CME Swiss Franc Future March 2015
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1214 |
1.1224 |
0.0010 |
0.1% |
1.1252 |
| High |
1.1214 |
1.1224 |
0.0010 |
0.1% |
1.1252 |
| Low |
1.1214 |
1.1199 |
-0.0015 |
-0.1% |
1.1199 |
| Close |
1.1214 |
1.1199 |
-0.0015 |
-0.1% |
1.1199 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0053 |
| ATR |
0.0022 |
0.0023 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1266 |
1.1213 |
|
| R3 |
1.1257 |
1.1241 |
1.1206 |
|
| R2 |
1.1232 |
1.1232 |
1.1204 |
|
| R1 |
1.1216 |
1.1216 |
1.1201 |
1.1212 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1205 |
| S1 |
1.1191 |
1.1191 |
1.1197 |
1.1187 |
| S2 |
1.1182 |
1.1182 |
1.1194 |
|
| S3 |
1.1157 |
1.1166 |
1.1192 |
|
| S4 |
1.1132 |
1.1141 |
1.1185 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1340 |
1.1228 |
|
| R3 |
1.1323 |
1.1287 |
1.1214 |
|
| R2 |
1.1270 |
1.1270 |
1.1209 |
|
| R1 |
1.1234 |
1.1234 |
1.1204 |
1.1226 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1212 |
| S1 |
1.1181 |
1.1181 |
1.1194 |
1.1173 |
| S2 |
1.1164 |
1.1164 |
1.1189 |
|
| S3 |
1.1111 |
1.1128 |
1.1184 |
|
| S4 |
1.1058 |
1.1075 |
1.1170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1289 |
|
1.618 |
1.1264 |
|
1.000 |
1.1249 |
|
0.618 |
1.1239 |
|
HIGH |
1.1224 |
|
0.618 |
1.1214 |
|
0.500 |
1.1212 |
|
0.382 |
1.1209 |
|
LOW |
1.1199 |
|
0.618 |
1.1184 |
|
1.000 |
1.1174 |
|
1.618 |
1.1159 |
|
2.618 |
1.1134 |
|
4.250 |
1.1093 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1212 |
| PP |
1.1207 |
1.1208 |
| S1 |
1.1203 |
1.1203 |
|