CME Swiss Franc Future September 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 |
1.1186 |
1.1169 |
-0.0017 |
-0.2% |
1.1233 |
| High |
1.1189 |
1.1200 |
0.0011 |
0.1% |
1.1248 |
| Low |
1.1163 |
1.1150 |
-0.0013 |
-0.1% |
1.1163 |
| Close |
1.1173 |
1.1163 |
-0.0010 |
-0.1% |
1.1173 |
| Range |
0.0026 |
0.0050 |
0.0024 |
92.3% |
0.0085 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
| Volume |
53 |
108 |
55 |
103.8% |
305 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1321 |
1.1292 |
1.1191 |
|
| R3 |
1.1271 |
1.1242 |
1.1177 |
|
| R2 |
1.1221 |
1.1221 |
1.1172 |
|
| R1 |
1.1192 |
1.1192 |
1.1168 |
1.1182 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1166 |
| S1 |
1.1142 |
1.1142 |
1.1158 |
1.1132 |
| S2 |
1.1121 |
1.1121 |
1.1154 |
|
| S3 |
1.1071 |
1.1092 |
1.1149 |
|
| S4 |
1.1021 |
1.1042 |
1.1136 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1396 |
1.1220 |
|
| R3 |
1.1365 |
1.1311 |
1.1196 |
|
| R2 |
1.1280 |
1.1280 |
1.1189 |
|
| R1 |
1.1226 |
1.1226 |
1.1181 |
1.1211 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1187 |
| S1 |
1.1141 |
1.1141 |
1.1165 |
1.1126 |
| S2 |
1.1110 |
1.1110 |
1.1157 |
|
| S3 |
1.1025 |
1.1056 |
1.1150 |
|
| S4 |
1.0940 |
1.0971 |
1.1126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1248 |
1.1150 |
0.0098 |
0.9% |
0.0037 |
0.3% |
13% |
False |
True |
74 |
| 10 |
1.1280 |
1.1150 |
0.0130 |
1.2% |
0.0037 |
0.3% |
10% |
False |
True |
83 |
| 20 |
1.1503 |
1.1150 |
0.0353 |
3.2% |
0.0043 |
0.4% |
4% |
False |
True |
64 |
| 40 |
1.1503 |
1.1150 |
0.0353 |
3.2% |
0.0045 |
0.4% |
4% |
False |
True |
57 |
| 60 |
1.1513 |
1.1150 |
0.0363 |
3.3% |
0.0040 |
0.4% |
4% |
False |
True |
43 |
| 80 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0032 |
0.3% |
25% |
False |
False |
47 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0026 |
0.2% |
33% |
False |
False |
38 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0022 |
0.2% |
33% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1331 |
|
1.618 |
1.1281 |
|
1.000 |
1.1250 |
|
0.618 |
1.1231 |
|
HIGH |
1.1200 |
|
0.618 |
1.1181 |
|
0.500 |
1.1175 |
|
0.382 |
1.1169 |
|
LOW |
1.1150 |
|
0.618 |
1.1119 |
|
1.000 |
1.1100 |
|
1.618 |
1.1069 |
|
2.618 |
1.1019 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1175 |
1.1177 |
| PP |
1.1171 |
1.1172 |
| S1 |
1.1167 |
1.1168 |
|