CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1189 |
-0.0040 |
-0.4% |
1.1291 |
| High |
1.1248 |
1.1204 |
-0.0044 |
-0.4% |
1.1293 |
| Low |
1.1180 |
1.1185 |
0.0005 |
0.0% |
1.1178 |
| Close |
1.1200 |
1.1187 |
-0.0013 |
-0.1% |
1.1226 |
| Range |
0.0068 |
0.0019 |
-0.0049 |
-72.1% |
0.0115 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
12 |
109 |
97 |
808.3% |
490 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1237 |
1.1197 |
|
| R3 |
1.1230 |
1.1218 |
1.1192 |
|
| R2 |
1.1211 |
1.1211 |
1.1190 |
|
| R1 |
1.1199 |
1.1199 |
1.1189 |
1.1196 |
| PP |
1.1192 |
1.1192 |
1.1192 |
1.1190 |
| S1 |
1.1180 |
1.1180 |
1.1185 |
1.1177 |
| S2 |
1.1173 |
1.1173 |
1.1184 |
|
| S3 |
1.1154 |
1.1161 |
1.1182 |
|
| S4 |
1.1135 |
1.1142 |
1.1177 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1577 |
1.1517 |
1.1289 |
|
| R3 |
1.1462 |
1.1402 |
1.1258 |
|
| R2 |
1.1347 |
1.1347 |
1.1247 |
|
| R1 |
1.1287 |
1.1287 |
1.1237 |
1.1260 |
| PP |
1.1232 |
1.1232 |
1.1232 |
1.1219 |
| S1 |
1.1172 |
1.1172 |
1.1215 |
1.1145 |
| S2 |
1.1117 |
1.1117 |
1.1205 |
|
| S3 |
1.1002 |
1.1057 |
1.1194 |
|
| S4 |
1.0887 |
1.0942 |
1.1163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1248 |
1.1180 |
0.0068 |
0.6% |
0.0030 |
0.3% |
10% |
False |
False |
80 |
| 10 |
1.1354 |
1.1178 |
0.0176 |
1.6% |
0.0039 |
0.3% |
5% |
False |
False |
87 |
| 20 |
1.1503 |
1.1178 |
0.0325 |
2.9% |
0.0044 |
0.4% |
3% |
False |
False |
59 |
| 40 |
1.1503 |
1.1178 |
0.0325 |
2.9% |
0.0045 |
0.4% |
3% |
False |
False |
54 |
| 60 |
1.1513 |
1.1178 |
0.0335 |
3.0% |
0.0040 |
0.4% |
3% |
False |
False |
40 |
| 80 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0031 |
0.3% |
30% |
False |
False |
45 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0026 |
0.2% |
37% |
False |
False |
36 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0021 |
0.2% |
37% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.1254 |
|
1.618 |
1.1235 |
|
1.000 |
1.1223 |
|
0.618 |
1.1216 |
|
HIGH |
1.1204 |
|
0.618 |
1.1197 |
|
0.500 |
1.1195 |
|
0.382 |
1.1192 |
|
LOW |
1.1185 |
|
0.618 |
1.1173 |
|
1.000 |
1.1166 |
|
1.618 |
1.1154 |
|
2.618 |
1.1135 |
|
4.250 |
1.1104 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1214 |
| PP |
1.1192 |
1.1205 |
| S1 |
1.1190 |
1.1196 |
|