CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.1347 |
1.1361 |
0.0014 |
0.1% |
1.1394 |
High |
1.1347 |
1.1361 |
0.0014 |
0.1% |
1.1394 |
Low |
1.1347 |
1.1361 |
0.0014 |
0.1% |
1.1360 |
Close |
1.1347 |
1.1361 |
0.0014 |
0.1% |
1.1360 |
Range |
|
|
|
|
|
ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
16 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1361 |
1.1361 |
1.1361 |
|
R3 |
1.1361 |
1.1361 |
1.1361 |
|
R2 |
1.1361 |
1.1361 |
1.1361 |
|
R1 |
1.1361 |
1.1361 |
1.1361 |
1.1361 |
PP |
1.1361 |
1.1361 |
1.1361 |
1.1361 |
S1 |
1.1361 |
1.1361 |
1.1361 |
1.1361 |
S2 |
1.1361 |
1.1361 |
1.1361 |
|
S3 |
1.1361 |
1.1361 |
1.1361 |
|
S4 |
1.1361 |
1.1361 |
1.1361 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1473 |
1.1451 |
1.1379 |
|
R3 |
1.1439 |
1.1417 |
1.1369 |
|
R2 |
1.1405 |
1.1405 |
1.1366 |
|
R1 |
1.1383 |
1.1383 |
1.1363 |
1.1377 |
PP |
1.1371 |
1.1371 |
1.1371 |
1.1369 |
S1 |
1.1349 |
1.1349 |
1.1357 |
1.1343 |
S2 |
1.1337 |
1.1337 |
1.1354 |
|
S3 |
1.1303 |
1.1315 |
1.1351 |
|
S4 |
1.1269 |
1.1281 |
1.1341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1361 |
1.1323 |
0.0038 |
0.3% |
0.0004 |
0.0% |
100% |
True |
False |
4 |
10 |
1.1451 |
1.1323 |
0.0128 |
1.1% |
0.0002 |
0.0% |
30% |
False |
False |
4 |
20 |
1.1451 |
1.1238 |
0.0213 |
1.9% |
0.0002 |
0.0% |
58% |
False |
False |
2 |
40 |
1.1491 |
1.1238 |
0.0253 |
2.2% |
0.0002 |
0.0% |
49% |
False |
False |
59 |
60 |
1.1491 |
1.1061 |
0.0430 |
3.8% |
0.0005 |
0.0% |
70% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1361 |
2.618 |
1.1361 |
1.618 |
1.1361 |
1.000 |
1.1361 |
0.618 |
1.1361 |
HIGH |
1.1361 |
0.618 |
1.1361 |
0.500 |
1.1361 |
0.382 |
1.1361 |
LOW |
1.1361 |
0.618 |
1.1361 |
1.000 |
1.1361 |
1.618 |
1.1361 |
2.618 |
1.1361 |
4.250 |
1.1361 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1361 |
1.1355 |
PP |
1.1361 |
1.1348 |
S1 |
1.1361 |
1.1342 |
|