CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1270 |
0.0054 |
0.5% |
1.1282 |
| High |
1.1276 |
1.1337 |
0.0061 |
0.5% |
1.1351 |
| Low |
1.1212 |
1.1267 |
0.0055 |
0.5% |
1.1179 |
| Close |
1.1271 |
1.1328 |
0.0057 |
0.5% |
1.1218 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0172 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22,327 |
29,202 |
6,875 |
30.8% |
170,358 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1494 |
1.1367 |
|
| R3 |
1.1451 |
1.1424 |
1.1347 |
|
| R2 |
1.1381 |
1.1381 |
1.1341 |
|
| R1 |
1.1354 |
1.1354 |
1.1334 |
1.1368 |
| PP |
1.1311 |
1.1311 |
1.1311 |
1.1317 |
| S1 |
1.1284 |
1.1284 |
1.1322 |
1.1298 |
| S2 |
1.1241 |
1.1241 |
1.1315 |
|
| S3 |
1.1171 |
1.1214 |
1.1309 |
|
| S4 |
1.1101 |
1.1144 |
1.1290 |
|
|
| 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 |
1.1345 |
1.1179 |
0.0166 |
1.5% |
0.0074 |
0.7% |
90% |
False |
False |
33,361 |
| 10 |
1.1351 |
1.1179 |
0.0172 |
1.5% |
0.0066 |
0.6% |
87% |
False |
False |
29,861 |
| 20 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0074 |
0.6% |
46% |
False |
False |
30,317 |
| 40 |
1.1503 |
1.1084 |
0.0419 |
3.7% |
0.0070 |
0.6% |
58% |
False |
False |
16,305 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
69% |
False |
False |
10,886 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0061 |
0.5% |
69% |
False |
False |
8,169 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0049 |
0.4% |
70% |
False |
False |
6,535 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0042 |
0.4% |
73% |
False |
False |
5,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1520 |
|
1.618 |
1.1450 |
|
1.000 |
1.1407 |
|
0.618 |
1.1380 |
|
HIGH |
1.1337 |
|
0.618 |
1.1310 |
|
0.500 |
1.1302 |
|
0.382 |
1.1294 |
|
LOW |
1.1267 |
|
0.618 |
1.1224 |
|
1.000 |
1.1197 |
|
1.618 |
1.1154 |
|
2.618 |
1.1084 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1305 |
| PP |
1.1311 |
1.1281 |
| S1 |
1.1302 |
1.1258 |
|