CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1303 |
-0.0001 |
0.0% |
1.1410 |
| High |
1.1326 |
1.1359 |
0.0033 |
0.3% |
1.1431 |
| Low |
1.1289 |
1.1299 |
0.0010 |
0.1% |
1.1321 |
| Close |
1.1303 |
1.1327 |
0.0024 |
0.2% |
1.1340 |
| Range |
0.0037 |
0.0060 |
0.0023 |
62.2% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
19,090 |
22,826 |
3,736 |
19.6% |
86,123 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1478 |
1.1360 |
|
| R3 |
1.1448 |
1.1418 |
1.1344 |
|
| R2 |
1.1388 |
1.1388 |
1.1338 |
|
| R1 |
1.1358 |
1.1358 |
1.1333 |
1.1373 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1336 |
| S1 |
1.1298 |
1.1298 |
1.1322 |
1.1313 |
| S2 |
1.1268 |
1.1268 |
1.1316 |
|
| S3 |
1.1208 |
1.1238 |
1.1311 |
|
| S4 |
1.1148 |
1.1178 |
1.1294 |
|
|
| 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% |
0.0057 |
0.5% |
35% |
False |
False |
18,432 |
| 10 |
1.1443 |
1.1289 |
0.0154 |
1.4% |
0.0058 |
0.5% |
25% |
False |
False |
21,387 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0062 |
0.5% |
56% |
False |
False |
25,624 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0070 |
0.6% |
46% |
False |
False |
21,603 |
| 60 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0066 |
0.6% |
63% |
False |
False |
14,443 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
68% |
False |
False |
10,841 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0055 |
0.5% |
68% |
False |
False |
8,674 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0046 |
0.4% |
73% |
False |
False |
7,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1516 |
|
1.618 |
1.1456 |
|
1.000 |
1.1419 |
|
0.618 |
1.1396 |
|
HIGH |
1.1359 |
|
0.618 |
1.1336 |
|
0.500 |
1.1329 |
|
0.382 |
1.1322 |
|
LOW |
1.1299 |
|
0.618 |
1.1262 |
|
1.000 |
1.1239 |
|
1.618 |
1.1202 |
|
2.618 |
1.1142 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1329 |
1.1326 |
| PP |
1.1328 |
1.1325 |
| S1 |
1.1328 |
1.1324 |
|