CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1454 |
1.1424 |
-0.0030 |
-0.3% |
1.1343 |
| High |
1.1454 |
1.1503 |
0.0049 |
0.4% |
1.1411 |
| Low |
1.1429 |
1.1376 |
-0.0053 |
-0.5% |
1.1321 |
| Close |
1.1429 |
1.1385 |
-0.0044 |
-0.4% |
1.1402 |
| Range |
0.0025 |
0.0127 |
0.0102 |
408.0% |
0.0090 |
| ATR |
0.0046 |
0.0052 |
0.0006 |
12.5% |
0.0000 |
| Volume |
36 |
36 |
0 |
0.0% |
110 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1721 |
1.1455 |
|
| R3 |
1.1675 |
1.1594 |
1.1420 |
|
| R2 |
1.1548 |
1.1548 |
1.1408 |
|
| R1 |
1.1467 |
1.1467 |
1.1397 |
1.1444 |
| PP |
1.1421 |
1.1421 |
1.1421 |
1.1410 |
| S1 |
1.1340 |
1.1340 |
1.1373 |
1.1317 |
| S2 |
1.1294 |
1.1294 |
1.1362 |
|
| S3 |
1.1167 |
1.1213 |
1.1350 |
|
| S4 |
1.1040 |
1.1086 |
1.1315 |
|
|
| 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 |
1.1503 |
1.1327 |
0.0176 |
1.5% |
0.0061 |
0.5% |
33% |
True |
False |
32 |
| 10 |
1.1503 |
1.1321 |
0.0182 |
1.6% |
0.0049 |
0.4% |
35% |
True |
False |
31 |
| 20 |
1.1503 |
1.1305 |
0.0198 |
1.7% |
0.0045 |
0.4% |
40% |
True |
False |
45 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0043 |
0.4% |
58% |
False |
False |
38 |
| 60 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0035 |
0.3% |
67% |
False |
False |
45 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0026 |
0.2% |
75% |
False |
False |
34 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0022 |
0.2% |
75% |
False |
False |
27 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0018 |
0.2% |
78% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1835 |
|
1.618 |
1.1708 |
|
1.000 |
1.1630 |
|
0.618 |
1.1581 |
|
HIGH |
1.1503 |
|
0.618 |
1.1454 |
|
0.500 |
1.1440 |
|
0.382 |
1.1425 |
|
LOW |
1.1376 |
|
0.618 |
1.1298 |
|
1.000 |
1.1249 |
|
1.618 |
1.1171 |
|
2.618 |
1.1044 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1440 |
1.1440 |
| PP |
1.1421 |
1.1421 |
| S1 |
1.1403 |
1.1403 |
|