CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1226 |
-0.0059 |
-0.5% |
1.1282 |
| High |
1.1315 |
1.1236 |
-0.0079 |
-0.7% |
1.1351 |
| Low |
1.1207 |
1.1179 |
-0.0028 |
-0.2% |
1.1179 |
| Close |
1.1225 |
1.1218 |
-0.0007 |
-0.1% |
1.1218 |
| Range |
0.0108 |
0.0057 |
-0.0051 |
-47.2% |
0.0172 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
50,160 |
42,787 |
-7,373 |
-14.7% |
170,358 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1357 |
1.1249 |
|
| R3 |
1.1325 |
1.1300 |
1.1234 |
|
| R2 |
1.1268 |
1.1268 |
1.1228 |
|
| R1 |
1.1243 |
1.1243 |
1.1223 |
1.1227 |
| PP |
1.1211 |
1.1211 |
1.1211 |
1.1203 |
| S1 |
1.1186 |
1.1186 |
1.1213 |
1.1170 |
| S2 |
1.1154 |
1.1154 |
1.1208 |
|
| S3 |
1.1097 |
1.1129 |
1.1202 |
|
| S4 |
1.1040 |
1.1072 |
1.1187 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1664 |
1.1313 |
|
| R3 |
1.1593 |
1.1492 |
1.1265 |
|
| R2 |
1.1421 |
1.1421 |
1.1250 |
|
| R1 |
1.1320 |
1.1320 |
1.1234 |
1.1285 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1232 |
| S1 |
1.1148 |
1.1148 |
1.1202 |
1.1113 |
| S2 |
1.1077 |
1.1077 |
1.1186 |
|
| S3 |
1.0905 |
1.0976 |
1.1171 |
|
| S4 |
1.0733 |
1.0804 |
1.1123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1351 |
1.1179 |
0.0172 |
1.5% |
0.0074 |
0.7% |
23% |
False |
True |
34,071 |
| 10 |
1.1388 |
1.1179 |
0.0209 |
1.9% |
0.0073 |
0.7% |
19% |
False |
True |
32,158 |
| 20 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0071 |
0.6% |
12% |
False |
True |
28,922 |
| 40 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0068 |
0.6% |
32% |
False |
False |
15,018 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0067 |
0.6% |
49% |
False |
False |
10,028 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0060 |
0.5% |
49% |
False |
False |
7,525 |
| 100 |
1.1503 |
1.0890 |
0.0613 |
5.5% |
0.0048 |
0.4% |
54% |
False |
False |
6,020 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0041 |
0.4% |
56% |
False |
False |
5,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1385 |
|
1.618 |
1.1328 |
|
1.000 |
1.1293 |
|
0.618 |
1.1271 |
|
HIGH |
1.1236 |
|
0.618 |
1.1214 |
|
0.500 |
1.1208 |
|
0.382 |
1.1201 |
|
LOW |
1.1179 |
|
0.618 |
1.1144 |
|
1.000 |
1.1122 |
|
1.618 |
1.1087 |
|
2.618 |
1.1030 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1262 |
| PP |
1.1211 |
1.1247 |
| S1 |
1.1208 |
1.1233 |
|