CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1153 |
-0.0009 |
-0.1% |
1.1211 |
| High |
1.1190 |
1.1158 |
-0.0032 |
-0.3% |
1.1242 |
| Low |
1.1135 |
1.1124 |
-0.0011 |
-0.1% |
1.1147 |
| Close |
1.1152 |
1.1134 |
-0.0018 |
-0.2% |
1.1162 |
| Range |
0.0055 |
0.0034 |
-0.0021 |
-38.2% |
0.0095 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
35,630 |
23,163 |
-12,467 |
-35.0% |
109,200 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1221 |
1.1153 |
|
| R3 |
1.1207 |
1.1187 |
1.1143 |
|
| R2 |
1.1173 |
1.1173 |
1.1140 |
|
| R1 |
1.1153 |
1.1153 |
1.1137 |
1.1146 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1135 |
| S1 |
1.1119 |
1.1119 |
1.1131 |
1.1112 |
| S2 |
1.1105 |
1.1105 |
1.1128 |
|
| S3 |
1.1071 |
1.1085 |
1.1125 |
|
| S4 |
1.1037 |
1.1051 |
1.1115 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1410 |
1.1214 |
|
| R3 |
1.1374 |
1.1315 |
1.1188 |
|
| R2 |
1.1279 |
1.1279 |
1.1179 |
|
| R1 |
1.1220 |
1.1220 |
1.1171 |
1.1202 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1175 |
| S1 |
1.1125 |
1.1125 |
1.1153 |
1.1107 |
| S2 |
1.1089 |
1.1089 |
1.1145 |
|
| S3 |
1.0994 |
1.1030 |
1.1136 |
|
| S4 |
1.0899 |
1.0935 |
1.1110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1242 |
1.1124 |
0.0118 |
1.1% |
0.0050 |
0.4% |
8% |
False |
True |
25,658 |
| 10 |
1.1260 |
1.1124 |
0.0136 |
1.2% |
0.0047 |
0.4% |
7% |
False |
True |
25,639 |
| 20 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0056 |
0.5% |
3% |
False |
True |
28,690 |
| 40 |
1.1493 |
1.1124 |
0.0369 |
3.3% |
0.0059 |
0.5% |
3% |
False |
True |
26,783 |
| 60 |
1.1503 |
1.1124 |
0.0379 |
3.4% |
0.0063 |
0.6% |
3% |
False |
True |
25,521 |
| 80 |
1.1503 |
1.1040 |
0.0463 |
4.2% |
0.0063 |
0.6% |
20% |
False |
False |
19,206 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0063 |
0.6% |
34% |
False |
False |
15,374 |
| 120 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0057 |
0.5% |
34% |
False |
False |
12,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1303 |
|
2.618 |
1.1247 |
|
1.618 |
1.1213 |
|
1.000 |
1.1192 |
|
0.618 |
1.1179 |
|
HIGH |
1.1158 |
|
0.618 |
1.1145 |
|
0.500 |
1.1141 |
|
0.382 |
1.1137 |
|
LOW |
1.1124 |
|
0.618 |
1.1103 |
|
1.000 |
1.1090 |
|
1.618 |
1.1069 |
|
2.618 |
1.1035 |
|
4.250 |
1.0980 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1157 |
| PP |
1.1139 |
1.1149 |
| S1 |
1.1136 |
1.1142 |
|