CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1372 |
0.0049 |
0.4% |
1.1282 |
| High |
1.1384 |
1.1434 |
0.0050 |
0.4% |
1.1351 |
| Low |
1.1311 |
1.1363 |
0.0052 |
0.5% |
1.1179 |
| Close |
1.1376 |
1.1419 |
0.0043 |
0.4% |
1.1218 |
| Range |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0172 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0000 |
| Volume |
26,836 |
24,348 |
-2,488 |
-9.3% |
170,358 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1618 |
1.1590 |
1.1458 |
|
| R3 |
1.1547 |
1.1519 |
1.1439 |
|
| R2 |
1.1476 |
1.1476 |
1.1432 |
|
| R1 |
1.1448 |
1.1448 |
1.1426 |
1.1462 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1413 |
| S1 |
1.1377 |
1.1377 |
1.1412 |
1.1391 |
| S2 |
1.1334 |
1.1334 |
1.1406 |
|
| S3 |
1.1263 |
1.1306 |
1.1399 |
|
| S4 |
1.1192 |
1.1235 |
1.1380 |
|
|
| 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 |
1.1434 |
1.1179 |
0.0255 |
2.2% |
0.0067 |
0.6% |
94% |
True |
False |
29,100 |
| 10 |
1.1434 |
1.1179 |
0.0255 |
2.2% |
0.0071 |
0.6% |
94% |
True |
False |
29,839 |
| 20 |
1.1498 |
1.1179 |
0.0319 |
2.8% |
0.0073 |
0.6% |
75% |
False |
False |
30,225 |
| 40 |
1.1503 |
1.1117 |
0.0386 |
3.4% |
0.0071 |
0.6% |
78% |
False |
False |
17,584 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0068 |
0.6% |
85% |
False |
False |
11,737 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0063 |
0.6% |
85% |
False |
False |
8,809 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0051 |
0.4% |
86% |
False |
False |
7,047 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0043 |
0.4% |
87% |
False |
False |
5,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1736 |
|
2.618 |
1.1620 |
|
1.618 |
1.1549 |
|
1.000 |
1.1505 |
|
0.618 |
1.1478 |
|
HIGH |
1.1434 |
|
0.618 |
1.1407 |
|
0.500 |
1.1399 |
|
0.382 |
1.1390 |
|
LOW |
1.1363 |
|
0.618 |
1.1319 |
|
1.000 |
1.1292 |
|
1.618 |
1.1248 |
|
2.618 |
1.1177 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1412 |
1.1396 |
| PP |
1.1405 |
1.1373 |
| S1 |
1.1399 |
1.1351 |
|