CME Swiss Franc Future December 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 |
1.1165 |
1.1171 |
0.0006 |
0.1% |
1.1200 |
| High |
1.1165 |
1.1199 |
0.0034 |
0.3% |
1.1200 |
| Low |
1.1165 |
1.1171 |
0.0006 |
0.1% |
1.1158 |
| Close |
1.1165 |
1.1199 |
0.0034 |
0.3% |
1.1199 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0042 |
| ATR |
0.0021 |
0.0022 |
0.0001 |
4.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1264 |
1.1214 |
|
| R3 |
1.1246 |
1.1236 |
1.1207 |
|
| R2 |
1.1218 |
1.1218 |
1.1204 |
|
| R1 |
1.1208 |
1.1208 |
1.1202 |
1.1213 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1192 |
| S1 |
1.1180 |
1.1180 |
1.1196 |
1.1185 |
| S2 |
1.1162 |
1.1162 |
1.1194 |
|
| S3 |
1.1134 |
1.1152 |
1.1191 |
|
| S4 |
1.1106 |
1.1124 |
1.1184 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1297 |
1.1222 |
|
| R3 |
1.1270 |
1.1255 |
1.1211 |
|
| R2 |
1.1228 |
1.1228 |
1.1207 |
|
| R1 |
1.1213 |
1.1213 |
1.1203 |
1.1200 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1179 |
| S1 |
1.1171 |
1.1171 |
1.1195 |
1.1158 |
| S2 |
1.1144 |
1.1144 |
1.1191 |
|
| S3 |
1.1102 |
1.1129 |
1.1187 |
|
| S4 |
1.1060 |
1.1087 |
1.1176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.1158 |
0.0042 |
0.4% |
0.0013 |
0.1% |
98% |
False |
False |
1 |
| 10 |
1.1239 |
1.1158 |
0.0081 |
0.7% |
0.0007 |
0.1% |
51% |
False |
False |
1 |
| 20 |
1.1468 |
1.1158 |
0.0310 |
2.8% |
0.0003 |
0.0% |
13% |
False |
False |
2 |
| 40 |
1.1468 |
1.1158 |
0.0310 |
2.8% |
0.0003 |
0.0% |
13% |
False |
False |
2 |
| 60 |
1.1491 |
1.1158 |
0.0333 |
3.0% |
0.0002 |
0.0% |
12% |
False |
False |
35 |
| 80 |
1.1491 |
1.1110 |
0.0381 |
3.4% |
0.0003 |
0.0% |
23% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1318 |
|
2.618 |
1.1272 |
|
1.618 |
1.1244 |
|
1.000 |
1.1227 |
|
0.618 |
1.1216 |
|
HIGH |
1.1199 |
|
0.618 |
1.1188 |
|
0.500 |
1.1185 |
|
0.382 |
1.1182 |
|
LOW |
1.1171 |
|
0.618 |
1.1154 |
|
1.000 |
1.1143 |
|
1.618 |
1.1126 |
|
2.618 |
1.1098 |
|
4.250 |
1.1052 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1192 |
| PP |
1.1190 |
1.1185 |
| S1 |
1.1185 |
1.1179 |
|