CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1226 |
-0.0050 |
-0.4% |
1.1216 |
| High |
1.1279 |
1.1274 |
-0.0005 |
0.0% |
1.1294 |
| Low |
1.1199 |
1.1213 |
0.0014 |
0.1% |
1.1201 |
| Close |
1.1224 |
1.1259 |
0.0035 |
0.3% |
1.1276 |
| Range |
0.0080 |
0.0061 |
-0.0019 |
-23.8% |
0.0093 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
24,529 |
33,155 |
8,626 |
35.2% |
108,051 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1406 |
1.1293 |
|
| R3 |
1.1371 |
1.1345 |
1.1276 |
|
| R2 |
1.1310 |
1.1310 |
1.1270 |
|
| R1 |
1.1284 |
1.1284 |
1.1265 |
1.1297 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1255 |
| S1 |
1.1223 |
1.1223 |
1.1253 |
1.1236 |
| S2 |
1.1188 |
1.1188 |
1.1248 |
|
| S3 |
1.1127 |
1.1162 |
1.1242 |
|
| S4 |
1.1066 |
1.1101 |
1.1225 |
|
|
| 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 |
1.1199 |
0.0102 |
0.9% |
0.0064 |
0.6% |
59% |
False |
False |
24,753 |
| 10 |
1.1301 |
1.1101 |
0.0200 |
1.8% |
0.0068 |
0.6% |
79% |
False |
False |
26,970 |
| 20 |
1.1301 |
1.1014 |
0.0287 |
2.5% |
0.0077 |
0.7% |
85% |
False |
False |
28,248 |
| 40 |
1.1301 |
1.0926 |
0.0375 |
3.3% |
0.0084 |
0.7% |
89% |
False |
False |
30,647 |
| 60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0084 |
0.7% |
74% |
False |
False |
26,059 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0080 |
0.7% |
79% |
False |
False |
19,559 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0074 |
0.7% |
79% |
False |
False |
15,653 |
| 120 |
1.1373 |
1.0682 |
0.0691 |
6.1% |
0.0065 |
0.6% |
84% |
False |
False |
13,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1533 |
|
2.618 |
1.1434 |
|
1.618 |
1.1373 |
|
1.000 |
1.1335 |
|
0.618 |
1.1312 |
|
HIGH |
1.1274 |
|
0.618 |
1.1251 |
|
0.500 |
1.1244 |
|
0.382 |
1.1236 |
|
LOW |
1.1213 |
|
0.618 |
1.1175 |
|
1.000 |
1.1152 |
|
1.618 |
1.1114 |
|
2.618 |
1.1053 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1255 |
| PP |
1.1249 |
1.1251 |
| S1 |
1.1244 |
1.1248 |
|