CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1369 |
0.0050 |
0.4% |
1.1330 |
| High |
1.1385 |
1.1390 |
0.0005 |
0.0% |
1.1366 |
| Low |
1.1300 |
1.1362 |
0.0062 |
0.5% |
1.1289 |
| Close |
1.1369 |
1.1377 |
0.0008 |
0.1% |
1.1356 |
| Range |
0.0085 |
0.0028 |
-0.0057 |
-67.1% |
0.0077 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
37,221 |
13,072 |
-24,149 |
-64.9% |
89,009 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1460 |
1.1447 |
1.1392 |
|
| R3 |
1.1432 |
1.1419 |
1.1385 |
|
| R2 |
1.1404 |
1.1404 |
1.1382 |
|
| R1 |
1.1391 |
1.1391 |
1.1380 |
1.1398 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1380 |
| S1 |
1.1363 |
1.1363 |
1.1374 |
1.1370 |
| S2 |
1.1348 |
1.1348 |
1.1372 |
|
| S3 |
1.1320 |
1.1335 |
1.1369 |
|
| S4 |
1.1292 |
1.1307 |
1.1362 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1539 |
1.1398 |
|
| R3 |
1.1491 |
1.1462 |
1.1377 |
|
| R2 |
1.1414 |
1.1414 |
1.1370 |
|
| R1 |
1.1385 |
1.1385 |
1.1363 |
1.1400 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1344 |
| S1 |
1.1308 |
1.1308 |
1.1349 |
1.1323 |
| S2 |
1.1260 |
1.1260 |
1.1342 |
|
| S3 |
1.1183 |
1.1231 |
1.1335 |
|
| S4 |
1.1106 |
1.1154 |
1.1314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1406 |
1.1300 |
0.0106 |
0.9% |
0.0058 |
0.5% |
73% |
False |
False |
24,413 |
| 10 |
1.1406 |
1.1289 |
0.0117 |
1.0% |
0.0056 |
0.5% |
75% |
False |
False |
21,715 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0061 |
0.5% |
75% |
False |
False |
25,249 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0067 |
0.6% |
61% |
False |
False |
25,108 |
| 60 |
1.1503 |
1.1056 |
0.0447 |
3.9% |
0.0065 |
0.6% |
72% |
False |
False |
16,881 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
77% |
False |
False |
12,672 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0058 |
0.5% |
77% |
False |
False |
10,140 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0049 |
0.4% |
80% |
False |
False |
8,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1463 |
|
1.618 |
1.1435 |
|
1.000 |
1.1418 |
|
0.618 |
1.1407 |
|
HIGH |
1.1390 |
|
0.618 |
1.1379 |
|
0.500 |
1.1376 |
|
0.382 |
1.1373 |
|
LOW |
1.1362 |
|
0.618 |
1.1345 |
|
1.000 |
1.1334 |
|
1.618 |
1.1317 |
|
2.618 |
1.1289 |
|
4.250 |
1.1243 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1366 |
| PP |
1.1376 |
1.1356 |
| S1 |
1.1376 |
1.1345 |
|