CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1226 |
1.1256 |
0.0030 |
0.3% |
1.1272 |
| High |
1.1274 |
1.1398 |
0.0124 |
1.1% |
1.1398 |
| Low |
1.1213 |
1.1251 |
0.0038 |
0.3% |
1.1199 |
| Close |
1.1259 |
1.1390 |
0.0131 |
1.2% |
1.1390 |
| Range |
0.0061 |
0.0147 |
0.0086 |
141.0% |
0.0199 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
6.7% |
0.0000 |
| Volume |
33,155 |
51,113 |
17,958 |
54.2% |
153,871 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1787 |
1.1736 |
1.1471 |
|
| R3 |
1.1640 |
1.1589 |
1.1430 |
|
| R2 |
1.1493 |
1.1493 |
1.1417 |
|
| R1 |
1.1442 |
1.1442 |
1.1403 |
1.1468 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1359 |
| S1 |
1.1295 |
1.1295 |
1.1377 |
1.1321 |
| S2 |
1.1199 |
1.1199 |
1.1363 |
|
| S3 |
1.1052 |
1.1148 |
1.1350 |
|
| S4 |
1.0905 |
1.1001 |
1.1309 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1857 |
1.1499 |
|
| R3 |
1.1727 |
1.1658 |
1.1445 |
|
| R2 |
1.1528 |
1.1528 |
1.1426 |
|
| R1 |
1.1459 |
1.1459 |
1.1408 |
1.1494 |
| PP |
1.1329 |
1.1329 |
1.1329 |
1.1346 |
| S1 |
1.1260 |
1.1260 |
1.1372 |
1.1295 |
| S2 |
1.1130 |
1.1130 |
1.1354 |
|
| S3 |
1.0931 |
1.1061 |
1.1335 |
|
| S4 |
1.0732 |
1.0862 |
1.1281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1398 |
1.1199 |
0.0199 |
1.7% |
0.0083 |
0.7% |
96% |
True |
False |
30,774 |
| 10 |
1.1398 |
1.1185 |
0.0213 |
1.9% |
0.0072 |
0.6% |
96% |
True |
False |
28,460 |
| 20 |
1.1398 |
1.1014 |
0.0384 |
3.4% |
0.0077 |
0.7% |
98% |
True |
False |
29,090 |
| 40 |
1.1398 |
1.0926 |
0.0472 |
4.1% |
0.0085 |
0.7% |
98% |
True |
False |
31,496 |
| 60 |
1.1398 |
1.0926 |
0.0472 |
4.1% |
0.0085 |
0.7% |
98% |
True |
False |
26,873 |
| 80 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0081 |
0.7% |
99% |
True |
False |
20,197 |
| 100 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0075 |
0.7% |
99% |
True |
False |
16,164 |
| 120 |
1.1398 |
1.0715 |
0.0683 |
6.0% |
0.0066 |
0.6% |
99% |
True |
False |
13,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2023 |
|
2.618 |
1.1783 |
|
1.618 |
1.1636 |
|
1.000 |
1.1545 |
|
0.618 |
1.1489 |
|
HIGH |
1.1398 |
|
0.618 |
1.1342 |
|
0.500 |
1.1325 |
|
0.382 |
1.1307 |
|
LOW |
1.1251 |
|
0.618 |
1.1160 |
|
1.000 |
1.1104 |
|
1.618 |
1.1013 |
|
2.618 |
1.0866 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1368 |
1.1360 |
| PP |
1.1346 |
1.1329 |
| S1 |
1.1325 |
1.1299 |
|