CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1262 |
-0.0031 |
-0.3% |
1.1344 |
| High |
1.1321 |
1.1304 |
-0.0017 |
-0.2% |
1.1375 |
| Low |
1.1293 |
1.1262 |
-0.0031 |
-0.3% |
1.1262 |
| Close |
1.1301 |
1.1293 |
-0.0008 |
-0.1% |
1.1293 |
| Range |
0.0028 |
0.0042 |
0.0014 |
50.0% |
0.0113 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
12 |
49 |
37 |
308.3% |
165 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1395 |
1.1316 |
|
| R3 |
1.1370 |
1.1353 |
1.1305 |
|
| R2 |
1.1328 |
1.1328 |
1.1301 |
|
| R1 |
1.1311 |
1.1311 |
1.1297 |
1.1320 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1291 |
| S1 |
1.1269 |
1.1269 |
1.1289 |
1.1278 |
| S2 |
1.1244 |
1.1244 |
1.1285 |
|
| S3 |
1.1202 |
1.1227 |
1.1281 |
|
| S4 |
1.1160 |
1.1185 |
1.1270 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1584 |
1.1355 |
|
| R3 |
1.1536 |
1.1471 |
1.1324 |
|
| R2 |
1.1423 |
1.1423 |
1.1314 |
|
| R1 |
1.1358 |
1.1358 |
1.1303 |
1.1334 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1298 |
| S1 |
1.1245 |
1.1245 |
1.1283 |
1.1221 |
| S2 |
1.1197 |
1.1197 |
1.1272 |
|
| S3 |
1.1084 |
1.1132 |
1.1262 |
|
| S4 |
1.0971 |
1.1019 |
1.1231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1375 |
1.1262 |
0.0113 |
1.0% |
0.0037 |
0.3% |
27% |
False |
True |
33 |
| 10 |
1.1470 |
1.1262 |
0.0208 |
1.8% |
0.0029 |
0.3% |
15% |
False |
True |
23 |
| 20 |
1.1513 |
1.1262 |
0.0251 |
2.2% |
0.0029 |
0.3% |
12% |
False |
True |
15 |
| 40 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0019 |
0.2% |
53% |
False |
False |
37 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0014 |
0.1% |
58% |
False |
False |
25 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0010 |
0.1% |
58% |
False |
False |
19 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0009 |
0.1% |
66% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1414 |
|
1.618 |
1.1372 |
|
1.000 |
1.1346 |
|
0.618 |
1.1330 |
|
HIGH |
1.1304 |
|
0.618 |
1.1288 |
|
0.500 |
1.1283 |
|
0.382 |
1.1278 |
|
LOW |
1.1262 |
|
0.618 |
1.1236 |
|
1.000 |
1.1220 |
|
1.618 |
1.1194 |
|
2.618 |
1.1152 |
|
4.250 |
1.1084 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1290 |
1.1293 |
| PP |
1.1286 |
1.1293 |
| S1 |
1.1283 |
1.1293 |
|