CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1343 |
-0.0009 |
-0.1% |
1.1335 |
| High |
1.1371 |
1.1411 |
0.0040 |
0.4% |
1.1371 |
| Low |
1.1352 |
1.1343 |
-0.0009 |
-0.1% |
1.1305 |
| Close |
1.1365 |
1.1379 |
0.0014 |
0.1% |
1.1365 |
| Range |
0.0019 |
0.0068 |
0.0049 |
257.9% |
0.0066 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.5% |
0.0000 |
| Volume |
49 |
19 |
-30 |
-61.2% |
277 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1548 |
1.1416 |
|
| R3 |
1.1514 |
1.1480 |
1.1398 |
|
| R2 |
1.1446 |
1.1446 |
1.1391 |
|
| R1 |
1.1412 |
1.1412 |
1.1385 |
1.1429 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1386 |
| S1 |
1.1344 |
1.1344 |
1.1373 |
1.1361 |
| S2 |
1.1310 |
1.1310 |
1.1367 |
|
| S3 |
1.1242 |
1.1276 |
1.1360 |
|
| S4 |
1.1174 |
1.1208 |
1.1342 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1521 |
1.1401 |
|
| R3 |
1.1479 |
1.1455 |
1.1383 |
|
| R2 |
1.1413 |
1.1413 |
1.1377 |
|
| R1 |
1.1389 |
1.1389 |
1.1371 |
1.1401 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1353 |
| S1 |
1.1323 |
1.1323 |
1.1359 |
1.1335 |
| S2 |
1.1281 |
1.1281 |
1.1353 |
|
| S3 |
1.1215 |
1.1257 |
1.1347 |
|
| S4 |
1.1149 |
1.1191 |
1.1329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1411 |
1.1305 |
0.0106 |
0.9% |
0.0040 |
0.3% |
70% |
True |
False |
33 |
| 10 |
1.1418 |
1.1305 |
0.0113 |
1.0% |
0.0042 |
0.4% |
65% |
False |
False |
56 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0047 |
0.4% |
71% |
False |
False |
50 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0038 |
0.3% |
56% |
False |
False |
32 |
| 60 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0028 |
0.2% |
71% |
False |
False |
41 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0022 |
0.2% |
74% |
False |
False |
31 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0018 |
0.2% |
74% |
False |
False |
25 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0015 |
0.1% |
79% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1589 |
|
1.618 |
1.1521 |
|
1.000 |
1.1479 |
|
0.618 |
1.1453 |
|
HIGH |
1.1411 |
|
0.618 |
1.1385 |
|
0.500 |
1.1377 |
|
0.382 |
1.1369 |
|
LOW |
1.1343 |
|
0.618 |
1.1301 |
|
1.000 |
1.1275 |
|
1.618 |
1.1233 |
|
2.618 |
1.1165 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1378 |
1.1372 |
| PP |
1.1378 |
1.1366 |
| S1 |
1.1377 |
1.1359 |
|