CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1395 |
1.1375 |
-0.0020 |
-0.2% |
1.1241 |
| High |
1.1395 |
1.1403 |
0.0008 |
0.1% |
1.1448 |
| Low |
1.1340 |
1.1332 |
-0.0008 |
-0.1% |
1.1241 |
| Close |
1.1361 |
1.1349 |
-0.0012 |
-0.1% |
1.1440 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0207 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.1% |
0.0000 |
| Volume |
57 |
115 |
58 |
101.8% |
240 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1533 |
1.1388 |
|
| R3 |
1.1503 |
1.1462 |
1.1369 |
|
| R2 |
1.1432 |
1.1432 |
1.1362 |
|
| R1 |
1.1391 |
1.1391 |
1.1356 |
1.1376 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1354 |
| S1 |
1.1320 |
1.1320 |
1.1342 |
1.1305 |
| S2 |
1.1290 |
1.1290 |
1.1336 |
|
| S3 |
1.1219 |
1.1249 |
1.1329 |
|
| S4 |
1.1148 |
1.1178 |
1.1310 |
|
|
| 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 |
1.1332 |
0.0116 |
1.0% |
0.0045 |
0.4% |
15% |
False |
True |
68 |
| 10 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0046 |
0.4% |
59% |
False |
False |
53 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0046 |
0.4% |
59% |
False |
False |
44 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0035 |
0.3% |
46% |
False |
False |
25 |
| 60 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0025 |
0.2% |
65% |
False |
False |
36 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0019 |
0.2% |
68% |
False |
False |
27 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0015 |
0.1% |
68% |
False |
False |
22 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0014 |
0.1% |
74% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1589 |
|
1.618 |
1.1518 |
|
1.000 |
1.1474 |
|
0.618 |
1.1447 |
|
HIGH |
1.1403 |
|
0.618 |
1.1376 |
|
0.500 |
1.1368 |
|
0.382 |
1.1359 |
|
LOW |
1.1332 |
|
0.618 |
1.1288 |
|
1.000 |
1.1261 |
|
1.618 |
1.1217 |
|
2.618 |
1.1146 |
|
4.250 |
1.1030 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1368 |
| PP |
1.1361 |
1.1361 |
| S1 |
1.1355 |
1.1355 |
|