CME Swiss Franc Future September 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 |
1.1346 |
1.1326 |
-0.0020 |
-0.2% |
1.1335 |
| High |
1.1346 |
1.1378 |
0.0032 |
0.3% |
1.1371 |
| Low |
1.1321 |
1.1326 |
0.0005 |
0.0% |
1.1305 |
| Close |
1.1330 |
1.1378 |
0.0048 |
0.4% |
1.1365 |
| Range |
0.0025 |
0.0052 |
0.0027 |
108.0% |
0.0066 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.6% |
0.0000 |
| Volume |
63 |
9 |
-54 |
-85.7% |
277 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1499 |
1.1407 |
|
| R3 |
1.1465 |
1.1447 |
1.1392 |
|
| R2 |
1.1413 |
1.1413 |
1.1388 |
|
| R1 |
1.1395 |
1.1395 |
1.1383 |
1.1404 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1365 |
| S1 |
1.1343 |
1.1343 |
1.1373 |
1.1352 |
| S2 |
1.1309 |
1.1309 |
1.1368 |
|
| S3 |
1.1257 |
1.1291 |
1.1364 |
|
| S4 |
1.1205 |
1.1239 |
1.1349 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1545 |
1.1521 |
1.1401 |
|
| R3 |
1.1479 |
1.1455 |
1.1383 |
|
| R2 |
1.1413 |
1.1413 |
1.1377 |
|
| R1 |
1.1389 |
1.1389 |
1.1371 |
1.1401 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1353 |
| S1 |
1.1323 |
1.1323 |
1.1359 |
1.1335 |
| S2 |
1.1281 |
1.1281 |
1.1353 |
|
| S3 |
1.1215 |
1.1257 |
1.1347 |
|
| S4 |
1.1149 |
1.1191 |
1.1329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1411 |
1.1307 |
0.0104 |
0.9% |
0.0042 |
0.4% |
68% |
False |
False |
40 |
| 10 |
1.1411 |
1.1305 |
0.0106 |
0.9% |
0.0043 |
0.4% |
69% |
False |
False |
54 |
| 20 |
1.1448 |
1.1209 |
0.0239 |
2.1% |
0.0046 |
0.4% |
71% |
False |
False |
50 |
| 40 |
1.1513 |
1.1209 |
0.0304 |
2.7% |
0.0039 |
0.3% |
56% |
False |
False |
34 |
| 60 |
1.1513 |
1.1083 |
0.0430 |
3.8% |
0.0030 |
0.3% |
69% |
False |
False |
42 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0023 |
0.2% |
74% |
False |
False |
32 |
| 100 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0018 |
0.2% |
74% |
False |
False |
26 |
| 120 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0016 |
0.1% |
79% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1514 |
|
1.618 |
1.1462 |
|
1.000 |
1.1430 |
|
0.618 |
1.1410 |
|
HIGH |
1.1378 |
|
0.618 |
1.1358 |
|
0.500 |
1.1352 |
|
0.382 |
1.1346 |
|
LOW |
1.1326 |
|
0.618 |
1.1294 |
|
1.000 |
1.1274 |
|
1.618 |
1.1242 |
|
2.618 |
1.1190 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1369 |
1.1374 |
| PP |
1.1361 |
1.1370 |
| S1 |
1.1352 |
1.1366 |
|