CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1369 |
1.1364 |
-0.0005 |
0.0% |
1.1216 |
| High |
1.1390 |
1.1394 |
0.0004 |
0.0% |
1.1443 |
| Low |
1.1345 |
1.1326 |
-0.0019 |
-0.2% |
1.1212 |
| Close |
1.1364 |
1.1351 |
-0.0013 |
-0.1% |
1.1431 |
| Range |
0.0045 |
0.0068 |
0.0023 |
51.1% |
0.0231 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.1% |
0.0000 |
| Volume |
21,900 |
21,642 |
-258 |
-1.2% |
128,927 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1524 |
1.1388 |
|
| R3 |
1.1493 |
1.1456 |
1.1370 |
|
| R2 |
1.1425 |
1.1425 |
1.1363 |
|
| R1 |
1.1388 |
1.1388 |
1.1357 |
1.1373 |
| PP |
1.1357 |
1.1357 |
1.1357 |
1.1349 |
| S1 |
1.1320 |
1.1320 |
1.1345 |
1.1305 |
| S2 |
1.1289 |
1.1289 |
1.1339 |
|
| S3 |
1.1221 |
1.1252 |
1.1332 |
|
| S4 |
1.1153 |
1.1184 |
1.1314 |
|
|
| 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 |
1.1326 |
0.0117 |
1.0% |
0.0058 |
0.5% |
21% |
False |
True |
23,302 |
| 10 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0066 |
0.6% |
65% |
False |
False |
28,782 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0068 |
0.6% |
65% |
False |
False |
29,009 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0070 |
0.6% |
53% |
False |
False |
19,868 |
| 60 |
1.1503 |
1.0958 |
0.0545 |
4.8% |
0.0068 |
0.6% |
72% |
False |
False |
13,270 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
73% |
False |
False |
9,960 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0053 |
0.5% |
73% |
False |
False |
7,969 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0045 |
0.4% |
76% |
False |
False |
6,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1572 |
|
1.618 |
1.1504 |
|
1.000 |
1.1462 |
|
0.618 |
1.1436 |
|
HIGH |
1.1394 |
|
0.618 |
1.1368 |
|
0.500 |
1.1360 |
|
0.382 |
1.1352 |
|
LOW |
1.1326 |
|
0.618 |
1.1284 |
|
1.000 |
1.1258 |
|
1.618 |
1.1216 |
|
2.618 |
1.1148 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1360 |
1.1379 |
| PP |
1.1357 |
1.1369 |
| S1 |
1.1354 |
1.1360 |
|