CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1294 |
-0.0053 |
-0.5% |
1.1344 |
| High |
1.1347 |
1.1318 |
-0.0029 |
-0.3% |
1.1375 |
| Low |
1.1283 |
1.1219 |
-0.0064 |
-0.6% |
1.1262 |
| Close |
1.1293 |
1.1234 |
-0.0059 |
-0.5% |
1.1293 |
| Range |
0.0064 |
0.0099 |
0.0035 |
54.7% |
0.0113 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
8.2% |
0.0000 |
| Volume |
51 |
47 |
-4 |
-7.8% |
165 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1493 |
1.1288 |
|
| R3 |
1.1455 |
1.1394 |
1.1261 |
|
| R2 |
1.1356 |
1.1356 |
1.1252 |
|
| R1 |
1.1295 |
1.1295 |
1.1243 |
1.1276 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1248 |
| S1 |
1.1196 |
1.1196 |
1.1225 |
1.1177 |
| S2 |
1.1158 |
1.1158 |
1.1216 |
|
| S3 |
1.1059 |
1.1097 |
1.1207 |
|
| S4 |
1.0960 |
1.0998 |
1.1180 |
|
|
| 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 |
1.1219 |
0.0139 |
1.2% |
0.0059 |
0.5% |
11% |
False |
True |
45 |
| 10 |
1.1375 |
1.1219 |
0.0156 |
1.4% |
0.0045 |
0.4% |
10% |
False |
True |
35 |
| 20 |
1.1513 |
1.1219 |
0.0294 |
2.6% |
0.0034 |
0.3% |
5% |
False |
True |
23 |
| 40 |
1.1513 |
1.1125 |
0.0388 |
3.5% |
0.0025 |
0.2% |
28% |
False |
False |
41 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0018 |
0.2% |
46% |
False |
False |
28 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0013 |
0.1% |
46% |
False |
False |
21 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.7% |
0.0011 |
0.1% |
56% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1577 |
|
1.618 |
1.1478 |
|
1.000 |
1.1417 |
|
0.618 |
1.1379 |
|
HIGH |
1.1318 |
|
0.618 |
1.1280 |
|
0.500 |
1.1269 |
|
0.382 |
1.1257 |
|
LOW |
1.1219 |
|
0.618 |
1.1158 |
|
1.000 |
1.1120 |
|
1.618 |
1.1059 |
|
2.618 |
1.0960 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1289 |
| PP |
1.1257 |
1.1270 |
| S1 |
1.1246 |
1.1252 |
|