CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1284 |
0.0043 |
0.4% |
1.1295 |
| High |
1.1283 |
1.1344 |
0.0061 |
0.5% |
1.1358 |
| Low |
1.1241 |
1.1284 |
0.0043 |
0.4% |
1.1209 |
| Close |
1.1280 |
1.1337 |
0.0057 |
0.5% |
1.1227 |
| Range |
0.0042 |
0.0060 |
0.0018 |
42.9% |
0.0149 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
| Volume |
10 |
15 |
5 |
50.0% |
204 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1479 |
1.1370 |
|
| R3 |
1.1442 |
1.1419 |
1.1354 |
|
| R2 |
1.1382 |
1.1382 |
1.1348 |
|
| R1 |
1.1359 |
1.1359 |
1.1343 |
1.1371 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1327 |
| S1 |
1.1299 |
1.1299 |
1.1332 |
1.1311 |
| S2 |
1.1262 |
1.1262 |
1.1326 |
|
| S3 |
1.1202 |
1.1239 |
1.1321 |
|
| S4 |
1.1142 |
1.1179 |
1.1304 |
|
|
| 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 |
1.1347 |
1.1209 |
0.0138 |
1.2% |
0.0057 |
0.5% |
93% |
False |
False |
30 |
| 10 |
1.1358 |
1.1209 |
0.0149 |
1.3% |
0.0046 |
0.4% |
86% |
False |
False |
30 |
| 20 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0040 |
0.4% |
42% |
False |
False |
25 |
| 40 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0028 |
0.3% |
54% |
False |
False |
42 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0020 |
0.2% |
66% |
False |
False |
28 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0015 |
0.1% |
66% |
False |
False |
21 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0012 |
0.1% |
70% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1501 |
|
1.618 |
1.1441 |
|
1.000 |
1.1404 |
|
0.618 |
1.1381 |
|
HIGH |
1.1344 |
|
0.618 |
1.1321 |
|
0.500 |
1.1314 |
|
0.382 |
1.1307 |
|
LOW |
1.1284 |
|
0.618 |
1.1247 |
|
1.000 |
1.1224 |
|
1.618 |
1.1187 |
|
2.618 |
1.1127 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1317 |
| PP |
1.1322 |
1.1297 |
| S1 |
1.1314 |
1.1277 |
|