CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.1413 |
1.1419 |
0.0006 |
0.1% |
1.1390 |
High |
1.1413 |
1.1419 |
0.0006 |
0.1% |
1.1413 |
Low |
1.1413 |
1.1419 |
0.0006 |
0.1% |
1.1341 |
Close |
1.1413 |
1.1419 |
0.0006 |
0.1% |
1.1413 |
Range |
|
|
|
|
|
ATR |
0.0027 |
0.0025 |
-0.0001 |
-5.5% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
20 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1419 |
1.1419 |
1.1419 |
|
R3 |
1.1419 |
1.1419 |
1.1419 |
|
R2 |
1.1419 |
1.1419 |
1.1419 |
|
R1 |
1.1419 |
1.1419 |
1.1419 |
1.1419 |
PP |
1.1419 |
1.1419 |
1.1419 |
1.1419 |
S1 |
1.1419 |
1.1419 |
1.1419 |
1.1419 |
S2 |
1.1419 |
1.1419 |
1.1419 |
|
S3 |
1.1419 |
1.1419 |
1.1419 |
|
S4 |
1.1419 |
1.1419 |
1.1419 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1605 |
1.1581 |
1.1453 |
|
R3 |
1.1533 |
1.1509 |
1.1433 |
|
R2 |
1.1461 |
1.1461 |
1.1426 |
|
R1 |
1.1437 |
1.1437 |
1.1420 |
1.1449 |
PP |
1.1389 |
1.1389 |
1.1389 |
1.1395 |
S1 |
1.1365 |
1.1365 |
1.1406 |
1.1377 |
S2 |
1.1317 |
1.1317 |
1.1400 |
|
S3 |
1.1245 |
1.1293 |
1.1393 |
|
S4 |
1.1173 |
1.1221 |
1.1373 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1419 |
1.1341 |
0.0078 |
0.7% |
0.0000 |
0.0% |
100% |
True |
False |
4 |
10 |
1.1419 |
1.1323 |
0.0096 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
4 |
20 |
1.1451 |
1.1291 |
0.0160 |
1.4% |
0.0002 |
0.0% |
80% |
False |
False |
3 |
40 |
1.1491 |
1.1238 |
0.0253 |
2.2% |
0.0002 |
0.0% |
72% |
False |
False |
44 |
60 |
1.1491 |
1.1130 |
0.0361 |
3.2% |
0.0002 |
0.0% |
80% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1419 |
2.618 |
1.1419 |
1.618 |
1.1419 |
1.000 |
1.1419 |
0.618 |
1.1419 |
HIGH |
1.1419 |
0.618 |
1.1419 |
0.500 |
1.1419 |
0.382 |
1.1419 |
LOW |
1.1419 |
0.618 |
1.1419 |
1.000 |
1.1419 |
1.618 |
1.1419 |
2.618 |
1.1419 |
4.250 |
1.1419 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1419 |
1.1415 |
PP |
1.1419 |
1.1411 |
S1 |
1.1419 |
1.1408 |
|