CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1362 |
1.1390 |
0.0028 |
0.2% |
1.1383 |
| High |
1.1421 |
1.1414 |
-0.0007 |
-0.1% |
1.1421 |
| Low |
1.1344 |
1.1373 |
0.0029 |
0.3% |
1.1243 |
| Close |
1.1399 |
1.1386 |
-0.0013 |
-0.1% |
1.1399 |
| Range |
0.0077 |
0.0041 |
-0.0036 |
-46.8% |
0.0178 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
43,239 |
27,211 |
-16,028 |
-37.1% |
191,226 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1491 |
1.1409 |
|
| R3 |
1.1473 |
1.1450 |
1.1397 |
|
| R2 |
1.1432 |
1.1432 |
1.1394 |
|
| R1 |
1.1409 |
1.1409 |
1.1390 |
1.1400 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1387 |
| S1 |
1.1368 |
1.1368 |
1.1382 |
1.1359 |
| S2 |
1.1350 |
1.1350 |
1.1378 |
|
| S3 |
1.1309 |
1.1327 |
1.1375 |
|
| S4 |
1.1268 |
1.1286 |
1.1363 |
|
|
| 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% |
0.0071 |
0.6% |
80% |
False |
False |
35,948 |
| 10 |
1.1421 |
1.1199 |
0.0222 |
1.9% |
0.0076 |
0.7% |
84% |
False |
False |
34,949 |
| 20 |
1.1421 |
1.1067 |
0.0354 |
3.1% |
0.0072 |
0.6% |
90% |
False |
False |
30,920 |
| 40 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0083 |
0.7% |
93% |
False |
False |
31,834 |
| 60 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0084 |
0.7% |
93% |
False |
False |
29,887 |
| 80 |
1.1421 |
1.0872 |
0.0549 |
4.8% |
0.0081 |
0.7% |
94% |
False |
False |
22,925 |
| 100 |
1.1421 |
1.0829 |
0.0592 |
5.2% |
0.0078 |
0.7% |
94% |
False |
False |
18,347 |
| 120 |
1.1421 |
1.0818 |
0.0603 |
5.3% |
0.0069 |
0.6% |
94% |
False |
False |
15,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1521 |
|
1.618 |
1.1480 |
|
1.000 |
1.1455 |
|
0.618 |
1.1439 |
|
HIGH |
1.1414 |
|
0.618 |
1.1398 |
|
0.500 |
1.1394 |
|
0.382 |
1.1389 |
|
LOW |
1.1373 |
|
0.618 |
1.1348 |
|
1.000 |
1.1332 |
|
1.618 |
1.1307 |
|
2.618 |
1.1266 |
|
4.250 |
1.1199 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1369 |
| PP |
1.1391 |
1.1352 |
| S1 |
1.1389 |
1.1335 |
|