CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.1212 |
1.1200 |
-0.0012 |
-0.1% |
1.1283 |
High |
1.1212 |
1.1200 |
-0.0012 |
-0.1% |
1.1283 |
Low |
1.1212 |
1.1200 |
-0.0012 |
-0.1% |
1.1239 |
Close |
1.1212 |
1.1200 |
-0.0012 |
-0.1% |
1.1239 |
Range |
|
|
|
|
|
ATR |
0.0024 |
0.0023 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1200 |
1.1200 |
1.1200 |
|
R3 |
1.1200 |
1.1200 |
1.1200 |
|
R2 |
1.1200 |
1.1200 |
1.1200 |
|
R1 |
1.1200 |
1.1200 |
1.1200 |
1.1200 |
PP |
1.1200 |
1.1200 |
1.1200 |
1.1200 |
S1 |
1.1200 |
1.1200 |
1.1200 |
1.1200 |
S2 |
1.1200 |
1.1200 |
1.1200 |
|
S3 |
1.1200 |
1.1200 |
1.1200 |
|
S4 |
1.1200 |
1.1200 |
1.1200 |
|
|
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 |
1.1239 |
1.1200 |
0.0039 |
0.3% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.1294 |
1.1200 |
0.0094 |
0.8% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
20 |
1.1468 |
1.1200 |
0.0268 |
2.4% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
40 |
1.1468 |
1.1200 |
0.0268 |
2.4% |
0.0001 |
0.0% |
0% |
False |
True |
2 |
60 |
1.1491 |
1.1200 |
0.0291 |
2.6% |
0.0002 |
0.0% |
0% |
False |
True |
41 |
80 |
1.1491 |
1.1061 |
0.0430 |
3.8% |
0.0003 |
0.0% |
32% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1200 |
2.618 |
1.1200 |
1.618 |
1.1200 |
1.000 |
1.1200 |
0.618 |
1.1200 |
HIGH |
1.1200 |
0.618 |
1.1200 |
0.500 |
1.1200 |
0.382 |
1.1200 |
LOW |
1.1200 |
0.618 |
1.1200 |
1.000 |
1.1200 |
1.618 |
1.1200 |
2.618 |
1.1200 |
4.250 |
1.1200 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1200 |
1.1216 |
PP |
1.1200 |
1.1210 |
S1 |
1.1200 |
1.1205 |
|