CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1216 |
0.0021 |
0.2% |
1.1134 |
| High |
1.1235 |
1.1278 |
0.0043 |
0.4% |
1.1235 |
| Low |
1.1185 |
1.1201 |
0.0016 |
0.1% |
1.1067 |
| Close |
1.1218 |
1.1259 |
0.0041 |
0.4% |
1.1218 |
| Range |
0.0050 |
0.0077 |
0.0027 |
54.0% |
0.0168 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
22,682 |
37,824 |
15,142 |
66.8% |
138,052 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1445 |
1.1301 |
|
| R3 |
1.1400 |
1.1368 |
1.1280 |
|
| R2 |
1.1323 |
1.1323 |
1.1273 |
|
| R1 |
1.1291 |
1.1291 |
1.1266 |
1.1307 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1254 |
| S1 |
1.1214 |
1.1214 |
1.1252 |
1.1230 |
| S2 |
1.1169 |
1.1169 |
1.1245 |
|
| S3 |
1.1092 |
1.1137 |
1.1238 |
|
| S4 |
1.1015 |
1.1060 |
1.1217 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1616 |
1.1310 |
|
| R3 |
1.1509 |
1.1448 |
1.1264 |
|
| R2 |
1.1341 |
1.1341 |
1.1249 |
|
| R1 |
1.1280 |
1.1280 |
1.1233 |
1.1311 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1189 |
| S1 |
1.1112 |
1.1112 |
1.1203 |
1.1143 |
| S2 |
1.1005 |
1.1005 |
1.1187 |
|
| S3 |
1.0837 |
1.0944 |
1.1172 |
|
| S4 |
1.0669 |
1.0776 |
1.1126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1278 |
1.1067 |
0.0211 |
1.9% |
0.0078 |
0.7% |
91% |
True |
False |
32,159 |
| 10 |
1.1278 |
1.1035 |
0.0243 |
2.2% |
0.0077 |
0.7% |
92% |
True |
False |
29,019 |
| 20 |
1.1278 |
1.0926 |
0.0352 |
3.1% |
0.0088 |
0.8% |
95% |
True |
False |
32,637 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0089 |
0.8% |
74% |
False |
False |
29,650 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0086 |
0.8% |
76% |
False |
False |
23,187 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0079 |
0.7% |
79% |
False |
False |
17,399 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0072 |
0.6% |
79% |
False |
False |
13,924 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0061 |
0.5% |
85% |
False |
False |
11,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1480 |
|
1.618 |
1.1403 |
|
1.000 |
1.1355 |
|
0.618 |
1.1326 |
|
HIGH |
1.1278 |
|
0.618 |
1.1249 |
|
0.500 |
1.1240 |
|
0.382 |
1.1230 |
|
LOW |
1.1201 |
|
0.618 |
1.1153 |
|
1.000 |
1.1124 |
|
1.618 |
1.1076 |
|
2.618 |
1.0999 |
|
4.250 |
1.0874 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1253 |
1.1236 |
| PP |
1.1246 |
1.1213 |
| S1 |
1.1240 |
1.1190 |
|