CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1335 |
-0.0040 |
-0.4% |
1.1418 |
| High |
1.1403 |
1.1336 |
-0.0067 |
-0.6% |
1.1418 |
| Low |
1.1332 |
1.1312 |
-0.0020 |
-0.2% |
1.1332 |
| Close |
1.1349 |
1.1317 |
-0.0032 |
-0.3% |
1.1349 |
| Range |
0.0071 |
0.0024 |
-0.0047 |
-66.2% |
0.0086 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
115 |
131 |
16 |
13.9% |
268 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1379 |
1.1330 |
|
| R3 |
1.1370 |
1.1355 |
1.1324 |
|
| R2 |
1.1346 |
1.1346 |
1.1321 |
|
| R1 |
1.1331 |
1.1331 |
1.1319 |
1.1327 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1319 |
| S1 |
1.1307 |
1.1307 |
1.1315 |
1.1303 |
| S2 |
1.1298 |
1.1298 |
1.1313 |
|
| S3 |
1.1274 |
1.1283 |
1.1310 |
|
| S4 |
1.1250 |
1.1259 |
1.1304 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1573 |
1.1396 |
|
| R3 |
1.1538 |
1.1487 |
1.1373 |
|
| R2 |
1.1452 |
1.1452 |
1.1365 |
|
| R1 |
1.1401 |
1.1401 |
1.1357 |
1.1384 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1358 |
| S1 |
1.1315 |
1.1315 |
1.1341 |
1.1298 |
| S2 |
1.1280 |
1.1280 |
1.1333 |
|
| S3 |
1.1194 |
1.1229 |
1.1325 |
|
| S4 |
1.1108 |
1.1143 |
1.1302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1418 |
1.1312 |
0.0106 |
0.9% |
0.0044 |
0.4% |
5% |
False |
True |
79 |
| 10 |
1.1448 |
1.1241 |
0.0207 |
1.8% |
0.0047 |
0.4% |
37% |
False |
False |
63 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0046 |
0.4% |
45% |
False |
False |
50 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0035 |
0.3% |
36% |
False |
False |
28 |
| 60 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0025 |
0.2% |
58% |
False |
False |
38 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0020 |
0.2% |
62% |
False |
False |
29 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0016 |
0.1% |
62% |
False |
False |
23 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0014 |
0.1% |
69% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1438 |
|
2.618 |
1.1399 |
|
1.618 |
1.1375 |
|
1.000 |
1.1360 |
|
0.618 |
1.1351 |
|
HIGH |
1.1336 |
|
0.618 |
1.1327 |
|
0.500 |
1.1324 |
|
0.382 |
1.1321 |
|
LOW |
1.1312 |
|
0.618 |
1.1297 |
|
1.000 |
1.1288 |
|
1.618 |
1.1273 |
|
2.618 |
1.1249 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1358 |
| PP |
1.1322 |
1.1344 |
| S1 |
1.1319 |
1.1331 |
|