CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1198 |
0.0081 |
0.7% |
1.1169 |
| High |
1.1206 |
1.1228 |
0.0022 |
0.2% |
1.1228 |
| Low |
1.1117 |
1.1198 |
0.0081 |
0.7% |
1.1084 |
| Close |
1.1194 |
1.1227 |
0.0033 |
0.3% |
1.1227 |
| Range |
0.0089 |
0.0030 |
-0.0059 |
-66.3% |
0.0144 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
38 |
172 |
134 |
352.6% |
268 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1308 |
1.1297 |
1.1244 |
|
| R3 |
1.1278 |
1.1267 |
1.1235 |
|
| R2 |
1.1248 |
1.1248 |
1.1233 |
|
| R1 |
1.1237 |
1.1237 |
1.1230 |
1.1243 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1220 |
| S1 |
1.1207 |
1.1207 |
1.1224 |
1.1213 |
| S2 |
1.1188 |
1.1188 |
1.1222 |
|
| S3 |
1.1158 |
1.1177 |
1.1219 |
|
| S4 |
1.1128 |
1.1147 |
1.1211 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1563 |
1.1306 |
|
| R3 |
1.1468 |
1.1419 |
1.1267 |
|
| R2 |
1.1324 |
1.1324 |
1.1253 |
|
| R1 |
1.1275 |
1.1275 |
1.1240 |
1.1300 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1192 |
| S1 |
1.1131 |
1.1131 |
1.1214 |
1.1156 |
| S2 |
1.1036 |
1.1036 |
1.1201 |
|
| S3 |
1.0892 |
1.0987 |
1.1187 |
|
| S4 |
1.0748 |
1.0843 |
1.1148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1228 |
1.1084 |
0.0144 |
1.3% |
0.0047 |
0.4% |
99% |
True |
False |
53 |
| 10 |
1.1228 |
1.1040 |
0.0188 |
1.7% |
0.0055 |
0.5% |
99% |
True |
False |
48 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0064 |
0.6% |
97% |
False |
False |
49 |
| 40 |
1.1316 |
1.0946 |
0.0370 |
3.3% |
0.0058 |
0.5% |
76% |
False |
False |
38 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0039 |
0.4% |
77% |
False |
False |
26 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0030 |
0.3% |
79% |
False |
False |
19 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0024 |
0.2% |
79% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1307 |
|
1.618 |
1.1277 |
|
1.000 |
1.1258 |
|
0.618 |
1.1247 |
|
HIGH |
1.1228 |
|
0.618 |
1.1217 |
|
0.500 |
1.1213 |
|
0.382 |
1.1209 |
|
LOW |
1.1198 |
|
0.618 |
1.1179 |
|
1.000 |
1.1168 |
|
1.618 |
1.1149 |
|
2.618 |
1.1119 |
|
4.250 |
1.1071 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1222 |
1.1203 |
| PP |
1.1218 |
1.1180 |
| S1 |
1.1213 |
1.1156 |
|