CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1269 |
1.1275 |
0.0006 |
0.1% |
1.1272 |
| High |
1.1287 |
1.1371 |
0.0084 |
0.7% |
1.1398 |
| Low |
1.1243 |
1.1248 |
0.0005 |
0.0% |
1.1199 |
| Close |
1.1266 |
1.1359 |
0.0093 |
0.8% |
1.1390 |
| Range |
0.0044 |
0.0123 |
0.0079 |
179.5% |
0.0199 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.2% |
0.0000 |
| Volume |
26,121 |
50,323 |
24,202 |
92.7% |
153,871 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1650 |
1.1427 |
|
| R3 |
1.1572 |
1.1527 |
1.1393 |
|
| R2 |
1.1449 |
1.1449 |
1.1382 |
|
| R1 |
1.1404 |
1.1404 |
1.1370 |
1.1427 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1337 |
| S1 |
1.1281 |
1.1281 |
1.1348 |
1.1304 |
| S2 |
1.1203 |
1.1203 |
1.1336 |
|
| S3 |
1.1080 |
1.1158 |
1.1325 |
|
| S4 |
1.0957 |
1.1035 |
1.1291 |
|
|
| 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 |
1.1243 |
0.0155 |
1.4% |
0.0091 |
0.8% |
75% |
False |
False |
39,820 |
| 10 |
1.1398 |
1.1199 |
0.0199 |
1.8% |
0.0078 |
0.7% |
80% |
False |
False |
32,286 |
| 20 |
1.1398 |
1.1035 |
0.0363 |
3.2% |
0.0077 |
0.7% |
89% |
False |
False |
30,469 |
| 40 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0083 |
0.7% |
92% |
False |
False |
31,869 |
| 60 |
1.1398 |
1.0926 |
0.0472 |
4.2% |
0.0084 |
0.7% |
92% |
False |
False |
29,066 |
| 80 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0081 |
0.7% |
93% |
False |
False |
22,046 |
| 100 |
1.1398 |
1.0829 |
0.0569 |
5.0% |
0.0077 |
0.7% |
93% |
False |
False |
17,643 |
| 120 |
1.1398 |
1.0780 |
0.0618 |
5.4% |
0.0068 |
0.6% |
94% |
False |
False |
14,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1693 |
|
1.618 |
1.1570 |
|
1.000 |
1.1494 |
|
0.618 |
1.1447 |
|
HIGH |
1.1371 |
|
0.618 |
1.1324 |
|
0.500 |
1.1310 |
|
0.382 |
1.1295 |
|
LOW |
1.1248 |
|
0.618 |
1.1172 |
|
1.000 |
1.1125 |
|
1.618 |
1.1049 |
|
2.618 |
1.0926 |
|
4.250 |
1.0725 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1342 |
| PP |
1.1326 |
1.1324 |
| S1 |
1.1310 |
1.1307 |
|