CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.1272 |
1.1249 |
-0.0023 |
-0.2% |
1.1216 |
High |
1.1301 |
1.1296 |
-0.0005 |
0.0% |
1.1294 |
Low |
1.1223 |
1.1248 |
0.0025 |
0.2% |
1.1201 |
Close |
1.1251 |
1.1275 |
0.0024 |
0.2% |
1.1276 |
Range |
0.0078 |
0.0048 |
-0.0030 |
-38.5% |
0.0093 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
22,814 |
22,260 |
-554 |
-2.4% |
108,051 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1417 |
1.1394 |
1.1301 |
|
R3 |
1.1369 |
1.1346 |
1.1288 |
|
R2 |
1.1321 |
1.1321 |
1.1284 |
|
R1 |
1.1298 |
1.1298 |
1.1279 |
1.1310 |
PP |
1.1273 |
1.1273 |
1.1273 |
1.1279 |
S1 |
1.1250 |
1.1250 |
1.1271 |
1.1262 |
S2 |
1.1225 |
1.1225 |
1.1266 |
|
S3 |
1.1177 |
1.1202 |
1.1262 |
|
S4 |
1.1129 |
1.1154 |
1.1249 |
|
|
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 |
1.1301 |
1.1219 |
0.0082 |
0.7% |
0.0060 |
0.5% |
68% |
False |
False |
23,060 |
10 |
1.1301 |
1.1067 |
0.0234 |
2.1% |
0.0069 |
0.6% |
89% |
False |
False |
27,609 |
20 |
1.1301 |
1.1014 |
0.0287 |
2.5% |
0.0078 |
0.7% |
91% |
False |
False |
28,712 |
40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
78% |
False |
False |
30,432 |
60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0084 |
0.7% |
78% |
False |
False |
25,102 |
80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0080 |
0.7% |
82% |
False |
False |
18,838 |
100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0073 |
0.7% |
82% |
False |
False |
15,077 |
120 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0064 |
0.6% |
87% |
False |
False |
12,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1500 |
2.618 |
1.1422 |
1.618 |
1.1374 |
1.000 |
1.1344 |
0.618 |
1.1326 |
HIGH |
1.1296 |
0.618 |
1.1278 |
0.500 |
1.1272 |
0.382 |
1.1266 |
LOW |
1.1248 |
0.618 |
1.1218 |
1.000 |
1.1200 |
1.618 |
1.1170 |
2.618 |
1.1122 |
4.250 |
1.1044 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1274 |
1.1271 |
PP |
1.1273 |
1.1266 |
S1 |
1.1272 |
1.1262 |
|