CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1216 |
-0.0010 |
-0.1% |
1.1282 |
| High |
1.1236 |
1.1276 |
0.0040 |
0.4% |
1.1351 |
| Low |
1.1179 |
1.1212 |
0.0033 |
0.3% |
1.1179 |
| Close |
1.1218 |
1.1271 |
0.0053 |
0.5% |
1.1218 |
| Range |
0.0057 |
0.0064 |
0.0007 |
12.3% |
0.0172 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
42,787 |
22,327 |
-20,460 |
-47.8% |
170,358 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1422 |
1.1306 |
|
| R3 |
1.1381 |
1.1358 |
1.1289 |
|
| R2 |
1.1317 |
1.1317 |
1.1283 |
|
| R1 |
1.1294 |
1.1294 |
1.1277 |
1.1306 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1259 |
| S1 |
1.1230 |
1.1230 |
1.1265 |
1.1242 |
| S2 |
1.1189 |
1.1189 |
1.1259 |
|
| S3 |
1.1125 |
1.1166 |
1.1253 |
|
| S4 |
1.1061 |
1.1102 |
1.1236 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1664 |
1.1313 |
|
| R3 |
1.1593 |
1.1492 |
1.1265 |
|
| R2 |
1.1421 |
1.1421 |
1.1250 |
|
| R1 |
1.1320 |
1.1320 |
1.1234 |
1.1285 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1232 |
| S1 |
1.1148 |
1.1148 |
1.1202 |
1.1113 |
| S2 |
1.1077 |
1.1077 |
1.1186 |
|
| S3 |
1.0905 |
1.0976 |
1.1171 |
|
| S4 |
1.0733 |
1.0804 |
1.1123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1351 |
1.1179 |
0.0172 |
1.5% |
0.0069 |
0.6% |
53% |
False |
False |
31,622 |
| 10 |
1.1369 |
1.1179 |
0.0190 |
1.7% |
0.0069 |
0.6% |
48% |
False |
False |
30,838 |
| 20 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0072 |
0.6% |
28% |
False |
False |
29,673 |
| 40 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0068 |
0.6% |
45% |
False |
False |
15,576 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0068 |
0.6% |
58% |
False |
False |
10,400 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0060 |
0.5% |
58% |
False |
False |
7,804 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0049 |
0.4% |
61% |
False |
False |
6,243 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0041 |
0.4% |
64% |
False |
False |
5,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1548 |
|
2.618 |
1.1444 |
|
1.618 |
1.1380 |
|
1.000 |
1.1340 |
|
0.618 |
1.1316 |
|
HIGH |
1.1276 |
|
0.618 |
1.1252 |
|
0.500 |
1.1244 |
|
0.382 |
1.1236 |
|
LOW |
1.1212 |
|
0.618 |
1.1172 |
|
1.000 |
1.1148 |
|
1.618 |
1.1108 |
|
2.618 |
1.1044 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1263 |
| PP |
1.1253 |
1.1255 |
| S1 |
1.1244 |
1.1247 |
|