CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1353 |
1.1291 |
-0.0062 |
-0.5% |
1.1408 |
| High |
1.1354 |
1.1293 |
-0.0061 |
-0.5% |
1.1503 |
| Low |
1.1283 |
1.1271 |
-0.0012 |
-0.1% |
1.1283 |
| Close |
1.1283 |
1.1271 |
-0.0012 |
-0.1% |
1.1283 |
| Range |
0.0071 |
0.0022 |
-0.0049 |
-69.0% |
0.0220 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
137 |
70 |
-67 |
-48.9% |
292 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1330 |
1.1283 |
|
| R3 |
1.1322 |
1.1308 |
1.1277 |
|
| R2 |
1.1300 |
1.1300 |
1.1275 |
|
| R1 |
1.1286 |
1.1286 |
1.1273 |
1.1282 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1277 |
| S1 |
1.1264 |
1.1264 |
1.1269 |
1.1260 |
| S2 |
1.1256 |
1.1256 |
1.1267 |
|
| S3 |
1.1234 |
1.1242 |
1.1265 |
|
| S4 |
1.1212 |
1.1220 |
1.1259 |
|
|
| 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 |
1.1271 |
0.0232 |
2.1% |
0.0063 |
0.6% |
0% |
False |
True |
57 |
| 10 |
1.1503 |
1.1271 |
0.0232 |
2.1% |
0.0050 |
0.4% |
0% |
False |
True |
45 |
| 20 |
1.1503 |
1.1271 |
0.0232 |
2.1% |
0.0046 |
0.4% |
0% |
False |
True |
50 |
| 40 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0043 |
0.4% |
21% |
False |
False |
42 |
| 60 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0036 |
0.3% |
20% |
False |
False |
39 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0027 |
0.2% |
53% |
False |
False |
37 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
53% |
False |
False |
29 |
| 120 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0019 |
0.2% |
59% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1351 |
|
1.618 |
1.1329 |
|
1.000 |
1.1315 |
|
0.618 |
1.1307 |
|
HIGH |
1.1293 |
|
0.618 |
1.1285 |
|
0.500 |
1.1282 |
|
0.382 |
1.1279 |
|
LOW |
1.1271 |
|
0.618 |
1.1257 |
|
1.000 |
1.1249 |
|
1.618 |
1.1235 |
|
2.618 |
1.1213 |
|
4.250 |
1.1178 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1387 |
| PP |
1.1278 |
1.1348 |
| S1 |
1.1275 |
1.1310 |
|