CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1417 |
1.1410 |
-0.0007 |
-0.1% |
1.1216 |
| High |
1.1443 |
1.1431 |
-0.0012 |
-0.1% |
1.1443 |
| Low |
1.1406 |
1.1362 |
-0.0044 |
-0.4% |
1.1212 |
| Close |
1.1431 |
1.1373 |
-0.0058 |
-0.5% |
1.1431 |
| Range |
0.0037 |
0.0069 |
0.0032 |
86.5% |
0.0231 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,214 |
22,409 |
-3,805 |
-14.5% |
128,927 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1553 |
1.1411 |
|
| R3 |
1.1527 |
1.1484 |
1.1392 |
|
| R2 |
1.1458 |
1.1458 |
1.1386 |
|
| R1 |
1.1415 |
1.1415 |
1.1379 |
1.1402 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1382 |
| S1 |
1.1346 |
1.1346 |
1.1367 |
1.1333 |
| S2 |
1.1320 |
1.1320 |
1.1360 |
|
| S3 |
1.1251 |
1.1277 |
1.1354 |
|
| S4 |
1.1182 |
1.1208 |
1.1335 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1974 |
1.1558 |
|
| R3 |
1.1824 |
1.1743 |
1.1495 |
|
| R2 |
1.1593 |
1.1593 |
1.1473 |
|
| R1 |
1.1512 |
1.1512 |
1.1452 |
1.1553 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1382 |
| S1 |
1.1281 |
1.1281 |
1.1410 |
1.1322 |
| S2 |
1.1131 |
1.1131 |
1.1389 |
|
| S3 |
1.0900 |
1.1050 |
1.1367 |
|
| S4 |
1.0669 |
1.0819 |
1.1304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1443 |
1.1267 |
0.0176 |
1.5% |
0.0064 |
0.6% |
60% |
False |
False |
25,801 |
| 10 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0067 |
0.6% |
73% |
False |
False |
28,712 |
| 20 |
1.1471 |
1.1179 |
0.0292 |
2.6% |
0.0072 |
0.6% |
66% |
False |
False |
29,623 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0071 |
0.6% |
60% |
False |
False |
18,794 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0068 |
0.6% |
77% |
False |
False |
12,546 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0064 |
0.6% |
77% |
False |
False |
9,416 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0052 |
0.5% |
78% |
False |
False |
7,533 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0044 |
0.4% |
80% |
False |
False |
6,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1724 |
|
2.618 |
1.1612 |
|
1.618 |
1.1543 |
|
1.000 |
1.1500 |
|
0.618 |
1.1474 |
|
HIGH |
1.1431 |
|
0.618 |
1.1405 |
|
0.500 |
1.1397 |
|
0.382 |
1.1388 |
|
LOW |
1.1362 |
|
0.618 |
1.1319 |
|
1.000 |
1.1293 |
|
1.618 |
1.1250 |
|
2.618 |
1.1181 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1397 |
1.1403 |
| PP |
1.1389 |
1.1393 |
| S1 |
1.1381 |
1.1383 |
|