CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.1234 |
1.1278 |
0.0044 |
0.4% |
1.1169 |
High |
1.1286 |
1.1300 |
0.0014 |
0.1% |
1.1228 |
Low |
1.1215 |
1.1253 |
0.0038 |
0.3% |
1.1084 |
Close |
1.1268 |
1.1272 |
0.0004 |
0.0% |
1.1227 |
Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0144 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
111 |
471 |
360 |
324.3% |
268 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1416 |
1.1391 |
1.1298 |
|
R3 |
1.1369 |
1.1344 |
1.1285 |
|
R2 |
1.1322 |
1.1322 |
1.1281 |
|
R1 |
1.1297 |
1.1297 |
1.1276 |
1.1286 |
PP |
1.1275 |
1.1275 |
1.1275 |
1.1270 |
S1 |
1.1250 |
1.1250 |
1.1268 |
1.1239 |
S2 |
1.1228 |
1.1228 |
1.1263 |
|
S3 |
1.1181 |
1.1203 |
1.1259 |
|
S4 |
1.1134 |
1.1156 |
1.1246 |
|
|
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 |
1.1300 |
1.1084 |
0.0216 |
1.9% |
0.0059 |
0.5% |
87% |
True |
False |
164 |
10 |
1.1300 |
1.1056 |
0.0244 |
2.2% |
0.0054 |
0.5% |
89% |
True |
False |
98 |
20 |
1.1300 |
1.0958 |
0.0342 |
3.0% |
0.0064 |
0.6% |
92% |
True |
False |
74 |
40 |
1.1300 |
1.0946 |
0.0354 |
3.1% |
0.0059 |
0.5% |
92% |
True |
False |
53 |
60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0041 |
0.4% |
86% |
False |
False |
35 |
80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0032 |
0.3% |
89% |
False |
False |
27 |
100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0025 |
0.2% |
89% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1500 |
2.618 |
1.1423 |
1.618 |
1.1376 |
1.000 |
1.1347 |
0.618 |
1.1329 |
HIGH |
1.1300 |
0.618 |
1.1282 |
0.500 |
1.1277 |
0.382 |
1.1271 |
LOW |
1.1253 |
0.618 |
1.1224 |
1.000 |
1.1206 |
1.618 |
1.1177 |
2.618 |
1.1130 |
4.250 |
1.1053 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1277 |
1.1264 |
PP |
1.1275 |
1.1257 |
S1 |
1.1274 |
1.1249 |
|