CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1454 |
0.0047 |
0.4% |
1.1343 |
| High |
1.1478 |
1.1454 |
-0.0024 |
-0.2% |
1.1411 |
| Low |
1.1407 |
1.1429 |
0.0022 |
0.2% |
1.1321 |
| Close |
1.1458 |
1.1429 |
-0.0029 |
-0.3% |
1.1402 |
| Range |
0.0071 |
0.0025 |
-0.0046 |
-64.8% |
0.0090 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
9 |
36 |
27 |
300.0% |
110 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1496 |
1.1443 |
|
| R3 |
1.1487 |
1.1471 |
1.1436 |
|
| R2 |
1.1462 |
1.1462 |
1.1434 |
|
| R1 |
1.1446 |
1.1446 |
1.1431 |
1.1442 |
| PP |
1.1437 |
1.1437 |
1.1437 |
1.1435 |
| S1 |
1.1421 |
1.1421 |
1.1427 |
1.1417 |
| S2 |
1.1412 |
1.1412 |
1.1424 |
|
| S3 |
1.1387 |
1.1396 |
1.1422 |
|
| S4 |
1.1362 |
1.1371 |
1.1415 |
|
|
| 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 |
1.1327 |
0.0151 |
1.3% |
0.0040 |
0.4% |
68% |
False |
False |
27 |
| 10 |
1.1478 |
1.1307 |
0.0171 |
1.5% |
0.0041 |
0.4% |
71% |
False |
False |
33 |
| 20 |
1.1478 |
1.1305 |
0.0173 |
1.5% |
0.0042 |
0.4% |
72% |
False |
False |
49 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0041 |
0.4% |
72% |
False |
False |
37 |
| 60 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0033 |
0.3% |
78% |
False |
False |
44 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0025 |
0.2% |
84% |
False |
False |
34 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0020 |
0.2% |
84% |
False |
False |
27 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0017 |
0.1% |
86% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1519 |
|
1.618 |
1.1494 |
|
1.000 |
1.1479 |
|
0.618 |
1.1469 |
|
HIGH |
1.1454 |
|
0.618 |
1.1444 |
|
0.500 |
1.1442 |
|
0.382 |
1.1439 |
|
LOW |
1.1429 |
|
0.618 |
1.1414 |
|
1.000 |
1.1404 |
|
1.618 |
1.1389 |
|
2.618 |
1.1364 |
|
4.250 |
1.1323 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1442 |
1.1440 |
| PP |
1.1437 |
1.1436 |
| S1 |
1.1433 |
1.1433 |
|