CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1104 |
0.0034 |
0.3% |
1.1033 |
| High |
1.1155 |
1.1176 |
0.0021 |
0.2% |
1.1176 |
| Low |
1.1035 |
1.1087 |
0.0052 |
0.5% |
1.1014 |
| Close |
1.1105 |
1.1144 |
0.0039 |
0.4% |
1.1144 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0162 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
35,071 |
26,348 |
-8,723 |
-24.9% |
146,788 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1403 |
1.1362 |
1.1193 |
|
| R3 |
1.1314 |
1.1273 |
1.1168 |
|
| R2 |
1.1225 |
1.1225 |
1.1160 |
|
| R1 |
1.1184 |
1.1184 |
1.1152 |
1.1205 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1146 |
| S1 |
1.1095 |
1.1095 |
1.1136 |
1.1116 |
| S2 |
1.1047 |
1.1047 |
1.1128 |
|
| S3 |
1.0958 |
1.1006 |
1.1120 |
|
| S4 |
1.0869 |
1.0917 |
1.1095 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1533 |
1.1233 |
|
| R3 |
1.1435 |
1.1371 |
1.1189 |
|
| R2 |
1.1273 |
1.1273 |
1.1174 |
|
| R1 |
1.1209 |
1.1209 |
1.1159 |
1.1241 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1128 |
| S1 |
1.1047 |
1.1047 |
1.1129 |
1.1079 |
| S2 |
1.0949 |
1.0949 |
1.1114 |
|
| S3 |
1.0787 |
1.0885 |
1.1099 |
|
| S4 |
1.0625 |
1.0723 |
1.1055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1176 |
1.1014 |
0.0162 |
1.5% |
0.0087 |
0.8% |
80% |
True |
False |
29,357 |
| 10 |
1.1200 |
1.1014 |
0.0186 |
1.7% |
0.0088 |
0.8% |
70% |
False |
False |
31,333 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0093 |
0.8% |
70% |
False |
False |
32,747 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0090 |
0.8% |
49% |
False |
False |
29,371 |
| 60 |
1.1373 |
1.0872 |
0.0501 |
4.5% |
0.0084 |
0.8% |
54% |
False |
False |
20,260 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0079 |
0.7% |
58% |
False |
False |
15,204 |
| 100 |
1.1373 |
1.0818 |
0.0555 |
5.0% |
0.0068 |
0.6% |
59% |
False |
False |
12,166 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0058 |
0.5% |
70% |
False |
False |
10,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1409 |
|
1.618 |
1.1320 |
|
1.000 |
1.1265 |
|
0.618 |
1.1231 |
|
HIGH |
1.1176 |
|
0.618 |
1.1142 |
|
0.500 |
1.1132 |
|
0.382 |
1.1121 |
|
LOW |
1.1087 |
|
0.618 |
1.1032 |
|
1.000 |
1.0998 |
|
1.618 |
1.0943 |
|
2.618 |
1.0854 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1140 |
1.1131 |
| PP |
1.1136 |
1.1118 |
| S1 |
1.1132 |
1.1106 |
|