CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1304 |
-0.0026 |
-0.2% |
1.1410 |
| High |
1.1343 |
1.1326 |
-0.0017 |
-0.1% |
1.1431 |
| Low |
1.1301 |
1.1289 |
-0.0012 |
-0.1% |
1.1321 |
| Close |
1.1308 |
1.1303 |
-0.0005 |
0.0% |
1.1340 |
| Range |
0.0042 |
0.0037 |
-0.0005 |
-11.9% |
0.0110 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
8,433 |
19,090 |
10,657 |
126.4% |
86,123 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1397 |
1.1323 |
|
| R3 |
1.1380 |
1.1360 |
1.1313 |
|
| R2 |
1.1343 |
1.1343 |
1.1310 |
|
| R1 |
1.1323 |
1.1323 |
1.1306 |
1.1315 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1302 |
| S1 |
1.1286 |
1.1286 |
1.1300 |
1.1278 |
| S2 |
1.1269 |
1.1269 |
1.1296 |
|
| S3 |
1.1232 |
1.1249 |
1.1293 |
|
| S4 |
1.1195 |
1.1212 |
1.1283 |
|
|
| 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 |
1.1397 |
1.1289 |
0.0108 |
1.0% |
0.0054 |
0.5% |
13% |
False |
True |
18,247 |
| 10 |
1.1443 |
1.1267 |
0.0176 |
1.6% |
0.0059 |
0.5% |
20% |
False |
False |
22,024 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0064 |
0.6% |
47% |
False |
False |
26,431 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0070 |
0.6% |
38% |
False |
False |
21,034 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0065 |
0.6% |
57% |
False |
False |
14,064 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
64% |
False |
False |
10,556 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0055 |
0.5% |
64% |
False |
False |
8,445 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0046 |
0.4% |
69% |
False |
False |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1423 |
|
1.618 |
1.1386 |
|
1.000 |
1.1363 |
|
0.618 |
1.1349 |
|
HIGH |
1.1326 |
|
0.618 |
1.1312 |
|
0.500 |
1.1308 |
|
0.382 |
1.1303 |
|
LOW |
1.1289 |
|
0.618 |
1.1266 |
|
1.000 |
1.1252 |
|
1.618 |
1.1229 |
|
2.618 |
1.1192 |
|
4.250 |
1.1132 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1343 |
| PP |
1.1306 |
1.1330 |
| S1 |
1.1305 |
1.1316 |
|