CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1295 |
0.0033 |
0.3% |
1.1344 |
| High |
1.1304 |
1.1331 |
0.0027 |
0.2% |
1.1375 |
| Low |
1.1262 |
1.1281 |
0.0019 |
0.2% |
1.1262 |
| Close |
1.1293 |
1.1328 |
0.0035 |
0.3% |
1.1293 |
| Range |
0.0042 |
0.0050 |
0.0008 |
19.0% |
0.0113 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
| Volume |
49 |
19 |
-30 |
-61.2% |
165 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1446 |
1.1356 |
|
| R3 |
1.1413 |
1.1396 |
1.1342 |
|
| R2 |
1.1363 |
1.1363 |
1.1337 |
|
| R1 |
1.1346 |
1.1346 |
1.1333 |
1.1355 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1318 |
| S1 |
1.1296 |
1.1296 |
1.1323 |
1.1305 |
| S2 |
1.1263 |
1.1263 |
1.1319 |
|
| S3 |
1.1213 |
1.1246 |
1.1314 |
|
| S4 |
1.1163 |
1.1196 |
1.1301 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1584 |
1.1355 |
|
| R3 |
1.1536 |
1.1471 |
1.1324 |
|
| R2 |
1.1423 |
1.1423 |
1.1314 |
|
| R1 |
1.1358 |
1.1358 |
1.1303 |
1.1334 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1298 |
| S1 |
1.1245 |
1.1245 |
1.1283 |
1.1221 |
| S2 |
1.1197 |
1.1197 |
1.1272 |
|
| S3 |
1.1084 |
1.1132 |
1.1262 |
|
| S4 |
1.0971 |
1.1019 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1358 |
1.1262 |
0.0096 |
0.8% |
0.0033 |
0.3% |
69% |
False |
False |
35 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0034 |
0.3% |
33% |
False |
False |
23 |
| 20 |
1.1513 |
1.1262 |
0.0251 |
2.2% |
0.0032 |
0.3% |
26% |
False |
False |
16 |
| 40 |
1.1513 |
1.1083 |
0.0430 |
3.8% |
0.0020 |
0.2% |
57% |
False |
False |
37 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0015 |
0.1% |
64% |
False |
False |
25 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0011 |
0.1% |
64% |
False |
False |
19 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0010 |
0.1% |
71% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1544 |
|
2.618 |
1.1462 |
|
1.618 |
1.1412 |
|
1.000 |
1.1381 |
|
0.618 |
1.1362 |
|
HIGH |
1.1331 |
|
0.618 |
1.1312 |
|
0.500 |
1.1306 |
|
0.382 |
1.1300 |
|
LOW |
1.1281 |
|
0.618 |
1.1250 |
|
1.000 |
1.1231 |
|
1.618 |
1.1200 |
|
2.618 |
1.1150 |
|
4.250 |
1.1069 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1318 |
| PP |
1.1313 |
1.1307 |
| S1 |
1.1306 |
1.1297 |
|