CME Swiss Franc Future September 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 |
1.1408 |
1.1407 |
-0.0001 |
0.0% |
1.1343 |
| High |
1.1410 |
1.1478 |
0.0068 |
0.6% |
1.1411 |
| Low |
1.1401 |
1.1407 |
0.0006 |
0.1% |
1.1321 |
| Close |
1.1408 |
1.1458 |
0.0050 |
0.4% |
1.1402 |
| Range |
0.0009 |
0.0071 |
0.0062 |
688.9% |
0.0090 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
4.0% |
0.0000 |
| Volume |
74 |
9 |
-65 |
-87.8% |
110 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1630 |
1.1497 |
|
| R3 |
1.1590 |
1.1559 |
1.1478 |
|
| R2 |
1.1519 |
1.1519 |
1.1471 |
|
| R1 |
1.1488 |
1.1488 |
1.1465 |
1.1504 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1455 |
| S1 |
1.1417 |
1.1417 |
1.1451 |
1.1433 |
| S2 |
1.1377 |
1.1377 |
1.1445 |
|
| S3 |
1.1306 |
1.1346 |
1.1438 |
|
| S4 |
1.1235 |
1.1275 |
1.1419 |
|
|
| 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 |
1.1478 |
1.1326 |
0.0152 |
1.3% |
0.0046 |
0.4% |
87% |
True |
False |
22 |
| 10 |
1.1478 |
1.1307 |
0.0171 |
1.5% |
0.0043 |
0.4% |
88% |
True |
False |
30 |
| 20 |
1.1478 |
1.1284 |
0.0194 |
1.7% |
0.0044 |
0.4% |
90% |
True |
False |
48 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0040 |
0.4% |
82% |
False |
False |
36 |
| 60 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0033 |
0.3% |
86% |
False |
False |
44 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0025 |
0.2% |
89% |
False |
False |
33 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0020 |
0.2% |
89% |
False |
False |
27 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.1% |
0.0017 |
0.1% |
91% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1780 |
|
2.618 |
1.1664 |
|
1.618 |
1.1593 |
|
1.000 |
1.1549 |
|
0.618 |
1.1522 |
|
HIGH |
1.1478 |
|
0.618 |
1.1451 |
|
0.500 |
1.1443 |
|
0.382 |
1.1434 |
|
LOW |
1.1407 |
|
0.618 |
1.1363 |
|
1.000 |
1.1336 |
|
1.618 |
1.1292 |
|
2.618 |
1.1221 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1453 |
1.1440 |
| PP |
1.1448 |
1.1421 |
| S1 |
1.1443 |
1.1403 |
|