CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1390 |
1.1396 |
0.0006 |
0.1% |
1.1383 |
| High |
1.1414 |
1.1409 |
-0.0005 |
0.0% |
1.1421 |
| Low |
1.1373 |
1.1358 |
-0.0015 |
-0.1% |
1.1243 |
| Close |
1.1386 |
1.1398 |
0.0012 |
0.1% |
1.1399 |
| Range |
0.0041 |
0.0051 |
0.0010 |
24.4% |
0.0178 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
27,211 |
37,075 |
9,864 |
36.3% |
191,226 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1521 |
1.1426 |
|
| R3 |
1.1490 |
1.1470 |
1.1412 |
|
| R2 |
1.1439 |
1.1439 |
1.1407 |
|
| R1 |
1.1419 |
1.1419 |
1.1403 |
1.1429 |
| PP |
1.1388 |
1.1388 |
1.1388 |
1.1394 |
| S1 |
1.1368 |
1.1368 |
1.1393 |
1.1378 |
| S2 |
1.1337 |
1.1337 |
1.1389 |
|
| S3 |
1.1286 |
1.1317 |
1.1384 |
|
| S4 |
1.1235 |
1.1266 |
1.1370 |
|
|
| 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% |
0.0067 |
0.6% |
87% |
False |
False |
36,793 |
| 10 |
1.1421 |
1.1199 |
0.0222 |
1.9% |
0.0077 |
0.7% |
90% |
False |
False |
36,430 |
| 20 |
1.1421 |
1.1067 |
0.0354 |
3.1% |
0.0073 |
0.6% |
94% |
False |
False |
32,020 |
| 40 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0081 |
0.7% |
95% |
False |
False |
31,809 |
| 60 |
1.1421 |
1.0926 |
0.0495 |
4.3% |
0.0084 |
0.7% |
95% |
False |
False |
30,175 |
| 80 |
1.1421 |
1.0891 |
0.0530 |
4.6% |
0.0081 |
0.7% |
96% |
False |
False |
23,388 |
| 100 |
1.1421 |
1.0829 |
0.0592 |
5.2% |
0.0078 |
0.7% |
96% |
False |
False |
18,718 |
| 120 |
1.1421 |
1.0829 |
0.0592 |
5.2% |
0.0070 |
0.6% |
96% |
False |
False |
15,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1626 |
|
2.618 |
1.1543 |
|
1.618 |
1.1492 |
|
1.000 |
1.1460 |
|
0.618 |
1.1441 |
|
HIGH |
1.1409 |
|
0.618 |
1.1390 |
|
0.500 |
1.1384 |
|
0.382 |
1.1377 |
|
LOW |
1.1358 |
|
0.618 |
1.1326 |
|
1.000 |
1.1307 |
|
1.618 |
1.1275 |
|
2.618 |
1.1224 |
|
4.250 |
1.1141 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1393 |
| PP |
1.1388 |
1.1388 |
| S1 |
1.1384 |
1.1383 |
|