CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1315 |
0.0033 |
0.3% |
1.1347 |
| High |
1.1339 |
1.1351 |
0.0012 |
0.1% |
1.1388 |
| Low |
1.1253 |
1.1306 |
0.0053 |
0.5% |
1.1244 |
| Close |
1.1318 |
1.1325 |
0.0007 |
0.1% |
1.1283 |
| Range |
0.0086 |
0.0045 |
-0.0041 |
-47.7% |
0.0144 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
34,574 |
20,507 |
-14,067 |
-40.7% |
151,226 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1439 |
1.1350 |
|
| R3 |
1.1417 |
1.1394 |
1.1337 |
|
| R2 |
1.1372 |
1.1372 |
1.1333 |
|
| R1 |
1.1349 |
1.1349 |
1.1329 |
1.1361 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1333 |
| S1 |
1.1304 |
1.1304 |
1.1321 |
1.1316 |
| S2 |
1.1282 |
1.1282 |
1.1317 |
|
| S3 |
1.1237 |
1.1259 |
1.1313 |
|
| S4 |
1.1192 |
1.1214 |
1.1300 |
|
|
| 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 |
1.1351 |
1.1244 |
0.0107 |
0.9% |
0.0059 |
0.5% |
76% |
True |
False |
26,362 |
| 10 |
1.1465 |
1.1244 |
0.0221 |
2.0% |
0.0075 |
0.7% |
37% |
False |
False |
30,383 |
| 20 |
1.1503 |
1.1244 |
0.0259 |
2.3% |
0.0072 |
0.6% |
31% |
False |
False |
23,907 |
| 40 |
1.1503 |
1.1056 |
0.0447 |
3.9% |
0.0067 |
0.6% |
60% |
False |
False |
12,139 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
68% |
False |
False |
8,108 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0057 |
0.5% |
68% |
False |
False |
6,084 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0046 |
0.4% |
72% |
False |
False |
4,867 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0039 |
0.3% |
72% |
False |
False |
4,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1469 |
|
1.618 |
1.1424 |
|
1.000 |
1.1396 |
|
0.618 |
1.1379 |
|
HIGH |
1.1351 |
|
0.618 |
1.1334 |
|
0.500 |
1.1329 |
|
0.382 |
1.1323 |
|
LOW |
1.1306 |
|
0.618 |
1.1278 |
|
1.000 |
1.1261 |
|
1.618 |
1.1233 |
|
2.618 |
1.1188 |
|
4.250 |
1.1115 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1316 |
| PP |
1.1327 |
1.1307 |
| S1 |
1.1326 |
1.1298 |
|