CME Swiss Franc Future September 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 |
1.1326 |
1.1374 |
0.0048 |
0.4% |
1.1335 |
| High |
1.1378 |
1.1395 |
0.0017 |
0.1% |
1.1371 |
| Low |
1.1326 |
1.1374 |
0.0048 |
0.4% |
1.1305 |
| Close |
1.1378 |
1.1386 |
0.0008 |
0.1% |
1.1365 |
| Range |
0.0052 |
0.0021 |
-0.0031 |
-59.6% |
0.0066 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
9 |
11 |
2 |
22.2% |
277 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1438 |
1.1398 |
|
| R3 |
1.1427 |
1.1417 |
1.1392 |
|
| R2 |
1.1406 |
1.1406 |
1.1390 |
|
| R1 |
1.1396 |
1.1396 |
1.1388 |
1.1401 |
| PP |
1.1385 |
1.1385 |
1.1385 |
1.1388 |
| S1 |
1.1375 |
1.1375 |
1.1384 |
1.1380 |
| S2 |
1.1364 |
1.1364 |
1.1382 |
|
| S3 |
1.1343 |
1.1354 |
1.1380 |
|
| S4 |
1.1322 |
1.1333 |
1.1374 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1521 |
1.1401 |
|
| R3 |
1.1479 |
1.1455 |
1.1383 |
|
| R2 |
1.1413 |
1.1413 |
1.1377 |
|
| R1 |
1.1389 |
1.1389 |
1.1371 |
1.1401 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1353 |
| S1 |
1.1323 |
1.1323 |
1.1359 |
1.1335 |
| S2 |
1.1281 |
1.1281 |
1.1353 |
|
| S3 |
1.1215 |
1.1257 |
1.1347 |
|
| S4 |
1.1149 |
1.1191 |
1.1329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1411 |
1.1321 |
0.0090 |
0.8% |
0.0037 |
0.3% |
72% |
False |
False |
30 |
| 10 |
1.1411 |
1.1305 |
0.0106 |
0.9% |
0.0039 |
0.3% |
76% |
False |
False |
49 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0044 |
0.4% |
74% |
False |
False |
48 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0039 |
0.3% |
58% |
False |
False |
34 |
| 60 |
1.1513 |
1.1095 |
0.0418 |
3.7% |
0.0030 |
0.3% |
70% |
False |
False |
42 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
76% |
False |
False |
32 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0019 |
0.2% |
76% |
False |
False |
26 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0016 |
0.1% |
80% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1484 |
|
2.618 |
1.1450 |
|
1.618 |
1.1429 |
|
1.000 |
1.1416 |
|
0.618 |
1.1408 |
|
HIGH |
1.1395 |
|
0.618 |
1.1387 |
|
0.500 |
1.1385 |
|
0.382 |
1.1382 |
|
LOW |
1.1374 |
|
0.618 |
1.1361 |
|
1.000 |
1.1353 |
|
1.618 |
1.1340 |
|
2.618 |
1.1319 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1386 |
1.1377 |
| PP |
1.1385 |
1.1367 |
| S1 |
1.1385 |
1.1358 |
|