CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1291 |
1.1280 |
-0.0011 |
-0.1% |
1.1408 |
| High |
1.1293 |
1.1280 |
-0.0013 |
-0.1% |
1.1503 |
| Low |
1.1271 |
1.1241 |
-0.0030 |
-0.3% |
1.1283 |
| Close |
1.1271 |
1.1243 |
-0.0028 |
-0.2% |
1.1283 |
| Range |
0.0022 |
0.0039 |
0.0017 |
77.3% |
0.0220 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
70 |
80 |
10 |
14.3% |
292 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1372 |
1.1346 |
1.1264 |
|
| R3 |
1.1333 |
1.1307 |
1.1254 |
|
| R2 |
1.1294 |
1.1294 |
1.1250 |
|
| R1 |
1.1268 |
1.1268 |
1.1247 |
1.1262 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1251 |
| S1 |
1.1229 |
1.1229 |
1.1239 |
1.1223 |
| S2 |
1.1216 |
1.1216 |
1.1236 |
|
| S3 |
1.1177 |
1.1190 |
1.1232 |
|
| S4 |
1.1138 |
1.1151 |
1.1222 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1870 |
1.1404 |
|
| R3 |
1.1796 |
1.1650 |
1.1344 |
|
| R2 |
1.1576 |
1.1576 |
1.1323 |
|
| R1 |
1.1430 |
1.1430 |
1.1303 |
1.1393 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1338 |
| S1 |
1.1210 |
1.1210 |
1.1263 |
1.1173 |
| S2 |
1.1136 |
1.1136 |
1.1243 |
|
| S3 |
1.0916 |
1.0990 |
1.1223 |
|
| S4 |
1.0696 |
1.0770 |
1.1162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1241 |
0.0262 |
2.3% |
0.0057 |
0.5% |
1% |
False |
True |
71 |
| 10 |
1.1503 |
1.1241 |
0.0262 |
2.3% |
0.0051 |
0.5% |
1% |
False |
True |
47 |
| 20 |
1.1503 |
1.1241 |
0.0262 |
2.3% |
0.0046 |
0.4% |
1% |
False |
True |
52 |
| 40 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0044 |
0.4% |
12% |
False |
False |
43 |
| 60 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0037 |
0.3% |
11% |
False |
False |
35 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0028 |
0.2% |
48% |
False |
False |
38 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
48% |
False |
False |
30 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0019 |
0.2% |
54% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1446 |
|
2.618 |
1.1382 |
|
1.618 |
1.1343 |
|
1.000 |
1.1319 |
|
0.618 |
1.1304 |
|
HIGH |
1.1280 |
|
0.618 |
1.1265 |
|
0.500 |
1.1261 |
|
0.382 |
1.1256 |
|
LOW |
1.1241 |
|
0.618 |
1.1217 |
|
1.000 |
1.1202 |
|
1.618 |
1.1178 |
|
2.618 |
1.1139 |
|
4.250 |
1.1075 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1298 |
| PP |
1.1255 |
1.1279 |
| S1 |
1.1249 |
1.1261 |
|