CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1269 |
-0.0052 |
-0.5% |
1.1272 |
| High |
1.1333 |
1.1287 |
-0.0046 |
-0.4% |
1.1398 |
| Low |
1.1262 |
1.1243 |
-0.0019 |
-0.2% |
1.1199 |
| Close |
1.1271 |
1.1266 |
-0.0005 |
0.0% |
1.1390 |
| Range |
0.0071 |
0.0044 |
-0.0027 |
-38.0% |
0.0199 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
32,850 |
26,121 |
-6,729 |
-20.5% |
153,871 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1376 |
1.1290 |
|
| R3 |
1.1353 |
1.1332 |
1.1278 |
|
| R2 |
1.1309 |
1.1309 |
1.1274 |
|
| R1 |
1.1288 |
1.1288 |
1.1270 |
1.1277 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1260 |
| S1 |
1.1244 |
1.1244 |
1.1262 |
1.1233 |
| S2 |
1.1221 |
1.1221 |
1.1258 |
|
| S3 |
1.1177 |
1.1200 |
1.1254 |
|
| S4 |
1.1133 |
1.1156 |
1.1242 |
|
|
| 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 |
1.1213 |
0.0185 |
1.6% |
0.0079 |
0.7% |
29% |
False |
False |
36,386 |
| 10 |
1.1398 |
1.1199 |
0.0199 |
1.8% |
0.0073 |
0.6% |
34% |
False |
False |
29,640 |
| 20 |
1.1398 |
1.1035 |
0.0363 |
3.2% |
0.0074 |
0.7% |
64% |
False |
False |
29,403 |
| 40 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0082 |
0.7% |
72% |
False |
False |
31,309 |
| 60 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0084 |
0.7% |
72% |
False |
False |
28,402 |
| 80 |
1.1398 |
1.0829 |
0.0569 |
5.1% |
0.0082 |
0.7% |
77% |
False |
False |
21,417 |
| 100 |
1.1398 |
1.0829 |
0.0569 |
5.1% |
0.0076 |
0.7% |
77% |
False |
False |
17,140 |
| 120 |
1.1398 |
1.0768 |
0.0630 |
5.6% |
0.0067 |
0.6% |
79% |
False |
False |
14,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1474 |
|
2.618 |
1.1402 |
|
1.618 |
1.1358 |
|
1.000 |
1.1331 |
|
0.618 |
1.1314 |
|
HIGH |
1.1287 |
|
0.618 |
1.1270 |
|
0.500 |
1.1265 |
|
0.382 |
1.1260 |
|
LOW |
1.1243 |
|
0.618 |
1.1216 |
|
1.000 |
1.1199 |
|
1.618 |
1.1172 |
|
2.618 |
1.1128 |
|
4.250 |
1.1056 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1266 |
1.1317 |
| PP |
1.1265 |
1.1300 |
| S1 |
1.1265 |
1.1283 |
|