CME Swiss Franc Future September 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 |
1.1382 |
1.1408 |
0.0026 |
0.2% |
1.1343 |
| High |
1.1402 |
1.1410 |
0.0008 |
0.1% |
1.1411 |
| Low |
1.1327 |
1.1401 |
0.0074 |
0.7% |
1.1321 |
| Close |
1.1402 |
1.1408 |
0.0006 |
0.1% |
1.1402 |
| Range |
0.0075 |
0.0009 |
-0.0066 |
-88.0% |
0.0090 |
| ATR |
0.0048 |
0.0046 |
-0.0003 |
-5.8% |
0.0000 |
| Volume |
8 |
74 |
66 |
825.0% |
110 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1430 |
1.1413 |
|
| R3 |
1.1424 |
1.1421 |
1.1410 |
|
| R2 |
1.1415 |
1.1415 |
1.1410 |
|
| R1 |
1.1412 |
1.1412 |
1.1409 |
1.1413 |
| PP |
1.1406 |
1.1406 |
1.1406 |
1.1407 |
| S1 |
1.1403 |
1.1403 |
1.1407 |
1.1404 |
| S2 |
1.1397 |
1.1397 |
1.1406 |
|
| S3 |
1.1388 |
1.1394 |
1.1406 |
|
| S4 |
1.1379 |
1.1385 |
1.1403 |
|
|
| 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 |
1.1410 |
1.1321 |
0.0089 |
0.8% |
0.0036 |
0.3% |
98% |
True |
False |
33 |
| 10 |
1.1411 |
1.1305 |
0.0106 |
0.9% |
0.0038 |
0.3% |
97% |
False |
False |
33 |
| 20 |
1.1448 |
1.1241 |
0.0207 |
1.8% |
0.0042 |
0.4% |
81% |
False |
False |
48 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0039 |
0.3% |
65% |
False |
False |
36 |
| 60 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0031 |
0.3% |
73% |
False |
False |
44 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0024 |
0.2% |
80% |
False |
False |
33 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0019 |
0.2% |
80% |
False |
False |
27 |
| 120 |
1.1513 |
1.0903 |
0.0610 |
5.3% |
0.0016 |
0.1% |
83% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1434 |
|
1.618 |
1.1425 |
|
1.000 |
1.1419 |
|
0.618 |
1.1416 |
|
HIGH |
1.1410 |
|
0.618 |
1.1407 |
|
0.500 |
1.1406 |
|
0.382 |
1.1404 |
|
LOW |
1.1401 |
|
0.618 |
1.1395 |
|
1.000 |
1.1392 |
|
1.618 |
1.1386 |
|
2.618 |
1.1377 |
|
4.250 |
1.1363 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1407 |
1.1395 |
| PP |
1.1406 |
1.1382 |
| S1 |
1.1406 |
1.1369 |
|