CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1369 |
1.1378 |
0.0009 |
0.1% |
1.1360 |
| High |
1.1390 |
1.1402 |
0.0012 |
0.1% |
1.1406 |
| Low |
1.1362 |
1.1314 |
-0.0048 |
-0.4% |
1.1300 |
| Close |
1.1377 |
1.1393 |
0.0016 |
0.1% |
1.1393 |
| Range |
0.0028 |
0.0088 |
0.0060 |
214.3% |
0.0106 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.1% |
0.0000 |
| Volume |
13,072 |
38,649 |
25,577 |
195.7% |
146,627 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1634 |
1.1601 |
1.1441 |
|
| R3 |
1.1546 |
1.1513 |
1.1417 |
|
| R2 |
1.1458 |
1.1458 |
1.1409 |
|
| R1 |
1.1425 |
1.1425 |
1.1401 |
1.1442 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1378 |
| S1 |
1.1337 |
1.1337 |
1.1385 |
1.1354 |
| S2 |
1.1282 |
1.1282 |
1.1377 |
|
| S3 |
1.1194 |
1.1249 |
1.1369 |
|
| S4 |
1.1106 |
1.1161 |
1.1345 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1645 |
1.1451 |
|
| R3 |
1.1578 |
1.1539 |
1.1422 |
|
| R2 |
1.1472 |
1.1472 |
1.1412 |
|
| R1 |
1.1433 |
1.1433 |
1.1403 |
1.1453 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1376 |
| S1 |
1.1327 |
1.1327 |
1.1383 |
1.1347 |
| S2 |
1.1260 |
1.1260 |
1.1374 |
|
| S3 |
1.1154 |
1.1221 |
1.1364 |
|
| S4 |
1.1048 |
1.1115 |
1.1335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1406 |
1.1300 |
0.0106 |
0.9% |
0.0070 |
0.6% |
88% |
False |
False |
29,325 |
| 10 |
1.1406 |
1.1289 |
0.0117 |
1.0% |
0.0057 |
0.5% |
89% |
False |
False |
23,563 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0060 |
0.5% |
81% |
False |
False |
24,673 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0066 |
0.6% |
66% |
False |
False |
25,929 |
| 60 |
1.1503 |
1.1072 |
0.0431 |
3.8% |
0.0066 |
0.6% |
74% |
False |
False |
17,525 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
80% |
False |
False |
13,155 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0059 |
0.5% |
80% |
False |
False |
10,526 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0050 |
0.4% |
83% |
False |
False |
8,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1776 |
|
2.618 |
1.1632 |
|
1.618 |
1.1544 |
|
1.000 |
1.1490 |
|
0.618 |
1.1456 |
|
HIGH |
1.1402 |
|
0.618 |
1.1368 |
|
0.500 |
1.1358 |
|
0.382 |
1.1348 |
|
LOW |
1.1314 |
|
0.618 |
1.1260 |
|
1.000 |
1.1226 |
|
1.618 |
1.1172 |
|
2.618 |
1.1084 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1379 |
| PP |
1.1370 |
1.1365 |
| S1 |
1.1358 |
1.1351 |
|