CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1249 |
-0.0031 |
-0.3% |
1.1408 |
| High |
1.1280 |
1.1265 |
-0.0015 |
-0.1% |
1.1503 |
| Low |
1.1241 |
1.1244 |
0.0003 |
0.0% |
1.1283 |
| Close |
1.1243 |
1.1250 |
0.0007 |
0.1% |
1.1283 |
| Range |
0.0039 |
0.0021 |
-0.0018 |
-46.2% |
0.0220 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
80 |
44 |
-36 |
-45.0% |
292 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1304 |
1.1262 |
|
| R3 |
1.1295 |
1.1283 |
1.1256 |
|
| R2 |
1.1274 |
1.1274 |
1.1254 |
|
| R1 |
1.1262 |
1.1262 |
1.1252 |
1.1268 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1256 |
| S1 |
1.1241 |
1.1241 |
1.1248 |
1.1247 |
| S2 |
1.1232 |
1.1232 |
1.1246 |
|
| S3 |
1.1211 |
1.1220 |
1.1244 |
|
| S4 |
1.1190 |
1.1199 |
1.1238 |
|
|
| 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% |
0.0056 |
0.5% |
3% |
False |
False |
73 |
| 10 |
1.1503 |
1.1241 |
0.0262 |
2.3% |
0.0048 |
0.4% |
3% |
False |
False |
50 |
| 20 |
1.1503 |
1.1241 |
0.0262 |
2.3% |
0.0045 |
0.4% |
3% |
False |
False |
52 |
| 40 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0044 |
0.4% |
14% |
False |
False |
44 |
| 60 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0037 |
0.3% |
13% |
False |
False |
31 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0028 |
0.3% |
49% |
False |
False |
38 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
49% |
False |
False |
31 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0019 |
0.2% |
55% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1320 |
|
1.618 |
1.1299 |
|
1.000 |
1.1286 |
|
0.618 |
1.1278 |
|
HIGH |
1.1265 |
|
0.618 |
1.1257 |
|
0.500 |
1.1255 |
|
0.382 |
1.1252 |
|
LOW |
1.1244 |
|
0.618 |
1.1231 |
|
1.000 |
1.1223 |
|
1.618 |
1.1210 |
|
2.618 |
1.1189 |
|
4.250 |
1.1155 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1267 |
| PP |
1.1253 |
1.1261 |
| S1 |
1.1252 |
1.1256 |
|