CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1323 |
-0.0012 |
-0.1% |
1.1418 |
| High |
1.1336 |
1.1323 |
-0.0013 |
-0.1% |
1.1418 |
| Low |
1.1312 |
1.1305 |
-0.0007 |
-0.1% |
1.1332 |
| Close |
1.1317 |
1.1312 |
-0.0005 |
0.0% |
1.1349 |
| Range |
0.0024 |
0.0018 |
-0.0006 |
-25.0% |
0.0086 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
131 |
34 |
-97 |
-74.0% |
268 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1358 |
1.1322 |
|
| R3 |
1.1349 |
1.1340 |
1.1317 |
|
| R2 |
1.1331 |
1.1331 |
1.1315 |
|
| R1 |
1.1322 |
1.1322 |
1.1314 |
1.1318 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1311 |
| S1 |
1.1304 |
1.1304 |
1.1310 |
1.1300 |
| S2 |
1.1295 |
1.1295 |
1.1309 |
|
| S3 |
1.1277 |
1.1286 |
1.1307 |
|
| S4 |
1.1259 |
1.1268 |
1.1302 |
|
|
| 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 |
1.1403 |
1.1305 |
0.0098 |
0.9% |
0.0040 |
0.4% |
7% |
False |
True |
75 |
| 10 |
1.1448 |
1.1284 |
0.0164 |
1.4% |
0.0044 |
0.4% |
17% |
False |
False |
66 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0044 |
0.4% |
43% |
False |
False |
51 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0036 |
0.3% |
34% |
False |
False |
29 |
| 60 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0025 |
0.2% |
57% |
False |
False |
39 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0020 |
0.2% |
61% |
False |
False |
29 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0016 |
0.1% |
61% |
False |
False |
24 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0014 |
0.1% |
68% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1400 |
|
2.618 |
1.1370 |
|
1.618 |
1.1352 |
|
1.000 |
1.1341 |
|
0.618 |
1.1334 |
|
HIGH |
1.1323 |
|
0.618 |
1.1316 |
|
0.500 |
1.1314 |
|
0.382 |
1.1312 |
|
LOW |
1.1305 |
|
0.618 |
1.1294 |
|
1.000 |
1.1287 |
|
1.618 |
1.1276 |
|
2.618 |
1.1258 |
|
4.250 |
1.1229 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1354 |
| PP |
1.1313 |
1.1340 |
| S1 |
1.1313 |
1.1326 |
|