CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1330 |
-0.0015 |
-0.1% |
1.1410 |
| High |
1.1397 |
1.1343 |
-0.0054 |
-0.5% |
1.1431 |
| Low |
1.1321 |
1.1301 |
-0.0020 |
-0.2% |
1.1321 |
| Close |
1.1340 |
1.1308 |
-0.0032 |
-0.3% |
1.1340 |
| Range |
0.0076 |
0.0042 |
-0.0034 |
-44.7% |
0.0110 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
20,172 |
8,433 |
-11,739 |
-58.2% |
86,123 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1418 |
1.1331 |
|
| R3 |
1.1401 |
1.1376 |
1.1320 |
|
| R2 |
1.1359 |
1.1359 |
1.1316 |
|
| R1 |
1.1334 |
1.1334 |
1.1312 |
1.1326 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1313 |
| S1 |
1.1292 |
1.1292 |
1.1304 |
1.1284 |
| S2 |
1.1275 |
1.1275 |
1.1300 |
|
| S3 |
1.1233 |
1.1250 |
1.1296 |
|
| S4 |
1.1191 |
1.1208 |
1.1285 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1627 |
1.1401 |
|
| R3 |
1.1584 |
1.1517 |
1.1370 |
|
| R2 |
1.1474 |
1.1474 |
1.1360 |
|
| R1 |
1.1407 |
1.1407 |
1.1350 |
1.1386 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1353 |
| S1 |
1.1297 |
1.1297 |
1.1330 |
1.1276 |
| S2 |
1.1254 |
1.1254 |
1.1320 |
|
| S3 |
1.1144 |
1.1187 |
1.1310 |
|
| S4 |
1.1034 |
1.1077 |
1.1280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1431 |
1.1301 |
0.0130 |
1.1% |
0.0060 |
0.5% |
5% |
False |
True |
18,911 |
| 10 |
1.1443 |
1.1212 |
0.0231 |
2.0% |
0.0062 |
0.5% |
42% |
False |
False |
22,348 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0067 |
0.6% |
49% |
False |
False |
27,253 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0071 |
0.6% |
40% |
False |
False |
20,578 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0067 |
0.6% |
59% |
False |
False |
13,746 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
65% |
False |
False |
10,317 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0054 |
0.5% |
65% |
False |
False |
8,255 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0046 |
0.4% |
70% |
False |
False |
6,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1453 |
|
1.618 |
1.1411 |
|
1.000 |
1.1385 |
|
0.618 |
1.1369 |
|
HIGH |
1.1343 |
|
0.618 |
1.1327 |
|
0.500 |
1.1322 |
|
0.382 |
1.1317 |
|
LOW |
1.1301 |
|
0.618 |
1.1275 |
|
1.000 |
1.1259 |
|
1.618 |
1.1233 |
|
2.618 |
1.1191 |
|
4.250 |
1.1123 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1349 |
| PP |
1.1317 |
1.1335 |
| S1 |
1.1313 |
1.1322 |
|