CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1154 |
0.0020 |
0.2% |
1.1033 |
| High |
1.1164 |
1.1190 |
0.0026 |
0.2% |
1.1176 |
| Low |
1.1122 |
1.1129 |
0.0007 |
0.1% |
1.1014 |
| Close |
1.1152 |
1.1137 |
-0.0015 |
-0.1% |
1.1144 |
| Range |
0.0042 |
0.0061 |
0.0019 |
45.2% |
0.0162 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
15,078 |
29,549 |
14,471 |
96.0% |
146,788 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1335 |
1.1297 |
1.1171 |
|
| R3 |
1.1274 |
1.1236 |
1.1154 |
|
| R2 |
1.1213 |
1.1213 |
1.1148 |
|
| R1 |
1.1175 |
1.1175 |
1.1143 |
1.1164 |
| PP |
1.1152 |
1.1152 |
1.1152 |
1.1146 |
| S1 |
1.1114 |
1.1114 |
1.1131 |
1.1103 |
| S2 |
1.1091 |
1.1091 |
1.1126 |
|
| S3 |
1.1030 |
1.1053 |
1.1120 |
|
| S4 |
1.0969 |
1.0992 |
1.1103 |
|
|
| 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 |
1.1190 |
1.1035 |
0.0155 |
1.4% |
0.0075 |
0.7% |
66% |
True |
False |
27,011 |
| 10 |
1.1196 |
1.1014 |
0.0182 |
1.6% |
0.0085 |
0.8% |
68% |
False |
False |
29,932 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
68% |
False |
False |
31,739 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0090 |
0.8% |
47% |
False |
False |
29,320 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0084 |
0.8% |
51% |
False |
False |
21,003 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0079 |
0.7% |
57% |
False |
False |
15,761 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0069 |
0.6% |
57% |
False |
False |
12,612 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0058 |
0.5% |
69% |
False |
False |
10,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1350 |
|
1.618 |
1.1289 |
|
1.000 |
1.1251 |
|
0.618 |
1.1228 |
|
HIGH |
1.1190 |
|
0.618 |
1.1167 |
|
0.500 |
1.1160 |
|
0.382 |
1.1152 |
|
LOW |
1.1129 |
|
0.618 |
1.1091 |
|
1.000 |
1.1068 |
|
1.618 |
1.1030 |
|
2.618 |
1.0969 |
|
4.250 |
1.0870 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1139 |
| PP |
1.1152 |
1.1138 |
| S1 |
1.1145 |
1.1138 |
|