CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1345 |
0.0020 |
0.2% |
1.1330 |
| High |
1.1351 |
1.1366 |
0.0015 |
0.1% |
1.1366 |
| Low |
1.1295 |
1.1341 |
0.0046 |
0.4% |
1.1289 |
| Close |
1.1341 |
1.1356 |
0.0015 |
0.1% |
1.1356 |
| Range |
0.0056 |
0.0025 |
-0.0031 |
-55.4% |
0.0077 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
24,573 |
14,087 |
-10,486 |
-42.7% |
89,009 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1418 |
1.1370 |
|
| R3 |
1.1404 |
1.1393 |
1.1363 |
|
| R2 |
1.1379 |
1.1379 |
1.1361 |
|
| R1 |
1.1368 |
1.1368 |
1.1358 |
1.1374 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1357 |
| S1 |
1.1343 |
1.1343 |
1.1354 |
1.1349 |
| S2 |
1.1329 |
1.1329 |
1.1351 |
|
| S3 |
1.1304 |
1.1318 |
1.1349 |
|
| S4 |
1.1279 |
1.1293 |
1.1342 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1539 |
1.1398 |
|
| R3 |
1.1491 |
1.1462 |
1.1377 |
|
| R2 |
1.1414 |
1.1414 |
1.1370 |
|
| R1 |
1.1385 |
1.1385 |
1.1363 |
1.1400 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1344 |
| S1 |
1.1308 |
1.1308 |
1.1349 |
1.1323 |
| S2 |
1.1260 |
1.1260 |
1.1342 |
|
| S3 |
1.1183 |
1.1231 |
1.1335 |
|
| S4 |
1.1106 |
1.1154 |
1.1314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1366 |
1.1289 |
0.0077 |
0.7% |
0.0044 |
0.4% |
87% |
True |
False |
17,801 |
| 10 |
1.1443 |
1.1289 |
0.0154 |
1.4% |
0.0052 |
0.5% |
44% |
False |
False |
20,134 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0061 |
0.5% |
67% |
False |
False |
24,987 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0069 |
0.6% |
55% |
False |
False |
22,561 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0066 |
0.6% |
69% |
False |
False |
15,085 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
74% |
False |
False |
11,324 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0056 |
0.5% |
74% |
False |
False |
9,060 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0047 |
0.4% |
77% |
False |
False |
7,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1431 |
|
1.618 |
1.1406 |
|
1.000 |
1.1391 |
|
0.618 |
1.1381 |
|
HIGH |
1.1366 |
|
0.618 |
1.1356 |
|
0.500 |
1.1354 |
|
0.382 |
1.1351 |
|
LOW |
1.1341 |
|
0.618 |
1.1326 |
|
1.000 |
1.1316 |
|
1.618 |
1.1301 |
|
2.618 |
1.1276 |
|
4.250 |
1.1235 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1355 |
1.1348 |
| PP |
1.1354 |
1.1339 |
| S1 |
1.1354 |
1.1331 |
|