CME Swiss Franc Future June 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 |
1.1417 |
1.1365 |
-0.0052 |
-0.5% |
1.1397 |
| High |
1.1493 |
1.1376 |
-0.0117 |
-1.0% |
1.1493 |
| Low |
1.1360 |
1.1272 |
-0.0088 |
-0.8% |
1.1272 |
| Close |
1.1376 |
1.1274 |
-0.0102 |
-0.9% |
1.1274 |
| Range |
0.0133 |
0.0104 |
-0.0029 |
-21.8% |
0.0221 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.3% |
0.0000 |
| Volume |
50,619 |
38,533 |
-12,086 |
-23.9% |
172,573 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1551 |
1.1331 |
|
| R3 |
1.1515 |
1.1447 |
1.1303 |
|
| R2 |
1.1411 |
1.1411 |
1.1293 |
|
| R1 |
1.1343 |
1.1343 |
1.1284 |
1.1325 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1299 |
| S1 |
1.1239 |
1.1239 |
1.1264 |
1.1221 |
| S2 |
1.1203 |
1.1203 |
1.1255 |
|
| S3 |
1.1099 |
1.1135 |
1.1245 |
|
| S4 |
1.0995 |
1.1031 |
1.1217 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1863 |
1.1396 |
|
| R3 |
1.1788 |
1.1642 |
1.1335 |
|
| R2 |
1.1567 |
1.1567 |
1.1315 |
|
| R1 |
1.1421 |
1.1421 |
1.1294 |
1.1384 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1328 |
| S1 |
1.1200 |
1.1200 |
1.1254 |
1.1163 |
| S2 |
1.1125 |
1.1125 |
1.1233 |
|
| S3 |
1.0904 |
1.0979 |
1.1213 |
|
| S4 |
1.0683 |
1.0758 |
1.1152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1272 |
0.0221 |
2.0% |
0.0075 |
0.7% |
1% |
False |
True |
34,514 |
| 10 |
1.1493 |
1.1272 |
0.0221 |
2.0% |
0.0073 |
0.6% |
1% |
False |
True |
31,920 |
| 20 |
1.1493 |
1.1272 |
0.0221 |
2.0% |
0.0062 |
0.6% |
1% |
False |
True |
26,027 |
| 40 |
1.1498 |
1.1179 |
0.0319 |
2.8% |
0.0067 |
0.6% |
30% |
False |
False |
28,126 |
| 60 |
1.1503 |
1.1117 |
0.0386 |
3.4% |
0.0068 |
0.6% |
41% |
False |
False |
20,398 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
59% |
False |
False |
15,309 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0063 |
0.6% |
59% |
False |
False |
12,252 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0053 |
0.5% |
61% |
False |
False |
10,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1818 |
|
2.618 |
1.1648 |
|
1.618 |
1.1544 |
|
1.000 |
1.1480 |
|
0.618 |
1.1440 |
|
HIGH |
1.1376 |
|
0.618 |
1.1336 |
|
0.500 |
1.1324 |
|
0.382 |
1.1312 |
|
LOW |
1.1272 |
|
0.618 |
1.1208 |
|
1.000 |
1.1168 |
|
1.618 |
1.1104 |
|
2.618 |
1.1000 |
|
4.250 |
1.0830 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1383 |
| PP |
1.1307 |
1.1346 |
| S1 |
1.1291 |
1.1310 |
|