CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1265 |
1.1253 |
-0.0012 |
-0.1% |
1.1234 |
| High |
1.1293 |
1.1285 |
-0.0008 |
-0.1% |
1.1300 |
| Low |
1.1235 |
1.1243 |
0.0008 |
0.1% |
1.1215 |
| Close |
1.1256 |
1.1285 |
0.0029 |
0.3% |
1.1285 |
| Range |
0.0058 |
0.0042 |
-0.0016 |
-27.6% |
0.0085 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
124 |
74 |
-50 |
-40.3% |
780 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1397 |
1.1383 |
1.1308 |
|
| R3 |
1.1355 |
1.1341 |
1.1297 |
|
| R2 |
1.1313 |
1.1313 |
1.1293 |
|
| R1 |
1.1299 |
1.1299 |
1.1289 |
1.1306 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1275 |
| S1 |
1.1257 |
1.1257 |
1.1281 |
1.1264 |
| S2 |
1.1229 |
1.1229 |
1.1277 |
|
| S3 |
1.1187 |
1.1215 |
1.1273 |
|
| S4 |
1.1145 |
1.1173 |
1.1262 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1488 |
1.1332 |
|
| R3 |
1.1437 |
1.1403 |
1.1308 |
|
| R2 |
1.1352 |
1.1352 |
1.1301 |
|
| R1 |
1.1318 |
1.1318 |
1.1293 |
1.1335 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1275 |
| S1 |
1.1233 |
1.1233 |
1.1277 |
1.1250 |
| S2 |
1.1182 |
1.1182 |
1.1269 |
|
| S3 |
1.1097 |
1.1148 |
1.1262 |
|
| S4 |
1.1012 |
1.1063 |
1.1238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1198 |
0.0102 |
0.9% |
0.0050 |
0.4% |
85% |
False |
False |
190 |
| 10 |
1.1300 |
1.1084 |
0.0216 |
1.9% |
0.0050 |
0.4% |
93% |
False |
False |
107 |
| 20 |
1.1300 |
1.1033 |
0.0267 |
2.4% |
0.0058 |
0.5% |
94% |
False |
False |
82 |
| 40 |
1.1300 |
1.0946 |
0.0354 |
3.1% |
0.0059 |
0.5% |
96% |
False |
False |
56 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0043 |
0.4% |
90% |
False |
False |
39 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0033 |
0.3% |
92% |
False |
False |
29 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0026 |
0.2% |
92% |
False |
False |
23 |
| 120 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0022 |
0.2% |
95% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1395 |
|
1.618 |
1.1353 |
|
1.000 |
1.1327 |
|
0.618 |
1.1311 |
|
HIGH |
1.1285 |
|
0.618 |
1.1269 |
|
0.500 |
1.1264 |
|
0.382 |
1.1259 |
|
LOW |
1.1243 |
|
0.618 |
1.1217 |
|
1.000 |
1.1201 |
|
1.618 |
1.1175 |
|
2.618 |
1.1133 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1278 |
1.1279 |
| PP |
1.1271 |
1.1273 |
| S1 |
1.1264 |
1.1268 |
|