CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1283 |
-0.0023 |
-0.2% |
1.1347 |
| High |
1.1318 |
1.1308 |
-0.0010 |
-0.1% |
1.1388 |
| Low |
1.1276 |
1.1244 |
-0.0032 |
-0.3% |
1.1244 |
| Close |
1.1291 |
1.1283 |
-0.0008 |
-0.1% |
1.1283 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0144 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
25,543 |
25,325 |
-218 |
-0.9% |
151,226 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1441 |
1.1318 |
|
| R3 |
1.1406 |
1.1377 |
1.1301 |
|
| R2 |
1.1342 |
1.1342 |
1.1295 |
|
| R1 |
1.1313 |
1.1313 |
1.1289 |
1.1315 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1280 |
| S1 |
1.1249 |
1.1249 |
1.1277 |
1.1251 |
| S2 |
1.1214 |
1.1214 |
1.1271 |
|
| S3 |
1.1150 |
1.1185 |
1.1265 |
|
| S4 |
1.1086 |
1.1121 |
1.1248 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1654 |
1.1362 |
|
| R3 |
1.1593 |
1.1510 |
1.1323 |
|
| R2 |
1.1449 |
1.1449 |
1.1309 |
|
| R1 |
1.1366 |
1.1366 |
1.1296 |
1.1336 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1290 |
| S1 |
1.1222 |
1.1222 |
1.1270 |
1.1192 |
| S2 |
1.1161 |
1.1161 |
1.1257 |
|
| S3 |
1.1017 |
1.1078 |
1.1243 |
|
| S4 |
1.0873 |
1.0934 |
1.1204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1388 |
1.1244 |
0.0144 |
1.3% |
0.0073 |
0.6% |
27% |
False |
True |
30,245 |
| 10 |
1.1483 |
1.1244 |
0.0239 |
2.1% |
0.0074 |
0.7% |
16% |
False |
True |
29,248 |
| 20 |
1.1503 |
1.1244 |
0.0259 |
2.3% |
0.0072 |
0.6% |
15% |
False |
True |
21,298 |
| 40 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0067 |
0.6% |
53% |
False |
False |
10,765 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
61% |
False |
False |
7,192 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0055 |
0.5% |
61% |
False |
False |
5,395 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0045 |
0.4% |
66% |
False |
False |
4,316 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0037 |
0.3% |
66% |
False |
False |
3,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1580 |
|
2.618 |
1.1476 |
|
1.618 |
1.1412 |
|
1.000 |
1.1372 |
|
0.618 |
1.1348 |
|
HIGH |
1.1308 |
|
0.618 |
1.1284 |
|
0.500 |
1.1276 |
|
0.382 |
1.1268 |
|
LOW |
1.1244 |
|
0.618 |
1.1204 |
|
1.000 |
1.1180 |
|
1.618 |
1.1140 |
|
2.618 |
1.1076 |
|
4.250 |
1.0972 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1291 |
| PP |
1.1278 |
1.1288 |
| S1 |
1.1276 |
1.1286 |
|