CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1209 |
1.1241 |
0.0032 |
0.3% |
1.1295 |
| High |
1.1230 |
1.1283 |
0.0053 |
0.5% |
1.1358 |
| Low |
1.1209 |
1.1241 |
0.0032 |
0.3% |
1.1209 |
| Close |
1.1227 |
1.1280 |
0.0053 |
0.5% |
1.1227 |
| Range |
0.0021 |
0.0042 |
0.0021 |
100.0% |
0.0149 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
27 |
10 |
-17 |
-63.0% |
204 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1379 |
1.1303 |
|
| R3 |
1.1352 |
1.1337 |
1.1292 |
|
| R2 |
1.1310 |
1.1310 |
1.1288 |
|
| R1 |
1.1295 |
1.1295 |
1.1284 |
1.1303 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1272 |
| S1 |
1.1253 |
1.1253 |
1.1276 |
1.1261 |
| S2 |
1.1226 |
1.1226 |
1.1272 |
|
| S3 |
1.1184 |
1.1211 |
1.1268 |
|
| S4 |
1.1142 |
1.1169 |
1.1257 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1618 |
1.1309 |
|
| R3 |
1.1563 |
1.1469 |
1.1268 |
|
| R2 |
1.1414 |
1.1414 |
1.1254 |
|
| R1 |
1.1320 |
1.1320 |
1.1241 |
1.1293 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1251 |
| S1 |
1.1171 |
1.1171 |
1.1213 |
1.1144 |
| S2 |
1.1116 |
1.1116 |
1.1200 |
|
| S3 |
1.0967 |
1.1022 |
1.1186 |
|
| S4 |
1.0818 |
1.0873 |
1.1145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1358 |
1.1209 |
0.0149 |
1.3% |
0.0053 |
0.5% |
48% |
False |
False |
39 |
| 10 |
1.1358 |
1.1209 |
0.0149 |
1.3% |
0.0043 |
0.4% |
48% |
False |
False |
37 |
| 20 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0037 |
0.3% |
23% |
False |
False |
24 |
| 40 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0027 |
0.2% |
39% |
False |
False |
42 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0019 |
0.2% |
55% |
False |
False |
28 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0014 |
0.1% |
55% |
False |
False |
21 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0011 |
0.1% |
60% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1462 |
|
2.618 |
1.1393 |
|
1.618 |
1.1351 |
|
1.000 |
1.1325 |
|
0.618 |
1.1309 |
|
HIGH |
1.1283 |
|
0.618 |
1.1267 |
|
0.500 |
1.1262 |
|
0.382 |
1.1257 |
|
LOW |
1.1241 |
|
0.618 |
1.1215 |
|
1.000 |
1.1199 |
|
1.618 |
1.1173 |
|
2.618 |
1.1131 |
|
4.250 |
1.1063 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1275 |
| PP |
1.1268 |
1.1269 |
| S1 |
1.1262 |
1.1264 |
|