1513 |
1.1178 |
0.0335 |
3.0% |
0.0038 |
0.3% |
21% |
False |
True |
34 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0029 |
0.3% |
49% |
False |
False |
40 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0024 |
0.2% |
49% |
False |
False |
32 |
| 120 |
1.1513 |
1.0960 |
0.0553 |
4.9% |
0.0020 |
0.2% |
52% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1489 |
|
1.618 |
1.1403 |
|
1.000 |
1.1350 |
|
0.618 |
1.1317 |
|
HIGH |
1.1264 |
|
0.618 |
1.1231 |
|
0.500 |
1.1221 |
|
0.382 |
1.1211 |
|
LOW |
1.1178 |
|
0.618 |
1.1125 |
|
1.000 |
1.1092 |
|
1.618 |
1.1039 |
|
2.618 |
1.0953 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1238 |
1.1241 |
| PP |
1.1230 |
1.1235 |
| S1 |
1.1221 |
1.1229 |
|