CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1315 |
1.1325 |
0.0010 |
0.1% |
1.1347 |
| High |
1.1351 |
1.1345 |
-0.0006 |
-0.1% |
1.1388 |
| Low |
1.1306 |
1.1273 |
-0.0033 |
-0.3% |
1.1244 |
| Close |
1.1325 |
1.1284 |
-0.0041 |
-0.4% |
1.1283 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0144 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
20,507 |
22,330 |
1,823 |
8.9% |
151,226 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1472 |
1.1324 |
|
| R3 |
1.1445 |
1.1400 |
1.1304 |
|
| R2 |
1.1373 |
1.1373 |
1.1297 |
|
| R1 |
1.1328 |
1.1328 |
1.1291 |
1.1315 |
| PP |
1.1301 |
1.1301 |
1.1301 |
1.1294 |
| S1 |
1.1256 |
1.1256 |
1.1277 |
1.1243 |
| S2 |
1.1229 |
1.1229 |
1.1271 |
|
| S3 |
1.1157 |
1.1184 |
1.1264 |
|
| S4 |
1.1085 |
1.1112 |
1.1244 |
|
|
| 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% |
0.0062 |
0.5% |
37% |
False |
False |
25,655 |
| 10 |
1.1388 |
1.1244 |
0.0144 |
1.3% |
0.0069 |
0.6% |
28% |
False |
False |
29,236 |
| 20 |
1.1503 |
1.1244 |
0.0259 |
2.3% |
0.0073 |
0.7% |
15% |
False |
False |
24,967 |
| 40 |
1.1503 |
1.1056 |
0.0447 |
4.0% |
0.0067 |
0.6% |
51% |
False |
False |
12,697 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
61% |
False |
False |
8,480 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0058 |
0.5% |
61% |
False |
False |
6,363 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0047 |
0.4% |
66% |
False |
False |
5,090 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0039 |
0.3% |
66% |
False |
False |
4,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1533 |
|
1.618 |
1.1461 |
|
1.000 |
1.1417 |
|
0.618 |
1.1389 |
|
HIGH |
1.1345 |
|
0.618 |
1.1317 |
|
0.500 |
1.1309 |
|
0.382 |
1.1301 |
|
LOW |
1.1273 |
|
0.618 |
1.1229 |
|
1.000 |
1.1201 |
|
1.618 |
1.1157 |
|
2.618 |
1.1085 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1309 |
1.1302 |
| PP |
1.1301 |
1.1296 |
| S1 |
1.1292 |
1.1290 |
|