CME Swiss Franc Future December 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 |
1.1185 |
1.1200 |
0.0015 |
0.1% |
1.1239 |
| High |
1.1185 |
1.1200 |
0.0015 |
0.1% |
1.1239 |
| Low |
1.1185 |
1.1176 |
-0.0009 |
-0.1% |
1.1185 |
| Close |
1.1185 |
1.1176 |
-0.0009 |
-0.1% |
1.1185 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0054 |
| ATR |
0.0022 |
0.0022 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1240 |
1.1189 |
|
| R3 |
1.1232 |
1.1216 |
1.1183 |
|
| R2 |
1.1208 |
1.1208 |
1.1180 |
|
| R1 |
1.1192 |
1.1192 |
1.1178 |
1.1188 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1182 |
| S1 |
1.1168 |
1.1168 |
1.1174 |
1.1164 |
| S2 |
1.1160 |
1.1160 |
1.1172 |
|
| S3 |
1.1136 |
1.1144 |
1.1169 |
|
| S4 |
1.1112 |
1.1120 |
1.1163 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1329 |
1.1215 |
|
| R3 |
1.1311 |
1.1275 |
1.1200 |
|
| R2 |
1.1257 |
1.1257 |
1.1195 |
|
| R1 |
1.1221 |
1.1221 |
1.1190 |
1.1212 |
| PP |
1.1203 |
1.1203 |
1.1203 |
1.1199 |
| S1 |
1.1167 |
1.1167 |
1.1180 |
1.1158 |
| S2 |
1.1149 |
1.1149 |
1.1175 |
|
| S3 |
1.1095 |
1.1113 |
1.1170 |
|
| S4 |
1.1041 |
1.1059 |
1.1155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1231 |
1.1176 |
0.0055 |
0.5% |
0.0005 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.1262 |
1.1176 |
0.0086 |
0.8% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.1468 |
1.1176 |
0.0292 |
2.6% |
0.0001 |
0.0% |
0% |
False |
True |
2 |
| 40 |
1.1468 |
1.1176 |
0.0292 |
2.6% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
| 60 |
1.1491 |
1.1176 |
0.0315 |
2.8% |
0.0002 |
0.0% |
0% |
False |
True |
41 |
| 80 |
1.1491 |
1.1061 |
0.0430 |
3.8% |
0.0003 |
0.0% |
27% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1263 |
|
1.618 |
1.1239 |
|
1.000 |
1.1224 |
|
0.618 |
1.1215 |
|
HIGH |
1.1200 |
|
0.618 |
1.1191 |
|
0.500 |
1.1188 |
|
0.382 |
1.1185 |
|
LOW |
1.1176 |
|
0.618 |
1.1161 |
|
1.000 |
1.1152 |
|
1.618 |
1.1137 |
|
2.618 |
1.1113 |
|
4.250 |
1.1074 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1188 |
| PP |
1.1184 |
1.1184 |
| S1 |
1.1180 |
1.1180 |
|