CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1284 |
1.1331 |
0.0047 |
0.4% |
1.1295 |
| High |
1.1344 |
1.1390 |
0.0046 |
0.4% |
1.1358 |
| Low |
1.1284 |
1.1328 |
0.0044 |
0.4% |
1.1209 |
| Close |
1.1337 |
1.1385 |
0.0048 |
0.4% |
1.1227 |
| Range |
0.0060 |
0.0062 |
0.0002 |
3.3% |
0.0149 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
15 |
106 |
91 |
606.7% |
204 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1554 |
1.1531 |
1.1419 |
|
| R3 |
1.1492 |
1.1469 |
1.1402 |
|
| R2 |
1.1430 |
1.1430 |
1.1396 |
|
| R1 |
1.1407 |
1.1407 |
1.1391 |
1.1419 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1373 |
| S1 |
1.1345 |
1.1345 |
1.1379 |
1.1357 |
| S2 |
1.1306 |
1.1306 |
1.1374 |
|
| S3 |
1.1244 |
1.1283 |
1.1368 |
|
| S4 |
1.1182 |
1.1221 |
1.1351 |
|
|
| 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 |
1.1390 |
1.1209 |
0.0181 |
1.6% |
0.0057 |
0.5% |
97% |
True |
False |
41 |
| 10 |
1.1390 |
1.1209 |
0.0181 |
1.6% |
0.0051 |
0.4% |
97% |
True |
False |
39 |
| 20 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0040 |
0.4% |
58% |
False |
False |
30 |
| 40 |
1.1513 |
1.1128 |
0.0385 |
3.4% |
0.0029 |
0.3% |
67% |
False |
False |
45 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0020 |
0.2% |
75% |
False |
False |
30 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0016 |
0.1% |
75% |
False |
False |
23 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0013 |
0.1% |
78% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1552 |
|
1.618 |
1.1490 |
|
1.000 |
1.1452 |
|
0.618 |
1.1428 |
|
HIGH |
1.1390 |
|
0.618 |
1.1366 |
|
0.500 |
1.1359 |
|
0.382 |
1.1352 |
|
LOW |
1.1328 |
|
0.618 |
1.1290 |
|
1.000 |
1.1266 |
|
1.618 |
1.1228 |
|
2.618 |
1.1166 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1362 |
| PP |
1.1368 |
1.1339 |
| S1 |
1.1359 |
1.1316 |
|