CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1255 |
1.1243 |
-0.0012 |
-0.1% |
1.1216 |
| High |
1.1290 |
1.1279 |
-0.0011 |
-0.1% |
1.1294 |
| Low |
1.1219 |
1.1224 |
0.0005 |
0.0% |
1.1201 |
| Close |
1.1247 |
1.1276 |
0.0029 |
0.3% |
1.1276 |
| Range |
0.0071 |
0.0055 |
-0.0016 |
-22.5% |
0.0093 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
23,866 |
21,007 |
-2,859 |
-12.0% |
108,051 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1405 |
1.1306 |
|
| R3 |
1.1370 |
1.1350 |
1.1291 |
|
| R2 |
1.1315 |
1.1315 |
1.1286 |
|
| R1 |
1.1295 |
1.1295 |
1.1281 |
1.1305 |
| PP |
1.1260 |
1.1260 |
1.1260 |
1.1265 |
| S1 |
1.1240 |
1.1240 |
1.1271 |
1.1250 |
| S2 |
1.1205 |
1.1205 |
1.1266 |
|
| S3 |
1.1150 |
1.1185 |
1.1261 |
|
| S4 |
1.1095 |
1.1130 |
1.1246 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1499 |
1.1327 |
|
| R3 |
1.1443 |
1.1406 |
1.1302 |
|
| R2 |
1.1350 |
1.1350 |
1.1293 |
|
| R1 |
1.1313 |
1.1313 |
1.1285 |
1.1332 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1266 |
| S1 |
1.1220 |
1.1220 |
1.1267 |
1.1239 |
| S2 |
1.1164 |
1.1164 |
1.1259 |
|
| S3 |
1.1071 |
1.1127 |
1.1250 |
|
| S4 |
1.0978 |
1.1034 |
1.1225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1294 |
1.1185 |
0.0109 |
1.0% |
0.0061 |
0.5% |
83% |
False |
False |
26,146 |
| 10 |
1.1294 |
1.1067 |
0.0227 |
2.0% |
0.0070 |
0.6% |
92% |
False |
False |
27,245 |
| 20 |
1.1294 |
1.1014 |
0.0280 |
2.5% |
0.0080 |
0.7% |
94% |
False |
False |
30,258 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0087 |
0.8% |
78% |
False |
False |
29,596 |
| 60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0085 |
0.8% |
78% |
False |
False |
24,354 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0079 |
0.7% |
82% |
False |
False |
18,275 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0073 |
0.6% |
82% |
False |
False |
14,626 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0063 |
0.6% |
87% |
False |
False |
12,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1423 |
|
1.618 |
1.1368 |
|
1.000 |
1.1334 |
|
0.618 |
1.1313 |
|
HIGH |
1.1279 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1245 |
|
LOW |
1.1224 |
|
0.618 |
1.1190 |
|
1.000 |
1.1169 |
|
1.618 |
1.1135 |
|
2.618 |
1.1080 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1270 |
| PP |
1.1260 |
1.1263 |
| S1 |
1.1252 |
1.1257 |
|