CME Swiss Franc Future December 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1231 |
-0.0008 |
-0.1% |
1.1283 |
| High |
1.1239 |
1.1231 |
-0.0008 |
-0.1% |
1.1283 |
| Low |
1.1239 |
1.1231 |
-0.0008 |
-0.1% |
1.1239 |
| Close |
1.1239 |
1.1231 |
-0.0008 |
-0.1% |
1.1239 |
| Range |
|
|
|
|
|
| ATR |
0.0025 |
0.0024 |
-0.0001 |
-4.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1231 |
1.1231 |
|
| R3 |
1.1231 |
1.1231 |
1.1231 |
|
| R2 |
1.1231 |
1.1231 |
1.1231 |
|
| R1 |
1.1231 |
1.1231 |
1.1231 |
1.1231 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1231 |
| S1 |
1.1231 |
1.1231 |
1.1231 |
1.1231 |
| S2 |
1.1231 |
1.1231 |
1.1231 |
|
| S3 |
1.1231 |
1.1231 |
1.1231 |
|
| S4 |
1.1231 |
1.1231 |
1.1231 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1356 |
1.1263 |
|
| R3 |
1.1342 |
1.1312 |
1.1251 |
|
| R2 |
1.1298 |
1.1298 |
1.1247 |
|
| R1 |
1.1268 |
1.1268 |
1.1243 |
1.1261 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1250 |
| S1 |
1.1224 |
1.1224 |
1.1235 |
1.1217 |
| S2 |
1.1210 |
1.1210 |
1.1231 |
|
| S3 |
1.1166 |
1.1180 |
1.1227 |
|
| S4 |
1.1122 |
1.1136 |
1.1215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1262 |
1.1231 |
0.0031 |
0.3% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
| 10 |
1.1440 |
1.1231 |
0.0209 |
1.9% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
| 20 |
1.1468 |
1.1231 |
0.0237 |
2.1% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
| 40 |
1.1468 |
1.1231 |
0.0237 |
2.1% |
0.0001 |
0.0% |
0% |
False |
True |
2 |
| 60 |
1.1491 |
1.1231 |
0.0260 |
2.3% |
0.0002 |
0.0% |
0% |
False |
True |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1231 |
|
1.618 |
1.1231 |
|
1.000 |
1.1231 |
|
0.618 |
1.1231 |
|
HIGH |
1.1231 |
|
0.618 |
1.1231 |
|
0.500 |
1.1231 |
|
0.382 |
1.1231 |
|
LOW |
1.1231 |
|
0.618 |
1.1231 |
|
1.000 |
1.1231 |
|
1.618 |
1.1231 |
|
2.618 |
1.1231 |
|
4.250 |
1.1231 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1235 |
| PP |
1.1231 |
1.1234 |
| S1 |
1.1231 |
1.1232 |
|