CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1255 |
-0.0011 |
-0.1% |
1.1134 |
| High |
1.1294 |
1.1290 |
-0.0004 |
0.0% |
1.1235 |
| Low |
1.1244 |
1.1219 |
-0.0025 |
-0.2% |
1.1067 |
| Close |
1.1263 |
1.1247 |
-0.0016 |
-0.1% |
1.1218 |
| Range |
0.0050 |
0.0071 |
0.0021 |
42.0% |
0.0168 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
25,354 |
23,866 |
-1,488 |
-5.9% |
138,052 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1427 |
1.1286 |
|
| R3 |
1.1394 |
1.1356 |
1.1267 |
|
| R2 |
1.1323 |
1.1323 |
1.1260 |
|
| R1 |
1.1285 |
1.1285 |
1.1254 |
1.1269 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1244 |
| S1 |
1.1214 |
1.1214 |
1.1240 |
1.1198 |
| S2 |
1.1181 |
1.1181 |
1.1234 |
|
| S3 |
1.1110 |
1.1143 |
1.1227 |
|
| S4 |
1.1039 |
1.1072 |
1.1208 |
|
|
| 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 |
1.1294 |
1.1101 |
0.0193 |
1.7% |
0.0072 |
0.6% |
76% |
False |
False |
29,188 |
| 10 |
1.1294 |
1.1035 |
0.0259 |
2.3% |
0.0076 |
0.7% |
82% |
False |
False |
28,651 |
| 20 |
1.1294 |
1.0952 |
0.0342 |
3.0% |
0.0088 |
0.8% |
86% |
False |
False |
32,010 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0087 |
0.8% |
72% |
False |
False |
29,476 |
| 60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0085 |
0.8% |
72% |
False |
False |
24,006 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0079 |
0.7% |
77% |
False |
False |
18,013 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0073 |
0.6% |
77% |
False |
False |
14,416 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0062 |
0.6% |
84% |
False |
False |
12,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1592 |
|
2.618 |
1.1476 |
|
1.618 |
1.1405 |
|
1.000 |
1.1361 |
|
0.618 |
1.1334 |
|
HIGH |
1.1290 |
|
0.618 |
1.1263 |
|
0.500 |
1.1255 |
|
0.382 |
1.1246 |
|
LOW |
1.1219 |
|
0.618 |
1.1175 |
|
1.000 |
1.1148 |
|
1.618 |
1.1104 |
|
2.618 |
1.1033 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1248 |
| PP |
1.1252 |
1.1247 |
| S1 |
1.1250 |
1.1247 |
|