CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1398 |
0.0001 |
0.0% |
1.1360 |
| High |
1.1412 |
1.1471 |
0.0059 |
0.5% |
1.1406 |
| Low |
1.1392 |
1.1393 |
0.0001 |
0.0% |
1.1300 |
| Close |
1.1399 |
1.1449 |
0.0050 |
0.4% |
1.1393 |
| Range |
0.0020 |
0.0078 |
0.0058 |
290.0% |
0.0106 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
2.1% |
0.0000 |
| Volume |
18,067 |
33,275 |
15,208 |
84.2% |
146,627 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1638 |
1.1492 |
|
| R3 |
1.1594 |
1.1560 |
1.1470 |
|
| R2 |
1.1516 |
1.1516 |
1.1463 |
|
| R1 |
1.1482 |
1.1482 |
1.1456 |
1.1499 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1446 |
| S1 |
1.1404 |
1.1404 |
1.1442 |
1.1421 |
| S2 |
1.1360 |
1.1360 |
1.1435 |
|
| S3 |
1.1282 |
1.1326 |
1.1428 |
|
| S4 |
1.1204 |
1.1248 |
1.1406 |
|
|
| 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 |
1.1471 |
1.1300 |
0.0171 |
1.5% |
0.0060 |
0.5% |
87% |
True |
False |
28,056 |
| 10 |
1.1471 |
1.1295 |
0.0176 |
1.5% |
0.0059 |
0.5% |
88% |
True |
False |
25,945 |
| 20 |
1.1471 |
1.1267 |
0.0204 |
1.8% |
0.0059 |
0.5% |
89% |
True |
False |
23,985 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0066 |
0.6% |
83% |
False |
False |
26,829 |
| 60 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0065 |
0.6% |
87% |
False |
False |
18,379 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
90% |
False |
False |
13,796 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0060 |
0.5% |
90% |
False |
False |
11,040 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0050 |
0.4% |
91% |
False |
False |
9,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1803 |
|
2.618 |
1.1675 |
|
1.618 |
1.1597 |
|
1.000 |
1.1549 |
|
0.618 |
1.1519 |
|
HIGH |
1.1471 |
|
0.618 |
1.1441 |
|
0.500 |
1.1432 |
|
0.382 |
1.1423 |
|
LOW |
1.1393 |
|
0.618 |
1.1345 |
|
1.000 |
1.1315 |
|
1.618 |
1.1267 |
|
2.618 |
1.1189 |
|
4.250 |
1.1062 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1430 |
| PP |
1.1438 |
1.1411 |
| S1 |
1.1432 |
1.1393 |
|