CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1234 |
0.0036 |
0.3% |
1.1169 |
| High |
1.1228 |
1.1286 |
0.0058 |
0.5% |
1.1228 |
| Low |
1.1198 |
1.1215 |
0.0017 |
0.2% |
1.1084 |
| Close |
1.1227 |
1.1268 |
0.0041 |
0.4% |
1.1227 |
| Range |
0.0030 |
0.0071 |
0.0041 |
136.7% |
0.0144 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
172 |
111 |
-61 |
-35.5% |
268 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1440 |
1.1307 |
|
| R3 |
1.1398 |
1.1369 |
1.1288 |
|
| R2 |
1.1327 |
1.1327 |
1.1281 |
|
| R1 |
1.1298 |
1.1298 |
1.1275 |
1.1313 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1264 |
| S1 |
1.1227 |
1.1227 |
1.1261 |
1.1242 |
| S2 |
1.1185 |
1.1185 |
1.1255 |
|
| S3 |
1.1114 |
1.1156 |
1.1248 |
|
| S4 |
1.1043 |
1.1085 |
1.1229 |
|
|
| 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 |
1.1286 |
1.1084 |
0.0202 |
1.8% |
0.0059 |
0.5% |
91% |
True |
False |
71 |
| 10 |
1.1286 |
1.1056 |
0.0230 |
2.0% |
0.0054 |
0.5% |
92% |
True |
False |
52 |
| 20 |
1.1286 |
1.0946 |
0.0340 |
3.0% |
0.0064 |
0.6% |
95% |
True |
False |
51 |
| 40 |
1.1300 |
1.0946 |
0.0354 |
3.1% |
0.0059 |
0.5% |
91% |
False |
False |
41 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.6% |
0.0041 |
0.4% |
87% |
False |
False |
28 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0031 |
0.3% |
88% |
False |
False |
21 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0025 |
0.2% |
88% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1472 |
|
1.618 |
1.1401 |
|
1.000 |
1.1357 |
|
0.618 |
1.1330 |
|
HIGH |
1.1286 |
|
0.618 |
1.1259 |
|
0.500 |
1.1251 |
|
0.382 |
1.1242 |
|
LOW |
1.1215 |
|
0.618 |
1.1171 |
|
1.000 |
1.1144 |
|
1.618 |
1.1100 |
|
2.618 |
1.1029 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1246 |
| PP |
1.1256 |
1.1224 |
| S1 |
1.1251 |
1.1202 |
|