CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1372 |
1.1417 |
0.0045 |
0.4% |
1.1216 |
| High |
1.1434 |
1.1443 |
0.0009 |
0.1% |
1.1443 |
| Low |
1.1363 |
1.1406 |
0.0043 |
0.4% |
1.1212 |
| Close |
1.1419 |
1.1431 |
0.0012 |
0.1% |
1.1431 |
| Range |
0.0071 |
0.0037 |
-0.0034 |
-47.9% |
0.0231 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
24,348 |
26,214 |
1,866 |
7.7% |
128,927 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1521 |
1.1451 |
|
| R3 |
1.1501 |
1.1484 |
1.1441 |
|
| R2 |
1.1464 |
1.1464 |
1.1438 |
|
| R1 |
1.1447 |
1.1447 |
1.1434 |
1.1456 |
| PP |
1.1427 |
1.1427 |
1.1427 |
1.1431 |
| S1 |
1.1410 |
1.1410 |
1.1428 |
1.1419 |
| S2 |
1.1390 |
1.1390 |
1.1424 |
|
| S3 |
1.1353 |
1.1373 |
1.1421 |
|
| S4 |
1.1316 |
1.1336 |
1.1411 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.1974 |
1.1558 |
|
| R3 |
1.1824 |
1.1743 |
1.1495 |
|
| R2 |
1.1593 |
1.1593 |
1.1473 |
|
| R1 |
1.1512 |
1.1512 |
1.1452 |
1.1553 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1382 |
| S1 |
1.1281 |
1.1281 |
1.1410 |
1.1322 |
| S2 |
1.1131 |
1.1131 |
1.1389 |
|
| S3 |
1.0900 |
1.1050 |
1.1367 |
|
| S4 |
1.0669 |
1.0819 |
1.1304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1443 |
1.1212 |
0.0231 |
2.0% |
0.0063 |
0.6% |
95% |
True |
False |
25,785 |
| 10 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0068 |
0.6% |
95% |
True |
False |
29,928 |
| 20 |
1.1483 |
1.1179 |
0.0304 |
2.7% |
0.0071 |
0.6% |
83% |
False |
False |
29,588 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0070 |
0.6% |
78% |
False |
False |
18,238 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0068 |
0.6% |
87% |
False |
False |
12,173 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0064 |
0.6% |
87% |
False |
False |
9,136 |
| 100 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0051 |
0.4% |
88% |
False |
False |
7,309 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0043 |
0.4% |
89% |
False |
False |
6,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1540 |
|
1.618 |
1.1503 |
|
1.000 |
1.1480 |
|
0.618 |
1.1466 |
|
HIGH |
1.1443 |
|
0.618 |
1.1429 |
|
0.500 |
1.1425 |
|
0.382 |
1.1420 |
|
LOW |
1.1406 |
|
0.618 |
1.1383 |
|
1.000 |
1.1369 |
|
1.618 |
1.1346 |
|
2.618 |
1.1309 |
|
4.250 |
1.1249 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1429 |
1.1413 |
| PP |
1.1427 |
1.1395 |
| S1 |
1.1425 |
1.1377 |
|