CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1135 |
1.1108 |
-0.0027 |
-0.2% |
1.1033 |
| High |
1.1154 |
1.1215 |
0.0061 |
0.5% |
1.1176 |
| Low |
1.1067 |
1.1101 |
0.0034 |
0.3% |
1.1014 |
| Close |
1.1109 |
1.1185 |
0.0076 |
0.7% |
1.1144 |
| Range |
0.0087 |
0.0114 |
0.0027 |
31.0% |
0.0162 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.4% |
0.0000 |
| Volume |
34,526 |
36,217 |
1,691 |
4.9% |
146,788 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1461 |
1.1248 |
|
| R3 |
1.1395 |
1.1347 |
1.1216 |
|
| R2 |
1.1281 |
1.1281 |
1.1206 |
|
| R1 |
1.1233 |
1.1233 |
1.1195 |
1.1257 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1179 |
| S1 |
1.1119 |
1.1119 |
1.1175 |
1.1143 |
| S2 |
1.1053 |
1.1053 |
1.1164 |
|
| S3 |
1.0939 |
1.1005 |
1.1154 |
|
| S4 |
1.0825 |
1.0891 |
1.1122 |
|
|
| 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 |
1.1215 |
1.1067 |
0.0148 |
1.3% |
0.0079 |
0.7% |
80% |
True |
False |
28,343 |
| 10 |
1.1215 |
1.1014 |
0.0201 |
1.8% |
0.0083 |
0.7% |
85% |
True |
False |
29,720 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0091 |
0.8% |
83% |
False |
False |
32,427 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0092 |
0.8% |
58% |
False |
False |
29,762 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0085 |
0.8% |
61% |
False |
False |
22,181 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0079 |
0.7% |
65% |
False |
False |
16,644 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0071 |
0.6% |
65% |
False |
False |
13,319 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0060 |
0.5% |
76% |
False |
False |
11,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1513 |
|
1.618 |
1.1399 |
|
1.000 |
1.1329 |
|
0.618 |
1.1285 |
|
HIGH |
1.1215 |
|
0.618 |
1.1171 |
|
0.500 |
1.1158 |
|
0.382 |
1.1145 |
|
LOW |
1.1101 |
|
0.618 |
1.1031 |
|
1.000 |
1.0987 |
|
1.618 |
1.0917 |
|
2.618 |
1.0803 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1170 |
| PP |
1.1167 |
1.1156 |
| S1 |
1.1158 |
1.1141 |
|