CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1362 |
0.0087 |
0.8% |
1.1383 |
| High |
1.1371 |
1.1421 |
0.0050 |
0.4% |
1.1421 |
| Low |
1.1248 |
1.1344 |
0.0096 |
0.9% |
1.1243 |
| Close |
1.1359 |
1.1399 |
0.0040 |
0.4% |
1.1399 |
| Range |
0.0123 |
0.0077 |
-0.0046 |
-37.4% |
0.0178 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
50,323 |
43,239 |
-7,084 |
-14.1% |
191,226 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1586 |
1.1441 |
|
| R3 |
1.1542 |
1.1509 |
1.1420 |
|
| R2 |
1.1465 |
1.1465 |
1.1413 |
|
| R1 |
1.1432 |
1.1432 |
1.1406 |
1.1449 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1396 |
| S1 |
1.1355 |
1.1355 |
1.1392 |
1.1372 |
| S2 |
1.1311 |
1.1311 |
1.1385 |
|
| S3 |
1.1234 |
1.1278 |
1.1378 |
|
| S4 |
1.1157 |
1.1201 |
1.1357 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1822 |
1.1497 |
|
| R3 |
1.1710 |
1.1644 |
1.1448 |
|
| R2 |
1.1532 |
1.1532 |
1.1432 |
|
| R1 |
1.1466 |
1.1466 |
1.1415 |
1.1499 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1371 |
| S1 |
1.1288 |
1.1288 |
1.1383 |
1.1321 |
| S2 |
1.1176 |
1.1176 |
1.1366 |
|
| S3 |
1.0998 |
1.1110 |
1.1350 |
|
| S4 |
1.0820 |
1.0932 |
1.1301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1421 |
1.1243 |
0.0178 |
1.6% |
0.0077 |
0.7% |
88% |
True |
False |
38,245 |
| 10 |
1.1421 |
1.1199 |
0.0222 |
1.9% |
0.0080 |
0.7% |
90% |
True |
False |
34,509 |
| 20 |
1.1421 |
1.1067 |
0.0354 |
3.1% |
0.0075 |
0.7% |
94% |
True |
False |
30,877 |
| 40 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0083 |
0.7% |
96% |
True |
False |
32,075 |
| 60 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0085 |
0.7% |
96% |
True |
False |
29,684 |
| 80 |
1.1421 |
1.0850 |
0.0571 |
5.0% |
0.0081 |
0.7% |
96% |
True |
False |
22,585 |
| 100 |
1.1421 |
1.0829 |
0.0592 |
5.2% |
0.0078 |
0.7% |
96% |
True |
False |
18,075 |
| 120 |
1.1421 |
1.0797 |
0.0624 |
5.5% |
0.0069 |
0.6% |
96% |
True |
False |
15,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1748 |
|
2.618 |
1.1623 |
|
1.618 |
1.1546 |
|
1.000 |
1.1498 |
|
0.618 |
1.1469 |
|
HIGH |
1.1421 |
|
0.618 |
1.1392 |
|
0.500 |
1.1383 |
|
0.382 |
1.1373 |
|
LOW |
1.1344 |
|
0.618 |
1.1296 |
|
1.000 |
1.1267 |
|
1.618 |
1.1219 |
|
2.618 |
1.1142 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1377 |
| PP |
1.1388 |
1.1354 |
| S1 |
1.1383 |
1.1332 |
|