CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1387 |
1.1427 |
0.0040 |
0.4% |
1.1241 |
| High |
1.1443 |
1.1448 |
0.0005 |
0.0% |
1.1448 |
| Low |
1.1387 |
1.1421 |
0.0034 |
0.3% |
1.1241 |
| Close |
1.1428 |
1.1440 |
0.0012 |
0.1% |
1.1440 |
| Range |
0.0056 |
0.0027 |
-0.0029 |
-51.8% |
0.0207 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
35 |
74 |
39 |
111.4% |
240 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1506 |
1.1455 |
|
| R3 |
1.1490 |
1.1479 |
1.1447 |
|
| R2 |
1.1463 |
1.1463 |
1.1445 |
|
| R1 |
1.1452 |
1.1452 |
1.1442 |
1.1458 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1439 |
| S1 |
1.1425 |
1.1425 |
1.1438 |
1.1431 |
| S2 |
1.1409 |
1.1409 |
1.1435 |
|
| S3 |
1.1382 |
1.1398 |
1.1433 |
|
| S4 |
1.1355 |
1.1371 |
1.1425 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1926 |
1.1554 |
|
| R3 |
1.1790 |
1.1719 |
1.1497 |
|
| R2 |
1.1583 |
1.1583 |
1.1478 |
|
| R1 |
1.1512 |
1.1512 |
1.1459 |
1.1548 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1394 |
| S1 |
1.1305 |
1.1305 |
1.1421 |
1.1341 |
| S2 |
1.1169 |
1.1169 |
1.1402 |
|
| S3 |
1.0962 |
1.1098 |
1.1383 |
|
| S4 |
1.0755 |
1.0891 |
1.1326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1448 |
1.1241 |
0.0207 |
1.8% |
0.0049 |
0.4% |
96% |
True |
False |
48 |
| 10 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0052 |
0.5% |
97% |
True |
False |
44 |
| 20 |
1.1470 |
1.1209 |
0.0261 |
2.3% |
0.0041 |
0.4% |
89% |
False |
False |
33 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0031 |
0.3% |
76% |
False |
False |
34 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0021 |
0.2% |
86% |
False |
False |
32 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0017 |
0.1% |
86% |
False |
False |
24 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.1% |
0.0013 |
0.1% |
88% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1519 |
|
1.618 |
1.1492 |
|
1.000 |
1.1475 |
|
0.618 |
1.1465 |
|
HIGH |
1.1448 |
|
0.618 |
1.1438 |
|
0.500 |
1.1435 |
|
0.382 |
1.1431 |
|
LOW |
1.1421 |
|
0.618 |
1.1404 |
|
1.000 |
1.1394 |
|
1.618 |
1.1377 |
|
2.618 |
1.1350 |
|
4.250 |
1.1306 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1438 |
1.1423 |
| PP |
1.1436 |
1.1405 |
| S1 |
1.1435 |
1.1388 |
|