CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1442 |
1.1434 |
-0.0008 |
-0.1% |
1.1390 |
| High |
1.1495 |
1.1489 |
-0.0006 |
-0.1% |
1.1495 |
| Low |
1.1409 |
1.1413 |
0.0004 |
0.0% |
1.1358 |
| Close |
1.1424 |
1.1460 |
0.0036 |
0.3% |
1.1460 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0137 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
48,490 |
7,585 |
-40,905 |
-84.4% |
160,642 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1682 |
1.1647 |
1.1502 |
|
| R3 |
1.1606 |
1.1571 |
1.1481 |
|
| R2 |
1.1530 |
1.1530 |
1.1474 |
|
| R1 |
1.1495 |
1.1495 |
1.1467 |
1.1513 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1463 |
| S1 |
1.1419 |
1.1419 |
1.1453 |
1.1437 |
| S2 |
1.1378 |
1.1378 |
1.1446 |
|
| S3 |
1.1302 |
1.1343 |
1.1439 |
|
| S4 |
1.1226 |
1.1267 |
1.1418 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1791 |
1.1535 |
|
| R3 |
1.1712 |
1.1654 |
1.1498 |
|
| R2 |
1.1575 |
1.1575 |
1.1485 |
|
| R1 |
1.1517 |
1.1517 |
1.1473 |
1.1546 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1452 |
| S1 |
1.1380 |
1.1380 |
1.1447 |
1.1409 |
| S2 |
1.1301 |
1.1301 |
1.1435 |
|
| S3 |
1.1164 |
1.1243 |
1.1422 |
|
| S4 |
1.1027 |
1.1106 |
1.1385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1495 |
1.1358 |
0.0137 |
1.2% |
0.0065 |
0.6% |
74% |
False |
False |
32,128 |
| 10 |
1.1495 |
1.1243 |
0.0252 |
2.2% |
0.0071 |
0.6% |
86% |
False |
False |
35,186 |
| 20 |
1.1495 |
1.1185 |
0.0310 |
2.7% |
0.0071 |
0.6% |
89% |
False |
False |
31,823 |
| 40 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0081 |
0.7% |
94% |
False |
False |
32,125 |
| 60 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0085 |
0.7% |
94% |
False |
False |
30,449 |
| 80 |
1.1495 |
1.0891 |
0.0604 |
5.3% |
0.0082 |
0.7% |
94% |
False |
False |
24,591 |
| 100 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0078 |
0.7% |
95% |
False |
False |
19,680 |
| 120 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0071 |
0.6% |
95% |
False |
False |
16,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1812 |
|
2.618 |
1.1688 |
|
1.618 |
1.1612 |
|
1.000 |
1.1565 |
|
0.618 |
1.1536 |
|
HIGH |
1.1489 |
|
0.618 |
1.1460 |
|
0.500 |
1.1451 |
|
0.382 |
1.1442 |
|
LOW |
1.1413 |
|
0.618 |
1.1366 |
|
1.000 |
1.1337 |
|
1.618 |
1.1290 |
|
2.618 |
1.1214 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1457 |
1.1452 |
| PP |
1.1454 |
1.1445 |
| S1 |
1.1451 |
1.1437 |
|