CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1395 |
0.0022 |
0.2% |
1.1241 |
| High |
1.1394 |
1.1395 |
0.0001 |
0.0% |
1.1448 |
| Low |
1.1360 |
1.1340 |
-0.0020 |
-0.2% |
1.1241 |
| Close |
1.1373 |
1.1361 |
-0.0012 |
-0.1% |
1.1440 |
| Range |
0.0034 |
0.0055 |
0.0021 |
61.8% |
0.0207 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
40 |
57 |
17 |
42.5% |
240 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1501 |
1.1391 |
|
| R3 |
1.1475 |
1.1446 |
1.1376 |
|
| R2 |
1.1420 |
1.1420 |
1.1371 |
|
| R1 |
1.1391 |
1.1391 |
1.1366 |
1.1378 |
| PP |
1.1365 |
1.1365 |
1.1365 |
1.1359 |
| S1 |
1.1336 |
1.1336 |
1.1356 |
1.1323 |
| S2 |
1.1310 |
1.1310 |
1.1351 |
|
| S3 |
1.1255 |
1.1281 |
1.1346 |
|
| S4 |
1.1200 |
1.1226 |
1.1331 |
|
|
| 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 |
1.1340 |
0.0108 |
1.0% |
0.0042 |
0.4% |
19% |
False |
True |
52 |
| 10 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0049 |
0.4% |
64% |
False |
False |
46 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0045 |
0.4% |
64% |
False |
False |
39 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0034 |
0.3% |
50% |
False |
False |
22 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
71% |
False |
False |
34 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0018 |
0.2% |
71% |
False |
False |
26 |
| 100 |
1.1513 |
1.0960 |
0.0553 |
4.9% |
0.0015 |
0.1% |
73% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1629 |
|
2.618 |
1.1539 |
|
1.618 |
1.1484 |
|
1.000 |
1.1450 |
|
0.618 |
1.1429 |
|
HIGH |
1.1395 |
|
0.618 |
1.1374 |
|
0.500 |
1.1368 |
|
0.382 |
1.1361 |
|
LOW |
1.1340 |
|
0.618 |
1.1306 |
|
1.000 |
1.1285 |
|
1.618 |
1.1251 |
|
2.618 |
1.1196 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1379 |
| PP |
1.1365 |
1.1373 |
| S1 |
1.1363 |
1.1367 |
|