CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1360 |
0.0015 |
0.1% |
1.1330 |
| High |
1.1366 |
1.1406 |
0.0040 |
0.4% |
1.1366 |
| Low |
1.1341 |
1.1333 |
-0.0008 |
-0.1% |
1.1289 |
| Close |
1.1356 |
1.1370 |
0.0014 |
0.1% |
1.1356 |
| Range |
0.0025 |
0.0073 |
0.0048 |
192.0% |
0.0077 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
14,087 |
30,839 |
16,752 |
118.9% |
89,009 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1552 |
1.1410 |
|
| R3 |
1.1516 |
1.1479 |
1.1390 |
|
| R2 |
1.1443 |
1.1443 |
1.1383 |
|
| R1 |
1.1406 |
1.1406 |
1.1377 |
1.1425 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1379 |
| S1 |
1.1333 |
1.1333 |
1.1363 |
1.1352 |
| S2 |
1.1297 |
1.1297 |
1.1357 |
|
| S3 |
1.1224 |
1.1260 |
1.1350 |
|
| S4 |
1.1151 |
1.1187 |
1.1330 |
|
|
| 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 |
1.1406 |
1.1289 |
0.0117 |
1.0% |
0.0050 |
0.4% |
69% |
True |
False |
22,283 |
| 10 |
1.1431 |
1.1289 |
0.0142 |
1.2% |
0.0055 |
0.5% |
57% |
False |
False |
20,597 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0062 |
0.5% |
72% |
False |
False |
25,262 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0067 |
0.6% |
59% |
False |
False |
23,280 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0065 |
0.6% |
72% |
False |
False |
15,597 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
76% |
False |
False |
11,710 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0057 |
0.5% |
76% |
False |
False |
9,369 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0048 |
0.4% |
79% |
False |
False |
7,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1716 |
|
2.618 |
1.1597 |
|
1.618 |
1.1524 |
|
1.000 |
1.1479 |
|
0.618 |
1.1451 |
|
HIGH |
1.1406 |
|
0.618 |
1.1378 |
|
0.500 |
1.1370 |
|
0.382 |
1.1361 |
|
LOW |
1.1333 |
|
0.618 |
1.1288 |
|
1.000 |
1.1260 |
|
1.618 |
1.1215 |
|
2.618 |
1.1142 |
|
4.250 |
1.1023 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1370 |
1.1364 |
| PP |
1.1370 |
1.1357 |
| S1 |
1.1370 |
1.1351 |
|