CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1383 |
1.1321 |
-0.0062 |
-0.5% |
1.1272 |
| High |
1.1390 |
1.1333 |
-0.0057 |
-0.5% |
1.1398 |
| Low |
1.1318 |
1.1262 |
-0.0056 |
-0.5% |
1.1199 |
| Close |
1.1323 |
1.1271 |
-0.0052 |
-0.5% |
1.1390 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0199 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
38,693 |
32,850 |
-5,843 |
-15.1% |
153,871 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1457 |
1.1310 |
|
| R3 |
1.1431 |
1.1386 |
1.1291 |
|
| R2 |
1.1360 |
1.1360 |
1.1284 |
|
| R1 |
1.1315 |
1.1315 |
1.1278 |
1.1302 |
| PP |
1.1289 |
1.1289 |
1.1289 |
1.1282 |
| S1 |
1.1244 |
1.1244 |
1.1264 |
1.1231 |
| S2 |
1.1218 |
1.1218 |
1.1258 |
|
| S3 |
1.1147 |
1.1173 |
1.1251 |
|
| S4 |
1.1076 |
1.1102 |
1.1232 |
|
|
| 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% |
0.0086 |
0.8% |
36% |
False |
False |
36,068 |
| 10 |
1.1398 |
1.1199 |
0.0199 |
1.8% |
0.0073 |
0.7% |
36% |
False |
False |
29,564 |
| 20 |
1.1398 |
1.1035 |
0.0363 |
3.2% |
0.0075 |
0.7% |
65% |
False |
False |
29,291 |
| 40 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0082 |
0.7% |
73% |
False |
False |
31,561 |
| 60 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0085 |
0.8% |
73% |
False |
False |
28,026 |
| 80 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0081 |
0.7% |
78% |
False |
False |
21,091 |
| 100 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0076 |
0.7% |
78% |
False |
False |
16,879 |
| 120 |
1.1398 |
1.0727 |
0.0671 |
6.0% |
0.0067 |
0.6% |
81% |
False |
False |
14,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1519 |
|
1.618 |
1.1448 |
|
1.000 |
1.1404 |
|
0.618 |
1.1377 |
|
HIGH |
1.1333 |
|
0.618 |
1.1306 |
|
0.500 |
1.1298 |
|
0.382 |
1.1289 |
|
LOW |
1.1262 |
|
0.618 |
1.1218 |
|
1.000 |
1.1191 |
|
1.618 |
1.1147 |
|
2.618 |
1.1076 |
|
4.250 |
1.0960 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1298 |
1.1325 |
| PP |
1.1289 |
1.1307 |
| S1 |
1.1280 |
1.1289 |
|