CME Swiss Franc Future September 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 |
1.1169 |
1.1157 |
-0.0012 |
-0.1% |
1.1233 |
| High |
1.1200 |
1.1163 |
-0.0037 |
-0.3% |
1.1248 |
| Low |
1.1150 |
1.1139 |
-0.0011 |
-0.1% |
1.1163 |
| Close |
1.1163 |
1.1145 |
-0.0018 |
-0.2% |
1.1173 |
| Range |
0.0050 |
0.0024 |
-0.0026 |
-52.0% |
0.0085 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
108 |
107 |
-1 |
-0.9% |
305 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1207 |
1.1158 |
|
| R3 |
1.1197 |
1.1183 |
1.1152 |
|
| R2 |
1.1173 |
1.1173 |
1.1149 |
|
| R1 |
1.1159 |
1.1159 |
1.1147 |
1.1154 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1147 |
| S1 |
1.1135 |
1.1135 |
1.1143 |
1.1130 |
| S2 |
1.1125 |
1.1125 |
1.1141 |
|
| S3 |
1.1101 |
1.1111 |
1.1138 |
|
| S4 |
1.1077 |
1.1087 |
1.1132 |
|
|
| 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 |
1.1139 |
0.0109 |
1.0% |
0.0037 |
0.3% |
6% |
False |
True |
77 |
| 10 |
1.1265 |
1.1139 |
0.0126 |
1.1% |
0.0036 |
0.3% |
5% |
False |
True |
86 |
| 20 |
1.1503 |
1.1139 |
0.0364 |
3.3% |
0.0043 |
0.4% |
2% |
False |
True |
66 |
| 40 |
1.1503 |
1.1139 |
0.0364 |
3.3% |
0.0045 |
0.4% |
2% |
False |
True |
59 |
| 60 |
1.1513 |
1.1139 |
0.0374 |
3.4% |
0.0040 |
0.4% |
2% |
False |
True |
45 |
| 80 |
1.1513 |
1.1083 |
0.0430 |
3.9% |
0.0032 |
0.3% |
14% |
False |
False |
48 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0027 |
0.2% |
29% |
False |
False |
39 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.7% |
0.0022 |
0.2% |
29% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1226 |
|
1.618 |
1.1202 |
|
1.000 |
1.1187 |
|
0.618 |
1.1178 |
|
HIGH |
1.1163 |
|
0.618 |
1.1154 |
|
0.500 |
1.1151 |
|
0.382 |
1.1148 |
|
LOW |
1.1139 |
|
0.618 |
1.1124 |
|
1.000 |
1.1115 |
|
1.618 |
1.1100 |
|
2.618 |
1.1076 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1151 |
1.1170 |
| PP |
1.1149 |
1.1161 |
| S1 |
1.1147 |
1.1153 |
|