CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1418 |
1.1373 |
-0.0045 |
-0.4% |
1.1241 |
| High |
1.1418 |
1.1394 |
-0.0024 |
-0.2% |
1.1448 |
| Low |
1.1382 |
1.1360 |
-0.0022 |
-0.2% |
1.1241 |
| Close |
1.1382 |
1.1373 |
-0.0009 |
-0.1% |
1.1440 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-5.6% |
0.0207 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
56 |
40 |
-16 |
-28.6% |
240 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1459 |
1.1392 |
|
| R3 |
1.1444 |
1.1425 |
1.1382 |
|
| R2 |
1.1410 |
1.1410 |
1.1379 |
|
| R1 |
1.1391 |
1.1391 |
1.1376 |
1.1390 |
| PP |
1.1376 |
1.1376 |
1.1376 |
1.1375 |
| S1 |
1.1357 |
1.1357 |
1.1370 |
1.1356 |
| S2 |
1.1342 |
1.1342 |
1.1367 |
|
| S3 |
1.1308 |
1.1323 |
1.1364 |
|
| S4 |
1.1274 |
1.1289 |
1.1354 |
|
|
| 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 |
1.1328 |
0.0120 |
1.1% |
0.0043 |
0.4% |
38% |
False |
False |
62 |
| 10 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0050 |
0.4% |
69% |
False |
False |
46 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0043 |
0.4% |
69% |
False |
False |
37 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0032 |
0.3% |
54% |
False |
False |
21 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
73% |
False |
False |
34 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0018 |
0.2% |
73% |
False |
False |
25 |
| 100 |
1.1513 |
1.0924 |
0.0589 |
5.2% |
0.0014 |
0.1% |
76% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1539 |
|
2.618 |
1.1483 |
|
1.618 |
1.1449 |
|
1.000 |
1.1428 |
|
0.618 |
1.1415 |
|
HIGH |
1.1394 |
|
0.618 |
1.1381 |
|
0.500 |
1.1377 |
|
0.382 |
1.1373 |
|
LOW |
1.1360 |
|
0.618 |
1.1339 |
|
1.000 |
1.1326 |
|
1.618 |
1.1305 |
|
2.618 |
1.1271 |
|
4.250 |
1.1216 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1404 |
| PP |
1.1376 |
1.1394 |
| S1 |
1.1374 |
1.1383 |
|