CME Swiss Franc Future June 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 |
1.1239 |
1.1240 |
0.0001 |
0.0% |
1.1397 |
| High |
1.1260 |
1.1260 |
0.0000 |
0.0% |
1.1493 |
| Low |
1.1233 |
1.1163 |
-0.0070 |
-0.6% |
1.1272 |
| Close |
1.1239 |
1.1237 |
-0.0002 |
0.0% |
1.1274 |
| Range |
0.0027 |
0.0097 |
0.0070 |
259.3% |
0.0221 |
| ATR |
0.0062 |
0.0064 |
0.0003 |
4.1% |
0.0000 |
| Volume |
18,893 |
49,626 |
30,733 |
162.7% |
172,573 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1471 |
1.1290 |
|
| R3 |
1.1414 |
1.1374 |
1.1264 |
|
| R2 |
1.1317 |
1.1317 |
1.1255 |
|
| R1 |
1.1277 |
1.1277 |
1.1246 |
1.1249 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1206 |
| S1 |
1.1180 |
1.1180 |
1.1228 |
1.1152 |
| S2 |
1.1123 |
1.1123 |
1.1219 |
|
| S3 |
1.1026 |
1.1083 |
1.1210 |
|
| S4 |
1.0929 |
1.0986 |
1.1184 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1863 |
1.1396 |
|
| R3 |
1.1788 |
1.1642 |
1.1335 |
|
| R2 |
1.1567 |
1.1567 |
1.1315 |
|
| R1 |
1.1421 |
1.1421 |
1.1294 |
1.1384 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1328 |
| S1 |
1.1200 |
1.1200 |
1.1254 |
1.1163 |
| S2 |
1.1125 |
1.1125 |
1.1233 |
|
| S3 |
1.0904 |
1.0979 |
1.1213 |
|
| S4 |
1.0683 |
1.0758 |
1.1152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1376 |
1.1163 |
0.0213 |
1.9% |
0.0063 |
0.6% |
35% |
False |
True |
32,591 |
| 10 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0067 |
0.6% |
22% |
False |
True |
33,564 |
| 20 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0062 |
0.5% |
22% |
False |
True |
27,640 |
| 40 |
1.1493 |
1.1163 |
0.0330 |
2.9% |
0.0065 |
0.6% |
22% |
False |
True |
28,324 |
| 60 |
1.1503 |
1.1163 |
0.0340 |
3.0% |
0.0067 |
0.6% |
22% |
False |
True |
22,459 |
| 80 |
1.1503 |
1.0958 |
0.0545 |
4.9% |
0.0067 |
0.6% |
51% |
False |
False |
16,862 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0064 |
0.6% |
52% |
False |
False |
13,496 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0054 |
0.5% |
52% |
False |
False |
11,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1514 |
|
1.618 |
1.1417 |
|
1.000 |
1.1357 |
|
0.618 |
1.1320 |
|
HIGH |
1.1260 |
|
0.618 |
1.1223 |
|
0.500 |
1.1212 |
|
0.382 |
1.1200 |
|
LOW |
1.1163 |
|
0.618 |
1.1103 |
|
1.000 |
1.1066 |
|
1.618 |
1.1006 |
|
2.618 |
1.0909 |
|
4.250 |
1.0751 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1232 |
| PP |
1.1220 |
1.1227 |
| S1 |
1.1212 |
1.1223 |
|