CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1189 |
1.1186 |
-0.0003 |
0.0% |
1.1233 |
| High |
1.1204 |
1.1189 |
-0.0015 |
-0.1% |
1.1248 |
| Low |
1.1185 |
1.1163 |
-0.0022 |
-0.2% |
1.1163 |
| Close |
1.1187 |
1.1173 |
-0.0014 |
-0.1% |
1.1173 |
| Range |
0.0019 |
0.0026 |
0.0007 |
36.8% |
0.0085 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
109 |
53 |
-56 |
-51.4% |
305 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1239 |
1.1187 |
|
| R3 |
1.1227 |
1.1213 |
1.1180 |
|
| R2 |
1.1201 |
1.1201 |
1.1178 |
|
| R1 |
1.1187 |
1.1187 |
1.1175 |
1.1181 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1172 |
| S1 |
1.1161 |
1.1161 |
1.1171 |
1.1155 |
| S2 |
1.1149 |
1.1149 |
1.1168 |
|
| S3 |
1.1123 |
1.1135 |
1.1166 |
|
| S4 |
1.1097 |
1.1109 |
1.1159 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1396 |
1.1220 |
|
| R3 |
1.1365 |
1.1311 |
1.1196 |
|
| R2 |
1.1280 |
1.1280 |
1.1189 |
|
| R1 |
1.1226 |
1.1226 |
1.1181 |
1.1211 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1187 |
| S1 |
1.1141 |
1.1141 |
1.1165 |
1.1126 |
| S2 |
1.1110 |
1.1110 |
1.1157 |
|
| S3 |
1.1025 |
1.1056 |
1.1150 |
|
| S4 |
1.0940 |
1.0971 |
1.1126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1248 |
1.1163 |
0.0085 |
0.8% |
0.0031 |
0.3% |
12% |
False |
True |
61 |
| 10 |
1.1293 |
1.1163 |
0.0130 |
1.2% |
0.0034 |
0.3% |
8% |
False |
True |
79 |
| 20 |
1.1503 |
1.1163 |
0.0340 |
3.0% |
0.0044 |
0.4% |
3% |
False |
True |
59 |
| 40 |
1.1503 |
1.1163 |
0.0340 |
3.0% |
0.0045 |
0.4% |
3% |
False |
True |
55 |
| 60 |
1.1513 |
1.1163 |
0.0350 |
3.1% |
0.0040 |
0.4% |
3% |
False |
True |
41 |
| 80 |
1.1513 |
1.1047 |
0.0466 |
4.2% |
0.0031 |
0.3% |
27% |
False |
False |
45 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0026 |
0.2% |
34% |
False |
False |
36 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0021 |
0.2% |
34% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1257 |
|
1.618 |
1.1231 |
|
1.000 |
1.1215 |
|
0.618 |
1.1205 |
|
HIGH |
1.1189 |
|
0.618 |
1.1179 |
|
0.500 |
1.1176 |
|
0.382 |
1.1173 |
|
LOW |
1.1163 |
|
0.618 |
1.1147 |
|
1.000 |
1.1137 |
|
1.618 |
1.1121 |
|
2.618 |
1.1095 |
|
4.250 |
1.1053 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1206 |
| PP |
1.1175 |
1.1195 |
| S1 |
1.1174 |
1.1184 |
|