CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1318 |
1.1347 |
0.0029 |
0.3% |
1.1344 |
| High |
1.1358 |
1.1347 |
-0.0011 |
-0.1% |
1.1375 |
| Low |
1.1318 |
1.1283 |
-0.0035 |
-0.3% |
1.1262 |
| Close |
1.1335 |
1.1293 |
-0.0042 |
-0.4% |
1.1293 |
| Range |
0.0040 |
0.0064 |
0.0024 |
60.0% |
0.0113 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.1% |
0.0000 |
| Volume |
60 |
51 |
-9 |
-15.0% |
165 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1460 |
1.1328 |
|
| R3 |
1.1436 |
1.1396 |
1.1311 |
|
| R2 |
1.1372 |
1.1372 |
1.1305 |
|
| R1 |
1.1332 |
1.1332 |
1.1299 |
1.1320 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1302 |
| S1 |
1.1268 |
1.1268 |
1.1287 |
1.1256 |
| S2 |
1.1244 |
1.1244 |
1.1281 |
|
| S3 |
1.1180 |
1.1204 |
1.1275 |
|
| S4 |
1.1116 |
1.1140 |
1.1258 |
|
|
| 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 |
0.9% |
0.0045 |
0.4% |
32% |
False |
False |
38 |
| 10 |
1.1375 |
1.1262 |
0.0113 |
1.0% |
0.0041 |
0.4% |
27% |
False |
False |
31 |
| 20 |
1.1513 |
1.1262 |
0.0251 |
2.2% |
0.0035 |
0.3% |
12% |
False |
False |
21 |
| 40 |
1.1513 |
1.1095 |
0.0418 |
3.7% |
0.0023 |
0.2% |
47% |
False |
False |
40 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0016 |
0.1% |
58% |
False |
False |
27 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0012 |
0.1% |
58% |
False |
False |
20 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0011 |
0.1% |
66% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1515 |
|
1.618 |
1.1451 |
|
1.000 |
1.1411 |
|
0.618 |
1.1387 |
|
HIGH |
1.1347 |
|
0.618 |
1.1323 |
|
0.500 |
1.1315 |
|
0.382 |
1.1307 |
|
LOW |
1.1283 |
|
0.618 |
1.1243 |
|
1.000 |
1.1219 |
|
1.618 |
1.1179 |
|
2.618 |
1.1115 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1315 |
1.1320 |
| PP |
1.1308 |
1.1311 |
| S1 |
1.1300 |
1.1302 |
|