CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1303 |
1.1325 |
0.0022 |
0.2% |
1.1410 |
| High |
1.1359 |
1.1351 |
-0.0008 |
-0.1% |
1.1431 |
| Low |
1.1299 |
1.1295 |
-0.0004 |
0.0% |
1.1321 |
| Close |
1.1327 |
1.1341 |
0.0014 |
0.1% |
1.1340 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
22,826 |
24,573 |
1,747 |
7.7% |
86,123 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1475 |
1.1372 |
|
| R3 |
1.1441 |
1.1419 |
1.1356 |
|
| R2 |
1.1385 |
1.1385 |
1.1351 |
|
| R1 |
1.1363 |
1.1363 |
1.1346 |
1.1374 |
| PP |
1.1329 |
1.1329 |
1.1329 |
1.1335 |
| S1 |
1.1307 |
1.1307 |
1.1336 |
1.1318 |
| S2 |
1.1273 |
1.1273 |
1.1331 |
|
| S3 |
1.1217 |
1.1251 |
1.1326 |
|
| S4 |
1.1161 |
1.1195 |
1.1310 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1627 |
1.1401 |
|
| R3 |
1.1584 |
1.1517 |
1.1370 |
|
| R2 |
1.1474 |
1.1474 |
1.1360 |
|
| R1 |
1.1407 |
1.1407 |
1.1350 |
1.1386 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1353 |
| S1 |
1.1297 |
1.1297 |
1.1330 |
1.1276 |
| S2 |
1.1254 |
1.1254 |
1.1320 |
|
| S3 |
1.1144 |
1.1187 |
1.1310 |
|
| S4 |
1.1034 |
1.1077 |
1.1280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1397 |
1.1289 |
0.0108 |
1.0% |
0.0054 |
0.5% |
48% |
False |
False |
19,018 |
| 10 |
1.1443 |
1.1289 |
0.0154 |
1.4% |
0.0056 |
0.5% |
34% |
False |
False |
21,160 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0062 |
0.5% |
61% |
False |
False |
25,559 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0070 |
0.6% |
50% |
False |
False |
22,212 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0067 |
0.6% |
66% |
False |
False |
14,852 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
71% |
False |
False |
11,148 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0056 |
0.5% |
71% |
False |
False |
8,919 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0047 |
0.4% |
75% |
False |
False |
7,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1589 |
|
2.618 |
1.1498 |
|
1.618 |
1.1442 |
|
1.000 |
1.1407 |
|
0.618 |
1.1386 |
|
HIGH |
1.1351 |
|
0.618 |
1.1330 |
|
0.500 |
1.1323 |
|
0.382 |
1.1316 |
|
LOW |
1.1295 |
|
0.618 |
1.1260 |
|
1.000 |
1.1239 |
|
1.618 |
1.1204 |
|
2.618 |
1.1148 |
|
4.250 |
1.1057 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1335 |
1.1335 |
| PP |
1.1329 |
1.1330 |
| S1 |
1.1323 |
1.1324 |
|