CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1365 |
1.1319 |
-0.0046 |
-0.4% |
1.1330 |
| High |
1.1386 |
1.1385 |
-0.0001 |
0.0% |
1.1366 |
| Low |
1.1308 |
1.1300 |
-0.0008 |
-0.1% |
1.1289 |
| Close |
1.1321 |
1.1369 |
0.0048 |
0.4% |
1.1356 |
| Range |
0.0078 |
0.0085 |
0.0007 |
9.0% |
0.0077 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.6% |
0.0000 |
| Volume |
26,846 |
37,221 |
10,375 |
38.6% |
89,009 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1573 |
1.1416 |
|
| R3 |
1.1521 |
1.1488 |
1.1392 |
|
| R2 |
1.1436 |
1.1436 |
1.1385 |
|
| R1 |
1.1403 |
1.1403 |
1.1377 |
1.1420 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1360 |
| S1 |
1.1318 |
1.1318 |
1.1361 |
1.1335 |
| S2 |
1.1266 |
1.1266 |
1.1353 |
|
| S3 |
1.1181 |
1.1233 |
1.1346 |
|
| S4 |
1.1096 |
1.1148 |
1.1322 |
|
|
| 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% |
0.0063 |
0.6% |
67% |
False |
False |
26,713 |
| 10 |
1.1406 |
1.1289 |
0.0117 |
1.0% |
0.0060 |
0.5% |
68% |
False |
False |
22,572 |
| 20 |
1.1443 |
1.1179 |
0.0264 |
2.3% |
0.0063 |
0.6% |
72% |
False |
False |
25,712 |
| 40 |
1.1503 |
1.1179 |
0.0324 |
2.8% |
0.0068 |
0.6% |
59% |
False |
False |
24,809 |
| 60 |
1.1503 |
1.1056 |
0.0447 |
3.9% |
0.0066 |
0.6% |
70% |
False |
False |
16,663 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
76% |
False |
False |
12,509 |
| 100 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0058 |
0.5% |
76% |
False |
False |
10,009 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0049 |
0.4% |
79% |
False |
False |
8,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1608 |
|
1.618 |
1.1523 |
|
1.000 |
1.1470 |
|
0.618 |
1.1438 |
|
HIGH |
1.1385 |
|
0.618 |
1.1353 |
|
0.500 |
1.1343 |
|
0.382 |
1.1332 |
|
LOW |
1.1300 |
|
0.618 |
1.1247 |
|
1.000 |
1.1215 |
|
1.618 |
1.1162 |
|
2.618 |
1.1077 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1360 |
1.1364 |
| PP |
1.1351 |
1.1358 |
| S1 |
1.1343 |
1.1353 |
|