CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1282 |
-0.0001 |
0.0% |
1.1347 |
| High |
1.1308 |
1.1339 |
0.0031 |
0.3% |
1.1388 |
| Low |
1.1244 |
1.1253 |
0.0009 |
0.1% |
1.1244 |
| Close |
1.1283 |
1.1318 |
0.0035 |
0.3% |
1.1283 |
| Range |
0.0064 |
0.0086 |
0.0022 |
34.4% |
0.0144 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.5% |
0.0000 |
| Volume |
25,325 |
34,574 |
9,249 |
36.5% |
151,226 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1526 |
1.1365 |
|
| R3 |
1.1475 |
1.1440 |
1.1342 |
|
| R2 |
1.1389 |
1.1389 |
1.1334 |
|
| R1 |
1.1354 |
1.1354 |
1.1326 |
1.1372 |
| PP |
1.1303 |
1.1303 |
1.1303 |
1.1312 |
| S1 |
1.1268 |
1.1268 |
1.1310 |
1.1286 |
| S2 |
1.1217 |
1.1217 |
1.1302 |
|
| S3 |
1.1131 |
1.1182 |
1.1294 |
|
| S4 |
1.1045 |
1.1096 |
1.1271 |
|
|
| 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 |
1.1369 |
1.1244 |
0.0125 |
1.1% |
0.0070 |
0.6% |
59% |
False |
False |
30,053 |
| 10 |
1.1471 |
1.1244 |
0.0227 |
2.0% |
0.0077 |
0.7% |
33% |
False |
False |
30,534 |
| 20 |
1.1503 |
1.1244 |
0.0259 |
2.3% |
0.0073 |
0.6% |
29% |
False |
False |
22,996 |
| 40 |
1.1503 |
1.1040 |
0.0463 |
4.1% |
0.0068 |
0.6% |
60% |
False |
False |
11,628 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
67% |
False |
False |
7,768 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0056 |
0.5% |
67% |
False |
False |
5,827 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0046 |
0.4% |
71% |
False |
False |
4,662 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0038 |
0.3% |
71% |
False |
False |
3,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1564 |
|
1.618 |
1.1478 |
|
1.000 |
1.1425 |
|
0.618 |
1.1392 |
|
HIGH |
1.1339 |
|
0.618 |
1.1306 |
|
0.500 |
1.1296 |
|
0.382 |
1.1286 |
|
LOW |
1.1253 |
|
0.618 |
1.1200 |
|
1.000 |
1.1167 |
|
1.618 |
1.1114 |
|
2.618 |
1.1028 |
|
4.250 |
1.0888 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1309 |
| PP |
1.1303 |
1.1300 |
| S1 |
1.1296 |
1.1292 |
|