CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1369 |
-0.0041 |
-0.4% |
1.1216 |
| High |
1.1431 |
1.1390 |
-0.0041 |
-0.4% |
1.1443 |
| Low |
1.1362 |
1.1345 |
-0.0017 |
-0.1% |
1.1212 |
| Close |
1.1373 |
1.1364 |
-0.0009 |
-0.1% |
1.1431 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-34.8% |
0.0231 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
22,409 |
21,900 |
-509 |
-2.3% |
128,927 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1501 |
1.1478 |
1.1389 |
|
| R3 |
1.1456 |
1.1433 |
1.1376 |
|
| R2 |
1.1411 |
1.1411 |
1.1372 |
|
| R1 |
1.1388 |
1.1388 |
1.1368 |
1.1377 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1361 |
| S1 |
1.1343 |
1.1343 |
1.1360 |
1.1332 |
| S2 |
1.1321 |
1.1321 |
1.1356 |
|
| S3 |
1.1276 |
1.1298 |
1.1352 |
|
| S4 |
1.1231 |
1.1253 |
1.1339 |
|
|
| 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 |
1.1311 |
0.0132 |
1.2% |
0.0059 |
0.5% |
40% |
False |
False |
24,341 |
| 10 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0067 |
0.6% |
70% |
False |
False |
28,851 |
| 20 |
1.1465 |
1.1179 |
0.0286 |
2.5% |
0.0071 |
0.6% |
65% |
False |
False |
29,617 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0070 |
0.6% |
57% |
False |
False |
19,339 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0068 |
0.6% |
75% |
False |
False |
12,910 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0064 |
0.6% |
75% |
False |
False |
9,690 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0052 |
0.5% |
76% |
False |
False |
7,752 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0044 |
0.4% |
78% |
False |
False |
6,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1581 |
|
2.618 |
1.1508 |
|
1.618 |
1.1463 |
|
1.000 |
1.1435 |
|
0.618 |
1.1418 |
|
HIGH |
1.1390 |
|
0.618 |
1.1373 |
|
0.500 |
1.1368 |
|
0.382 |
1.1362 |
|
LOW |
1.1345 |
|
0.618 |
1.1317 |
|
1.000 |
1.1300 |
|
1.618 |
1.1272 |
|
2.618 |
1.1227 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1394 |
| PP |
1.1366 |
1.1384 |
| S1 |
1.1365 |
1.1374 |
|