CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.1261 |
1.1239 |
-0.0022 |
-0.2% |
1.1283 |
High |
1.1261 |
1.1239 |
-0.0022 |
-0.2% |
1.1283 |
Low |
1.1261 |
1.1239 |
-0.0022 |
-0.2% |
1.1239 |
Close |
1.1261 |
1.1239 |
-0.0022 |
-0.2% |
1.1239 |
Range |
|
|
|
|
|
ATR |
0.0028 |
0.0027 |
0.0000 |
-1.5% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
17 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1239 |
1.1239 |
1.1239 |
|
R3 |
1.1239 |
1.1239 |
1.1239 |
|
R2 |
1.1239 |
1.1239 |
1.1239 |
|
R1 |
1.1239 |
1.1239 |
1.1239 |
1.1239 |
PP |
1.1239 |
1.1239 |
1.1239 |
1.1239 |
S1 |
1.1239 |
1.1239 |
1.1239 |
1.1239 |
S2 |
1.1239 |
1.1239 |
1.1239 |
|
S3 |
1.1239 |
1.1239 |
1.1239 |
|
S4 |
1.1239 |
1.1239 |
1.1239 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1386 |
1.1356 |
1.1263 |
|
R3 |
1.1342 |
1.1312 |
1.1251 |
|
R2 |
1.1298 |
1.1298 |
1.1247 |
|
R1 |
1.1268 |
1.1268 |
1.1243 |
1.1261 |
PP |
1.1254 |
1.1254 |
1.1254 |
1.1250 |
S1 |
1.1224 |
1.1224 |
1.1235 |
1.1217 |
S2 |
1.1210 |
1.1210 |
1.1231 |
|
S3 |
1.1166 |
1.1180 |
1.1227 |
|
S4 |
1.1122 |
1.1136 |
1.1215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1283 |
1.1239 |
0.0044 |
0.4% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
10 |
1.1468 |
1.1239 |
0.0229 |
2.0% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
20 |
1.1468 |
1.1239 |
0.0229 |
2.0% |
0.0001 |
0.0% |
0% |
False |
True |
3 |
40 |
1.1468 |
1.1238 |
0.0230 |
2.0% |
0.0002 |
0.0% |
0% |
False |
False |
10 |
60 |
1.1491 |
1.1238 |
0.0253 |
2.3% |
0.0002 |
0.0% |
0% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1239 |
2.618 |
1.1239 |
1.618 |
1.1239 |
1.000 |
1.1239 |
0.618 |
1.1239 |
HIGH |
1.1239 |
0.618 |
1.1239 |
0.500 |
1.1239 |
0.382 |
1.1239 |
LOW |
1.1239 |
0.618 |
1.1239 |
1.000 |
1.1239 |
1.618 |
1.1239 |
2.618 |
1.1239 |
4.250 |
1.1239 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1239 |
1.1251 |
PP |
1.1239 |
1.1247 |
S1 |
1.1239 |
1.1243 |
|