CME Swiss Franc Future December 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1.1361 |
1.1376 |
0.0015 |
0.1% |
1.1348 |
High |
1.1361 |
1.1376 |
0.0015 |
0.1% |
1.1376 |
Low |
1.1361 |
1.1376 |
0.0015 |
0.1% |
1.1323 |
Close |
1.1361 |
1.1376 |
0.0015 |
0.1% |
1.1376 |
Range |
|
|
|
|
|
ATR |
0.0028 |
0.0027 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
20 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1376 |
1.1376 |
1.1376 |
|
R3 |
1.1376 |
1.1376 |
1.1376 |
|
R2 |
1.1376 |
1.1376 |
1.1376 |
|
R1 |
1.1376 |
1.1376 |
1.1376 |
1.1376 |
PP |
1.1376 |
1.1376 |
1.1376 |
1.1376 |
S1 |
1.1376 |
1.1376 |
1.1376 |
1.1376 |
S2 |
1.1376 |
1.1376 |
1.1376 |
|
S3 |
1.1376 |
1.1376 |
1.1376 |
|
S4 |
1.1376 |
1.1376 |
1.1376 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1517 |
1.1500 |
1.1405 |
|
R3 |
1.1464 |
1.1447 |
1.1391 |
|
R2 |
1.1411 |
1.1411 |
1.1386 |
|
R1 |
1.1394 |
1.1394 |
1.1381 |
1.1403 |
PP |
1.1358 |
1.1358 |
1.1358 |
1.1363 |
S1 |
1.1341 |
1.1341 |
1.1371 |
1.1350 |
S2 |
1.1305 |
1.1305 |
1.1366 |
|
S3 |
1.1252 |
1.1288 |
1.1361 |
|
S4 |
1.1199 |
1.1235 |
1.1347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1376 |
1.1323 |
0.0053 |
0.5% |
0.0004 |
0.0% |
100% |
True |
False |
4 |
10 |
1.1451 |
1.1323 |
0.0128 |
1.1% |
0.0002 |
0.0% |
41% |
False |
False |
4 |
20 |
1.1451 |
1.1238 |
0.0213 |
1.9% |
0.0002 |
0.0% |
65% |
False |
False |
2 |
40 |
1.1491 |
1.1238 |
0.0253 |
2.2% |
0.0002 |
0.0% |
55% |
False |
False |
60 |
60 |
1.1491 |
1.1061 |
0.0430 |
3.8% |
0.0004 |
0.0% |
73% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1376 |
2.618 |
1.1376 |
1.618 |
1.1376 |
1.000 |
1.1376 |
0.618 |
1.1376 |
HIGH |
1.1376 |
0.618 |
1.1376 |
0.500 |
1.1376 |
0.382 |
1.1376 |
LOW |
1.1376 |
0.618 |
1.1376 |
1.000 |
1.1376 |
1.618 |
1.1376 |
2.618 |
1.1376 |
4.250 |
1.1376 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1376 |
1.1371 |
PP |
1.1376 |
1.1366 |
S1 |
1.1376 |
1.1362 |
|