CME Swiss Franc Future September 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 |
1.1323 |
1.1328 |
0.0005 |
0.0% |
1.1418 |
| High |
1.1323 |
1.1358 |
0.0035 |
0.3% |
1.1418 |
| Low |
1.1305 |
1.1311 |
0.0006 |
0.1% |
1.1332 |
| Close |
1.1312 |
1.1336 |
0.0024 |
0.2% |
1.1349 |
| Range |
0.0018 |
0.0047 |
0.0029 |
161.1% |
0.0086 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
34 |
2 |
-32 |
-94.1% |
268 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1453 |
1.1362 |
|
| R3 |
1.1429 |
1.1406 |
1.1349 |
|
| R2 |
1.1382 |
1.1382 |
1.1345 |
|
| R1 |
1.1359 |
1.1359 |
1.1340 |
1.1371 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1341 |
| S1 |
1.1312 |
1.1312 |
1.1332 |
1.1324 |
| S2 |
1.1288 |
1.1288 |
1.1327 |
|
| S3 |
1.1241 |
1.1265 |
1.1323 |
|
| S4 |
1.1194 |
1.1218 |
1.1310 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1573 |
1.1396 |
|
| R3 |
1.1538 |
1.1487 |
1.1373 |
|
| R2 |
1.1452 |
1.1452 |
1.1365 |
|
| R1 |
1.1401 |
1.1401 |
1.1357 |
1.1384 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1358 |
| S1 |
1.1315 |
1.1315 |
1.1341 |
1.1298 |
| S2 |
1.1280 |
1.1280 |
1.1333 |
|
| S3 |
1.1194 |
1.1229 |
1.1325 |
|
| S4 |
1.1108 |
1.1143 |
1.1302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1403 |
1.1305 |
0.0098 |
0.9% |
0.0043 |
0.4% |
32% |
False |
False |
67 |
| 10 |
1.1448 |
1.1305 |
0.0143 |
1.3% |
0.0043 |
0.4% |
22% |
False |
False |
65 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0045 |
0.4% |
53% |
False |
False |
47 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0037 |
0.3% |
42% |
False |
False |
29 |
| 60 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0026 |
0.2% |
62% |
False |
False |
39 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0020 |
0.2% |
66% |
False |
False |
29 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0016 |
0.1% |
66% |
False |
False |
24 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0014 |
0.1% |
72% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1481 |
|
1.618 |
1.1434 |
|
1.000 |
1.1405 |
|
0.618 |
1.1387 |
|
HIGH |
1.1358 |
|
0.618 |
1.1340 |
|
0.500 |
1.1335 |
|
0.382 |
1.1329 |
|
LOW |
1.1311 |
|
0.618 |
1.1282 |
|
1.000 |
1.1264 |
|
1.618 |
1.1235 |
|
2.618 |
1.1188 |
|
4.250 |
1.1111 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1336 |
1.1335 |
| PP |
1.1335 |
1.1333 |
| S1 |
1.1335 |
1.1332 |
|