CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1323 |
0.0053 |
0.5% |
1.1282 |
| High |
1.1337 |
1.1384 |
0.0047 |
0.4% |
1.1351 |
| Low |
1.1267 |
1.1311 |
0.0044 |
0.4% |
1.1179 |
| Close |
1.1328 |
1.1376 |
0.0048 |
0.4% |
1.1218 |
| Range |
0.0070 |
0.0073 |
0.0003 |
4.3% |
0.0172 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
29,202 |
26,836 |
-2,366 |
-8.1% |
170,358 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1576 |
1.1549 |
1.1416 |
|
| R3 |
1.1503 |
1.1476 |
1.1396 |
|
| R2 |
1.1430 |
1.1430 |
1.1389 |
|
| R1 |
1.1403 |
1.1403 |
1.1383 |
1.1417 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1364 |
| S1 |
1.1330 |
1.1330 |
1.1369 |
1.1344 |
| S2 |
1.1284 |
1.1284 |
1.1363 |
|
| S3 |
1.1211 |
1.1257 |
1.1356 |
|
| S4 |
1.1138 |
1.1184 |
1.1336 |
|
|
| 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 |
1.1384 |
1.1179 |
0.0205 |
1.8% |
0.0074 |
0.7% |
96% |
True |
False |
34,262 |
| 10 |
1.1384 |
1.1179 |
0.0205 |
1.8% |
0.0068 |
0.6% |
96% |
True |
False |
29,959 |
| 20 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0074 |
0.6% |
61% |
False |
False |
30,498 |
| 40 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0070 |
0.6% |
70% |
False |
False |
16,976 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
77% |
False |
False |
11,333 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0062 |
0.5% |
77% |
False |
False |
8,504 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0050 |
0.4% |
79% |
False |
False |
6,803 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0042 |
0.4% |
80% |
False |
False |
5,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1694 |
|
2.618 |
1.1575 |
|
1.618 |
1.1502 |
|
1.000 |
1.1457 |
|
0.618 |
1.1429 |
|
HIGH |
1.1384 |
|
0.618 |
1.1356 |
|
0.500 |
1.1348 |
|
0.382 |
1.1339 |
|
LOW |
1.1311 |
|
0.618 |
1.1266 |
|
1.000 |
1.1238 |
|
1.618 |
1.1193 |
|
2.618 |
1.1120 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1350 |
| PP |
1.1357 |
1.1324 |
| S1 |
1.1348 |
1.1298 |
|