CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1360 |
1.1365 |
0.0005 |
0.0% |
1.1330 |
| High |
1.1406 |
1.1386 |
-0.0020 |
-0.2% |
1.1366 |
| Low |
1.1333 |
1.1308 |
-0.0025 |
-0.2% |
1.1289 |
| Close |
1.1370 |
1.1321 |
-0.0049 |
-0.4% |
1.1356 |
| Range |
0.0073 |
0.0078 |
0.0005 |
6.8% |
0.0077 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
30,839 |
26,846 |
-3,993 |
-12.9% |
89,009 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1525 |
1.1364 |
|
| R3 |
1.1494 |
1.1447 |
1.1342 |
|
| R2 |
1.1416 |
1.1416 |
1.1335 |
|
| R1 |
1.1369 |
1.1369 |
1.1328 |
1.1354 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1331 |
| S1 |
1.1291 |
1.1291 |
1.1314 |
1.1276 |
| S2 |
1.1260 |
1.1260 |
1.1307 |
|
| S3 |
1.1182 |
1.1213 |
1.1300 |
|
| S4 |
1.1104 |
1.1135 |
1.1278 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1539 |
1.1398 |
|
| R3 |
1.1491 |
1.1462 |
1.1377 |
|
| R2 |
1.1414 |
1.1414 |
1.1370 |
|
| R1 |
1.1385 |
1.1385 |
1.1363 |
1.1400 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1344 |
| S1 |
1.1308 |
1.1308 |
1.1349 |
1.1323 |
| S2 |
1.1260 |
1.1260 |
1.1342 |
|
| S3 |
1.1183 |
1.1231 |
1.1335 |
|
| S4 |
1.1106 |
1.1154 |
1.1314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1406 |
1.1295 |
0.0111 |
1.0% |
0.0058 |
0.5% |
23% |
False |
False |
23,834 |
| 10 |
1.1406 |
1.1289 |
0.0117 |
1.0% |
0.0056 |
0.5% |
27% |
False |
False |
21,040 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0061 |
0.5% |
54% |
False |
False |
24,876 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.9% |
0.0067 |
0.6% |
44% |
False |
False |
23,936 |
| 60 |
1.1503 |
1.1040 |
0.0463 |
4.1% |
0.0065 |
0.6% |
61% |
False |
False |
16,044 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
67% |
False |
False |
12,045 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0057 |
0.5% |
67% |
False |
False |
9,637 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0048 |
0.4% |
72% |
False |
False |
8,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1590 |
|
1.618 |
1.1512 |
|
1.000 |
1.1464 |
|
0.618 |
1.1434 |
|
HIGH |
1.1386 |
|
0.618 |
1.1356 |
|
0.500 |
1.1347 |
|
0.382 |
1.1338 |
|
LOW |
1.1308 |
|
0.618 |
1.1260 |
|
1.000 |
1.1230 |
|
1.618 |
1.1182 |
|
2.618 |
1.1104 |
|
4.250 |
1.0977 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1357 |
| PP |
1.1338 |
1.1345 |
| S1 |
1.1330 |
1.1333 |
|