CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1424 |
1.1353 |
-0.0071 |
-0.6% |
1.1408 |
| High |
1.1503 |
1.1354 |
-0.0149 |
-1.3% |
1.1503 |
| Low |
1.1376 |
1.1283 |
-0.0093 |
-0.8% |
1.1283 |
| Close |
1.1385 |
1.1283 |
-0.0102 |
-0.9% |
1.1283 |
| Range |
0.0127 |
0.0071 |
-0.0056 |
-44.1% |
0.0220 |
| ATR |
0.0052 |
0.0055 |
0.0004 |
6.9% |
0.0000 |
| Volume |
36 |
137 |
101 |
280.6% |
292 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1472 |
1.1322 |
|
| R3 |
1.1449 |
1.1401 |
1.1303 |
|
| R2 |
1.1378 |
1.1378 |
1.1296 |
|
| R1 |
1.1330 |
1.1330 |
1.1290 |
1.1319 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1301 |
| S1 |
1.1259 |
1.1259 |
1.1276 |
1.1248 |
| S2 |
1.1236 |
1.1236 |
1.1270 |
|
| S3 |
1.1165 |
1.1188 |
1.1263 |
|
| S4 |
1.1094 |
1.1117 |
1.1244 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1870 |
1.1404 |
|
| R3 |
1.1796 |
1.1650 |
1.1344 |
|
| R2 |
1.1576 |
1.1576 |
1.1323 |
|
| R1 |
1.1430 |
1.1430 |
1.1303 |
1.1393 |
| PP |
1.1356 |
1.1356 |
1.1356 |
1.1338 |
| S1 |
1.1210 |
1.1210 |
1.1263 |
1.1173 |
| S2 |
1.1136 |
1.1136 |
1.1243 |
|
| S3 |
1.0916 |
1.0990 |
1.1223 |
|
| S4 |
1.0696 |
1.0770 |
1.1162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1283 |
0.0220 |
1.9% |
0.0061 |
0.5% |
0% |
False |
True |
58 |
| 10 |
1.1503 |
1.1283 |
0.0220 |
1.9% |
0.0054 |
0.5% |
0% |
False |
True |
40 |
| 20 |
1.1503 |
1.1283 |
0.0220 |
1.9% |
0.0046 |
0.4% |
0% |
False |
True |
51 |
| 40 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0043 |
0.4% |
25% |
False |
False |
40 |
| 60 |
1.1513 |
1.1204 |
0.0309 |
2.7% |
0.0035 |
0.3% |
26% |
False |
False |
43 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0027 |
0.2% |
56% |
False |
False |
36 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0022 |
0.2% |
56% |
False |
False |
29 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0019 |
0.2% |
61% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1540 |
|
1.618 |
1.1469 |
|
1.000 |
1.1425 |
|
0.618 |
1.1398 |
|
HIGH |
1.1354 |
|
0.618 |
1.1327 |
|
0.500 |
1.1319 |
|
0.382 |
1.1310 |
|
LOW |
1.1283 |
|
0.618 |
1.1239 |
|
1.000 |
1.1212 |
|
1.618 |
1.1168 |
|
2.618 |
1.1097 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1393 |
| PP |
1.1307 |
1.1356 |
| S1 |
1.1295 |
1.1320 |
|