CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1285 |
-0.0040 |
-0.4% |
1.1347 |
| High |
1.1345 |
1.1315 |
-0.0030 |
-0.3% |
1.1388 |
| Low |
1.1273 |
1.1207 |
-0.0066 |
-0.6% |
1.1244 |
| Close |
1.1284 |
1.1225 |
-0.0059 |
-0.5% |
1.1283 |
| Range |
0.0072 |
0.0108 |
0.0036 |
50.0% |
0.0144 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.8% |
0.0000 |
| Volume |
22,330 |
50,160 |
27,830 |
124.6% |
151,226 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1507 |
1.1284 |
|
| R3 |
1.1465 |
1.1399 |
1.1255 |
|
| R2 |
1.1357 |
1.1357 |
1.1245 |
|
| R1 |
1.1291 |
1.1291 |
1.1235 |
1.1270 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1239 |
| S1 |
1.1183 |
1.1183 |
1.1215 |
1.1162 |
| S2 |
1.1141 |
1.1141 |
1.1205 |
|
| S3 |
1.1033 |
1.1075 |
1.1195 |
|
| S4 |
1.0925 |
1.0967 |
1.1166 |
|
|
| 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 |
1.1207 |
0.0144 |
1.3% |
0.0075 |
0.7% |
13% |
False |
True |
30,579 |
| 10 |
1.1388 |
1.1207 |
0.0181 |
1.6% |
0.0071 |
0.6% |
10% |
False |
True |
30,055 |
| 20 |
1.1503 |
1.1207 |
0.0296 |
2.6% |
0.0073 |
0.6% |
6% |
False |
True |
27,184 |
| 40 |
1.1503 |
1.1072 |
0.0431 |
3.8% |
0.0069 |
0.6% |
35% |
False |
False |
13,950 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0067 |
0.6% |
50% |
False |
False |
9,315 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
5.0% |
0.0059 |
0.5% |
50% |
False |
False |
6,990 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0048 |
0.4% |
57% |
False |
False |
5,592 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0040 |
0.4% |
57% |
False |
False |
4,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1598 |
|
1.618 |
1.1490 |
|
1.000 |
1.1423 |
|
0.618 |
1.1382 |
|
HIGH |
1.1315 |
|
0.618 |
1.1274 |
|
0.500 |
1.1261 |
|
0.382 |
1.1248 |
|
LOW |
1.1207 |
|
0.618 |
1.1140 |
|
1.000 |
1.1099 |
|
1.618 |
1.1032 |
|
2.618 |
1.0924 |
|
4.250 |
1.0748 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1261 |
1.1279 |
| PP |
1.1249 |
1.1261 |
| S1 |
1.1237 |
1.1243 |
|