CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1146 |
0.0001 |
0.0% |
1.1169 |
| High |
1.1177 |
1.1202 |
0.0025 |
0.2% |
1.1202 |
| Low |
1.1145 |
1.1146 |
0.0001 |
0.0% |
1.1139 |
| Close |
1.1152 |
1.1185 |
0.0033 |
0.3% |
1.1185 |
| Range |
0.0032 |
0.0056 |
0.0024 |
75.0% |
0.0063 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.3% |
0.0000 |
| Volume |
1,272 |
2,509 |
1,237 |
97.2% |
3,996 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1321 |
1.1216 |
|
| R3 |
1.1290 |
1.1265 |
1.1200 |
|
| R2 |
1.1234 |
1.1234 |
1.1195 |
|
| R1 |
1.1209 |
1.1209 |
1.1190 |
1.1222 |
| PP |
1.1178 |
1.1178 |
1.1178 |
1.1184 |
| S1 |
1.1153 |
1.1153 |
1.1180 |
1.1166 |
| S2 |
1.1122 |
1.1122 |
1.1175 |
|
| S3 |
1.1066 |
1.1097 |
1.1170 |
|
| S4 |
1.1010 |
1.1041 |
1.1154 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1338 |
1.1220 |
|
| R3 |
1.1301 |
1.1275 |
1.1202 |
|
| R2 |
1.1238 |
1.1238 |
1.1197 |
|
| R1 |
1.1212 |
1.1212 |
1.1191 |
1.1225 |
| PP |
1.1175 |
1.1175 |
1.1175 |
1.1182 |
| S1 |
1.1149 |
1.1149 |
1.1179 |
1.1162 |
| S2 |
1.1112 |
1.1112 |
1.1173 |
|
| S3 |
1.1049 |
1.1086 |
1.1168 |
|
| S4 |
1.0986 |
1.1023 |
1.1150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1202 |
1.1139 |
0.0063 |
0.6% |
0.0038 |
0.3% |
73% |
True |
False |
809 |
| 10 |
1.1248 |
1.1139 |
0.0109 |
1.0% |
0.0034 |
0.3% |
42% |
False |
False |
445 |
| 20 |
1.1503 |
1.1139 |
0.0364 |
3.3% |
0.0044 |
0.4% |
13% |
False |
False |
254 |
| 40 |
1.1503 |
1.1139 |
0.0364 |
3.3% |
0.0044 |
0.4% |
13% |
False |
False |
151 |
| 60 |
1.1513 |
1.1139 |
0.0374 |
3.3% |
0.0041 |
0.4% |
12% |
False |
False |
107 |
| 80 |
1.1513 |
1.1095 |
0.0418 |
3.7% |
0.0033 |
0.3% |
22% |
False |
False |
95 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0027 |
0.2% |
37% |
False |
False |
76 |
| 120 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
37% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1349 |
|
1.618 |
1.1293 |
|
1.000 |
1.1258 |
|
0.618 |
1.1237 |
|
HIGH |
1.1202 |
|
0.618 |
1.1181 |
|
0.500 |
1.1174 |
|
0.382 |
1.1167 |
|
LOW |
1.1146 |
|
0.618 |
1.1111 |
|
1.000 |
1.1090 |
|
1.618 |
1.1055 |
|
2.618 |
1.0999 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1180 |
| PP |
1.1178 |
1.1175 |
| S1 |
1.1174 |
1.1171 |
|