CME Swiss Franc Future December 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 |
1.1200 |
1.1171 |
-0.0029 |
-0.3% |
1.1239 |
| High |
1.1200 |
1.1171 |
-0.0029 |
-0.3% |
1.1239 |
| Low |
1.1176 |
1.1158 |
-0.0018 |
-0.2% |
1.1185 |
| Close |
1.1176 |
1.1158 |
-0.0018 |
-0.2% |
1.1185 |
| Range |
0.0024 |
0.0013 |
-0.0011 |
-45.8% |
0.0054 |
| ATR |
0.0022 |
0.0022 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1193 |
1.1165 |
|
| R3 |
1.1188 |
1.1180 |
1.1162 |
|
| R2 |
1.1175 |
1.1175 |
1.1160 |
|
| R1 |
1.1167 |
1.1167 |
1.1159 |
1.1165 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1161 |
| S1 |
1.1154 |
1.1154 |
1.1157 |
1.1152 |
| S2 |
1.1149 |
1.1149 |
1.1156 |
|
| S3 |
1.1136 |
1.1141 |
1.1154 |
|
| S4 |
1.1123 |
1.1128 |
1.1151 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1329 |
1.1215 |
|
| R3 |
1.1311 |
1.1275 |
1.1200 |
|
| R2 |
1.1257 |
1.1257 |
1.1195 |
|
| R1 |
1.1221 |
1.1221 |
1.1190 |
1.1212 |
| PP |
1.1203 |
1.1203 |
1.1203 |
1.1199 |
| S1 |
1.1167 |
1.1167 |
1.1180 |
1.1158 |
| S2 |
1.1149 |
1.1149 |
1.1175 |
|
| S3 |
1.1095 |
1.1113 |
1.1170 |
|
| S4 |
1.1041 |
1.1059 |
1.1155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.1158 |
0.0054 |
0.5% |
0.0007 |
0.1% |
0% |
False |
True |
1 |
| 10 |
1.1262 |
1.1158 |
0.0104 |
0.9% |
0.0004 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.1468 |
1.1158 |
0.0310 |
2.8% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
| 40 |
1.1468 |
1.1158 |
0.0310 |
2.8% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
| 60 |
1.1491 |
1.1158 |
0.0333 |
3.0% |
0.0002 |
0.0% |
0% |
False |
True |
41 |
| 80 |
1.1491 |
1.1070 |
0.0421 |
3.8% |
0.0003 |
0.0% |
21% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1205 |
|
1.618 |
1.1192 |
|
1.000 |
1.1184 |
|
0.618 |
1.1179 |
|
HIGH |
1.1171 |
|
0.618 |
1.1166 |
|
0.500 |
1.1165 |
|
0.382 |
1.1163 |
|
LOW |
1.1158 |
|
0.618 |
1.1150 |
|
1.000 |
1.1145 |
|
1.618 |
1.1137 |
|
2.618 |
1.1124 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1179 |
| PP |
1.1162 |
1.1172 |
| S1 |
1.1160 |
1.1165 |
|