CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1331 |
1.1387 |
0.0056 |
0.5% |
1.1295 |
| High |
1.1390 |
1.1443 |
0.0053 |
0.5% |
1.1358 |
| Low |
1.1328 |
1.1387 |
0.0059 |
0.5% |
1.1209 |
| Close |
1.1385 |
1.1428 |
0.0043 |
0.4% |
1.1227 |
| Range |
0.0062 |
0.0056 |
-0.0006 |
-9.7% |
0.0149 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.0% |
0.0000 |
| Volume |
106 |
35 |
-71 |
-67.0% |
204 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1564 |
1.1459 |
|
| R3 |
1.1531 |
1.1508 |
1.1443 |
|
| R2 |
1.1475 |
1.1475 |
1.1438 |
|
| R1 |
1.1452 |
1.1452 |
1.1433 |
1.1464 |
| PP |
1.1419 |
1.1419 |
1.1419 |
1.1425 |
| S1 |
1.1396 |
1.1396 |
1.1423 |
1.1408 |
| S2 |
1.1363 |
1.1363 |
1.1418 |
|
| S3 |
1.1307 |
1.1340 |
1.1413 |
|
| S4 |
1.1251 |
1.1284 |
1.1397 |
|
|
| 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 |
1.1443 |
1.1209 |
0.0234 |
2.0% |
0.0048 |
0.4% |
94% |
True |
False |
38 |
| 10 |
1.1443 |
1.1209 |
0.0234 |
2.0% |
0.0054 |
0.5% |
94% |
True |
False |
41 |
| 20 |
1.1478 |
1.1209 |
0.0269 |
2.4% |
0.0039 |
0.3% |
81% |
False |
False |
30 |
| 40 |
1.1513 |
1.1204 |
0.0309 |
2.7% |
0.0030 |
0.3% |
72% |
False |
False |
39 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0021 |
0.2% |
84% |
False |
False |
31 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0016 |
0.1% |
84% |
False |
False |
23 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0013 |
0.1% |
86% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1681 |
|
2.618 |
1.1590 |
|
1.618 |
1.1534 |
|
1.000 |
1.1499 |
|
0.618 |
1.1478 |
|
HIGH |
1.1443 |
|
0.618 |
1.1422 |
|
0.500 |
1.1415 |
|
0.382 |
1.1408 |
|
LOW |
1.1387 |
|
0.618 |
1.1352 |
|
1.000 |
1.1331 |
|
1.618 |
1.1296 |
|
2.618 |
1.1240 |
|
4.250 |
1.1149 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1424 |
1.1407 |
| PP |
1.1419 |
1.1385 |
| S1 |
1.1415 |
1.1364 |
|