CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1383 |
0.0127 |
1.1% |
1.1272 |
| High |
1.1398 |
1.1390 |
-0.0008 |
-0.1% |
1.1398 |
| Low |
1.1251 |
1.1318 |
0.0067 |
0.6% |
1.1199 |
| Close |
1.1390 |
1.1323 |
-0.0067 |
-0.6% |
1.1390 |
| Range |
0.0147 |
0.0072 |
-0.0075 |
-51.0% |
0.0199 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
51,113 |
38,693 |
-12,420 |
-24.3% |
153,871 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1560 |
1.1513 |
1.1363 |
|
| R3 |
1.1488 |
1.1441 |
1.1343 |
|
| R2 |
1.1416 |
1.1416 |
1.1336 |
|
| R1 |
1.1369 |
1.1369 |
1.1330 |
1.1357 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1337 |
| S1 |
1.1297 |
1.1297 |
1.1316 |
1.1285 |
| S2 |
1.1272 |
1.1272 |
1.1310 |
|
| S3 |
1.1200 |
1.1225 |
1.1303 |
|
| S4 |
1.1128 |
1.1153 |
1.1283 |
|
|
| 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 |
1.8% |
0.0082 |
0.7% |
62% |
False |
False |
33,950 |
| 10 |
1.1398 |
1.1199 |
0.0199 |
1.8% |
0.0074 |
0.7% |
62% |
False |
False |
30,061 |
| 20 |
1.1398 |
1.1014 |
0.0384 |
3.4% |
0.0077 |
0.7% |
80% |
False |
False |
29,272 |
| 40 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0083 |
0.7% |
84% |
False |
False |
31,425 |
| 60 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0085 |
0.8% |
84% |
False |
False |
27,508 |
| 80 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0081 |
0.7% |
87% |
False |
False |
20,680 |
| 100 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0075 |
0.7% |
87% |
False |
False |
16,550 |
| 120 |
1.1398 |
1.0715 |
0.0683 |
6.0% |
0.0066 |
0.6% |
89% |
False |
False |
13,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1578 |
|
1.618 |
1.1506 |
|
1.000 |
1.1462 |
|
0.618 |
1.1434 |
|
HIGH |
1.1390 |
|
0.618 |
1.1362 |
|
0.500 |
1.1354 |
|
0.382 |
1.1346 |
|
LOW |
1.1318 |
|
0.618 |
1.1274 |
|
1.000 |
1.1246 |
|
1.618 |
1.1202 |
|
2.618 |
1.1130 |
|
4.250 |
1.1012 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1354 |
1.1317 |
| PP |
1.1344 |
1.1311 |
| S1 |
1.1333 |
1.1306 |
|