CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1378 |
1.1397 |
0.0019 |
0.2% |
1.1360 |
| High |
1.1402 |
1.1412 |
0.0010 |
0.1% |
1.1406 |
| Low |
1.1314 |
1.1392 |
0.0078 |
0.7% |
1.1300 |
| Close |
1.1393 |
1.1399 |
0.0006 |
0.1% |
1.1393 |
| Range |
0.0088 |
0.0020 |
-0.0068 |
-77.3% |
0.0106 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
38,649 |
18,067 |
-20,582 |
-53.3% |
146,627 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1450 |
1.1410 |
|
| R3 |
1.1441 |
1.1430 |
1.1405 |
|
| R2 |
1.1421 |
1.1421 |
1.1403 |
|
| R1 |
1.1410 |
1.1410 |
1.1401 |
1.1416 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1404 |
| S1 |
1.1390 |
1.1390 |
1.1397 |
1.1396 |
| S2 |
1.1381 |
1.1381 |
1.1395 |
|
| S3 |
1.1361 |
1.1370 |
1.1394 |
|
| S4 |
1.1341 |
1.1350 |
1.1388 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1645 |
1.1451 |
|
| R3 |
1.1578 |
1.1539 |
1.1422 |
|
| R2 |
1.1472 |
1.1472 |
1.1412 |
|
| R1 |
1.1433 |
1.1433 |
1.1403 |
1.1453 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1376 |
| S1 |
1.1327 |
1.1327 |
1.1383 |
1.1347 |
| S2 |
1.1260 |
1.1260 |
1.1374 |
|
| S3 |
1.1154 |
1.1221 |
1.1364 |
|
| S4 |
1.1048 |
1.1115 |
1.1335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1412 |
1.1300 |
0.0112 |
1.0% |
0.0060 |
0.5% |
88% |
True |
False |
26,771 |
| 10 |
1.1412 |
1.1289 |
0.0123 |
1.1% |
0.0055 |
0.5% |
89% |
True |
False |
24,527 |
| 20 |
1.1443 |
1.1212 |
0.0231 |
2.0% |
0.0058 |
0.5% |
81% |
False |
False |
23,437 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0065 |
0.6% |
68% |
False |
False |
26,179 |
| 60 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0065 |
0.6% |
75% |
False |
False |
17,824 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
81% |
False |
False |
13,381 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0059 |
0.5% |
81% |
False |
False |
10,707 |
| 120 |
1.1503 |
1.0890 |
0.0613 |
5.4% |
0.0050 |
0.4% |
83% |
False |
False |
8,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1464 |
|
1.618 |
1.1444 |
|
1.000 |
1.1432 |
|
0.618 |
1.1424 |
|
HIGH |
1.1412 |
|
0.618 |
1.1404 |
|
0.500 |
1.1402 |
|
0.382 |
1.1400 |
|
LOW |
1.1392 |
|
0.618 |
1.1380 |
|
1.000 |
1.1372 |
|
1.618 |
1.1360 |
|
2.618 |
1.1340 |
|
4.250 |
1.1307 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1402 |
1.1387 |
| PP |
1.1401 |
1.1375 |
| S1 |
1.1400 |
1.1363 |
|