CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1278 |
1.1265 |
-0.0013 |
-0.1% |
1.1169 |
| High |
1.1300 |
1.1293 |
-0.0007 |
-0.1% |
1.1228 |
| Low |
1.1253 |
1.1235 |
-0.0018 |
-0.2% |
1.1084 |
| Close |
1.1272 |
1.1256 |
-0.0016 |
-0.1% |
1.1227 |
| Range |
0.0047 |
0.0058 |
0.0011 |
23.4% |
0.0144 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
471 |
124 |
-347 |
-73.7% |
268 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1404 |
1.1288 |
|
| R3 |
1.1377 |
1.1346 |
1.1272 |
|
| R2 |
1.1319 |
1.1319 |
1.1267 |
|
| R1 |
1.1288 |
1.1288 |
1.1261 |
1.1275 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1255 |
| S1 |
1.1230 |
1.1230 |
1.1251 |
1.1217 |
| S2 |
1.1203 |
1.1203 |
1.1245 |
|
| S3 |
1.1145 |
1.1172 |
1.1240 |
|
| S4 |
1.1087 |
1.1114 |
1.1224 |
|
|
| 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 |
1.1117 |
0.0183 |
1.6% |
0.0059 |
0.5% |
76% |
False |
False |
183 |
| 10 |
1.1300 |
1.1072 |
0.0228 |
2.0% |
0.0054 |
0.5% |
81% |
False |
False |
106 |
| 20 |
1.1300 |
1.0958 |
0.0342 |
3.0% |
0.0066 |
0.6% |
87% |
False |
False |
79 |
| 40 |
1.1300 |
1.0946 |
0.0354 |
3.1% |
0.0058 |
0.5% |
88% |
False |
False |
55 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0042 |
0.4% |
82% |
False |
False |
37 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0033 |
0.3% |
85% |
False |
False |
28 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0026 |
0.2% |
85% |
False |
False |
23 |
| 120 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0022 |
0.2% |
91% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1445 |
|
1.618 |
1.1387 |
|
1.000 |
1.1351 |
|
0.618 |
1.1329 |
|
HIGH |
1.1293 |
|
0.618 |
1.1271 |
|
0.500 |
1.1264 |
|
0.382 |
1.1257 |
|
LOW |
1.1235 |
|
0.618 |
1.1199 |
|
1.000 |
1.1177 |
|
1.618 |
1.1141 |
|
2.618 |
1.1083 |
|
4.250 |
1.0989 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1258 |
| PP |
1.1261 |
1.1257 |
| S1 |
1.1259 |
1.1257 |
|