CME Swiss Franc Future December 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 |
1.1262 |
1.1261 |
-0.0001 |
0.0% |
1.1419 |
High |
1.1262 |
1.1261 |
-0.0001 |
0.0% |
1.1468 |
Low |
1.1262 |
1.1261 |
-0.0001 |
0.0% |
1.1294 |
Close |
1.1262 |
1.1261 |
-0.0001 |
0.0% |
1.1294 |
Range |
|
|
|
|
|
ATR |
0.0030 |
0.0028 |
-0.0002 |
-6.9% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
20 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1261 |
1.1261 |
1.1261 |
|
R3 |
1.1261 |
1.1261 |
1.1261 |
|
R2 |
1.1261 |
1.1261 |
1.1261 |
|
R1 |
1.1261 |
1.1261 |
1.1261 |
1.1261 |
PP |
1.1261 |
1.1261 |
1.1261 |
1.1261 |
S1 |
1.1261 |
1.1261 |
1.1261 |
1.1261 |
S2 |
1.1261 |
1.1261 |
1.1261 |
|
S3 |
1.1261 |
1.1261 |
1.1261 |
|
S4 |
1.1261 |
1.1261 |
1.1261 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1874 |
1.1758 |
1.1390 |
|
R3 |
1.1700 |
1.1584 |
1.1342 |
|
R2 |
1.1526 |
1.1526 |
1.1326 |
|
R1 |
1.1410 |
1.1410 |
1.1310 |
1.1381 |
PP |
1.1352 |
1.1352 |
1.1352 |
1.1338 |
S1 |
1.1236 |
1.1236 |
1.1278 |
1.1207 |
S2 |
1.1178 |
1.1178 |
1.1262 |
|
S3 |
1.1004 |
1.1062 |
1.1246 |
|
S4 |
1.0830 |
1.0888 |
1.1198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1294 |
1.1255 |
0.0039 |
0.3% |
0.0000 |
0.0% |
15% |
False |
False |
4 |
10 |
1.1468 |
1.1255 |
0.0213 |
1.9% |
0.0000 |
0.0% |
3% |
False |
False |
4 |
20 |
1.1468 |
1.1255 |
0.0213 |
1.9% |
0.0001 |
0.0% |
3% |
False |
False |
4 |
40 |
1.1468 |
1.1238 |
0.0230 |
2.0% |
0.0002 |
0.0% |
10% |
False |
False |
14 |
60 |
1.1491 |
1.1238 |
0.0253 |
2.2% |
0.0002 |
0.0% |
9% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1261 |
2.618 |
1.1261 |
1.618 |
1.1261 |
1.000 |
1.1261 |
0.618 |
1.1261 |
HIGH |
1.1261 |
0.618 |
1.1261 |
0.500 |
1.1261 |
0.382 |
1.1261 |
LOW |
1.1261 |
0.618 |
1.1261 |
1.000 |
1.1261 |
1.618 |
1.1261 |
2.618 |
1.1261 |
4.250 |
1.1261 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1261 |
1.1260 |
PP |
1.1261 |
1.1259 |
S1 |
1.1261 |
1.1259 |
|