CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1382 |
0.0008 |
0.1% |
1.1343 |
| High |
1.1395 |
1.1402 |
0.0007 |
0.1% |
1.1411 |
| Low |
1.1374 |
1.1327 |
-0.0047 |
-0.4% |
1.1321 |
| Close |
1.1386 |
1.1402 |
0.0016 |
0.1% |
1.1402 |
| Range |
0.0021 |
0.0075 |
0.0054 |
257.1% |
0.0090 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
| Volume |
11 |
8 |
-3 |
-27.3% |
110 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1577 |
1.1443 |
|
| R3 |
1.1527 |
1.1502 |
1.1423 |
|
| R2 |
1.1452 |
1.1452 |
1.1416 |
|
| R1 |
1.1427 |
1.1427 |
1.1409 |
1.1440 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1383 |
| S1 |
1.1352 |
1.1352 |
1.1395 |
1.1365 |
| S2 |
1.1302 |
1.1302 |
1.1388 |
|
| S3 |
1.1227 |
1.1277 |
1.1381 |
|
| S4 |
1.1152 |
1.1202 |
1.1361 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1615 |
1.1452 |
|
| R3 |
1.1558 |
1.1525 |
1.1427 |
|
| R2 |
1.1468 |
1.1468 |
1.1419 |
|
| R1 |
1.1435 |
1.1435 |
1.1410 |
1.1452 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1386 |
| S1 |
1.1345 |
1.1345 |
1.1394 |
1.1362 |
| S2 |
1.1288 |
1.1288 |
1.1386 |
|
| S3 |
1.1198 |
1.1255 |
1.1377 |
|
| S4 |
1.1108 |
1.1165 |
1.1353 |
|
|
| 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% |
0.0048 |
0.4% |
90% |
False |
False |
22 |
| 10 |
1.1411 |
1.1305 |
0.0106 |
0.9% |
0.0040 |
0.3% |
92% |
False |
False |
38 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0043 |
0.4% |
81% |
False |
False |
46 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0038 |
0.3% |
63% |
False |
False |
34 |
| 60 |
1.1513 |
1.1125 |
0.0388 |
3.4% |
0.0031 |
0.3% |
71% |
False |
False |
42 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0024 |
0.2% |
79% |
False |
False |
32 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0019 |
0.2% |
79% |
False |
False |
26 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0017 |
0.1% |
83% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1721 |
|
2.618 |
1.1598 |
|
1.618 |
1.1523 |
|
1.000 |
1.1477 |
|
0.618 |
1.1448 |
|
HIGH |
1.1402 |
|
0.618 |
1.1373 |
|
0.500 |
1.1365 |
|
0.382 |
1.1356 |
|
LOW |
1.1327 |
|
0.618 |
1.1281 |
|
1.000 |
1.1252 |
|
1.618 |
1.1206 |
|
2.618 |
1.1131 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1390 |
1.1389 |
| PP |
1.1377 |
1.1377 |
| S1 |
1.1365 |
1.1364 |
|