CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1117 |
-0.0023 |
-0.2% |
1.1040 |
| High |
1.1140 |
1.1206 |
0.0066 |
0.6% |
1.1153 |
| Low |
1.1084 |
1.1117 |
0.0033 |
0.3% |
1.1040 |
| Close |
1.1118 |
1.1194 |
0.0076 |
0.7% |
1.1153 |
| Range |
0.0056 |
0.0089 |
0.0033 |
58.9% |
0.0113 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.8% |
0.0000 |
| Volume |
29 |
38 |
9 |
31.0% |
215 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1406 |
1.1243 |
|
| R3 |
1.1350 |
1.1317 |
1.1218 |
|
| R2 |
1.1261 |
1.1261 |
1.1210 |
|
| R1 |
1.1228 |
1.1228 |
1.1202 |
1.1245 |
| PP |
1.1172 |
1.1172 |
1.1172 |
1.1181 |
| S1 |
1.1139 |
1.1139 |
1.1186 |
1.1156 |
| S2 |
1.1083 |
1.1083 |
1.1178 |
|
| S3 |
1.0994 |
1.1050 |
1.1170 |
|
| S4 |
1.0905 |
1.0961 |
1.1145 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1417 |
1.1215 |
|
| R3 |
1.1341 |
1.1304 |
1.1184 |
|
| R2 |
1.1228 |
1.1228 |
1.1174 |
|
| R1 |
1.1191 |
1.1191 |
1.1163 |
1.1210 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1125 |
| S1 |
1.1078 |
1.1078 |
1.1143 |
1.1097 |
| S2 |
1.1002 |
1.1002 |
1.1132 |
|
| S3 |
1.0889 |
1.0965 |
1.1122 |
|
| S4 |
1.0776 |
1.0852 |
1.1091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1206 |
1.1084 |
0.0122 |
1.1% |
0.0050 |
0.5% |
90% |
True |
False |
24 |
| 10 |
1.1206 |
1.1033 |
0.0173 |
1.5% |
0.0060 |
0.5% |
93% |
True |
False |
34 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0065 |
0.6% |
85% |
False |
False |
42 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0058 |
0.5% |
66% |
False |
False |
34 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0039 |
0.3% |
69% |
False |
False |
23 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0030 |
0.3% |
72% |
False |
False |
17 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0024 |
0.2% |
72% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1439 |
|
1.618 |
1.1350 |
|
1.000 |
1.1295 |
|
0.618 |
1.1261 |
|
HIGH |
1.1206 |
|
0.618 |
1.1172 |
|
0.500 |
1.1162 |
|
0.382 |
1.1151 |
|
LOW |
1.1117 |
|
0.618 |
1.1062 |
|
1.000 |
1.1028 |
|
1.618 |
1.0973 |
|
2.618 |
1.0884 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1178 |
| PP |
1.1172 |
1.1161 |
| S1 |
1.1162 |
1.1145 |
|