CME Swiss Franc Future June 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 |
1.1398 |
1.1442 |
0.0044 |
0.4% |
1.1360 |
| High |
1.1471 |
1.1453 |
-0.0018 |
-0.2% |
1.1406 |
| Low |
1.1393 |
1.1414 |
0.0021 |
0.2% |
1.1300 |
| Close |
1.1449 |
1.1420 |
-0.0029 |
-0.3% |
1.1393 |
| Range |
0.0078 |
0.0039 |
-0.0039 |
-50.0% |
0.0106 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
33,275 |
32,079 |
-1,196 |
-3.6% |
146,627 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1522 |
1.1441 |
|
| R3 |
1.1507 |
1.1483 |
1.1431 |
|
| R2 |
1.1468 |
1.1468 |
1.1427 |
|
| R1 |
1.1444 |
1.1444 |
1.1424 |
1.1437 |
| PP |
1.1429 |
1.1429 |
1.1429 |
1.1425 |
| S1 |
1.1405 |
1.1405 |
1.1416 |
1.1398 |
| S2 |
1.1390 |
1.1390 |
1.1413 |
|
| S3 |
1.1351 |
1.1366 |
1.1409 |
|
| S4 |
1.1312 |
1.1327 |
1.1399 |
|
|
| 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 |
1.1471 |
1.1314 |
0.0157 |
1.4% |
0.0051 |
0.4% |
68% |
False |
False |
27,028 |
| 10 |
1.1471 |
1.1295 |
0.0176 |
1.5% |
0.0057 |
0.5% |
71% |
False |
False |
26,870 |
| 20 |
1.1471 |
1.1289 |
0.0182 |
1.6% |
0.0057 |
0.5% |
72% |
False |
False |
24,128 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0065 |
0.6% |
74% |
False |
False |
27,223 |
| 60 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0066 |
0.6% |
80% |
False |
False |
18,913 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
85% |
False |
False |
14,197 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0061 |
0.5% |
85% |
False |
False |
11,361 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0051 |
0.4% |
86% |
False |
False |
9,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1555 |
|
1.618 |
1.1516 |
|
1.000 |
1.1492 |
|
0.618 |
1.1477 |
|
HIGH |
1.1453 |
|
0.618 |
1.1438 |
|
0.500 |
1.1434 |
|
0.382 |
1.1429 |
|
LOW |
1.1414 |
|
0.618 |
1.1390 |
|
1.000 |
1.1375 |
|
1.618 |
1.1351 |
|
2.618 |
1.1312 |
|
4.250 |
1.1248 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1434 |
1.1432 |
| PP |
1.1429 |
1.1428 |
| S1 |
1.1425 |
1.1424 |
|