CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1417 |
-0.0025 |
-0.2% |
1.1360 |
| High |
1.1453 |
1.1493 |
0.0040 |
0.3% |
1.1406 |
| Low |
1.1414 |
1.1360 |
-0.0054 |
-0.5% |
1.1300 |
| Close |
1.1420 |
1.1376 |
-0.0044 |
-0.4% |
1.1393 |
| Range |
0.0039 |
0.0133 |
0.0094 |
241.0% |
0.0106 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
8.7% |
0.0000 |
| Volume |
32,079 |
50,619 |
18,540 |
57.8% |
146,627 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1809 |
1.1725 |
1.1449 |
|
| R3 |
1.1676 |
1.1592 |
1.1413 |
|
| R2 |
1.1543 |
1.1543 |
1.1400 |
|
| R1 |
1.1459 |
1.1459 |
1.1388 |
1.1435 |
| PP |
1.1410 |
1.1410 |
1.1410 |
1.1397 |
| S1 |
1.1326 |
1.1326 |
1.1364 |
1.1302 |
| S2 |
1.1277 |
1.1277 |
1.1352 |
|
| S3 |
1.1144 |
1.1193 |
1.1339 |
|
| S4 |
1.1011 |
1.1060 |
1.1303 |
|
|
| 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 |
1.1493 |
1.1314 |
0.0179 |
1.6% |
0.0072 |
0.6% |
35% |
True |
False |
34,537 |
| 10 |
1.1493 |
1.1300 |
0.0193 |
1.7% |
0.0065 |
0.6% |
39% |
True |
False |
29,475 |
| 20 |
1.1493 |
1.1289 |
0.0204 |
1.8% |
0.0060 |
0.5% |
43% |
True |
False |
25,318 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0067 |
0.6% |
61% |
False |
False |
27,908 |
| 60 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0067 |
0.6% |
70% |
False |
False |
19,756 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
77% |
False |
False |
14,829 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0062 |
0.5% |
77% |
False |
False |
11,867 |
| 120 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0052 |
0.5% |
79% |
False |
False |
9,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2058 |
|
2.618 |
1.1841 |
|
1.618 |
1.1708 |
|
1.000 |
1.1626 |
|
0.618 |
1.1575 |
|
HIGH |
1.1493 |
|
0.618 |
1.1442 |
|
0.500 |
1.1427 |
|
0.382 |
1.1411 |
|
LOW |
1.1360 |
|
0.618 |
1.1278 |
|
1.000 |
1.1227 |
|
1.618 |
1.1145 |
|
2.618 |
1.1012 |
|
4.250 |
1.0795 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1427 |
1.1427 |
| PP |
1.1410 |
1.1410 |
| S1 |
1.1393 |
1.1393 |
|