CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1279 |
0.0026 |
0.2% |
1.1234 |
| High |
1.1285 |
1.1312 |
0.0027 |
0.2% |
1.1300 |
| Low |
1.1243 |
1.1239 |
-0.0004 |
0.0% |
1.1215 |
| Close |
1.1285 |
1.1260 |
-0.0025 |
-0.2% |
1.1285 |
| Range |
0.0042 |
0.0073 |
0.0031 |
73.8% |
0.0085 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.4% |
0.0000 |
| Volume |
74 |
875 |
801 |
1,082.4% |
780 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1448 |
1.1300 |
|
| R3 |
1.1416 |
1.1375 |
1.1280 |
|
| R2 |
1.1343 |
1.1343 |
1.1273 |
|
| R1 |
1.1302 |
1.1302 |
1.1267 |
1.1286 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1263 |
| S1 |
1.1229 |
1.1229 |
1.1253 |
1.1213 |
| S2 |
1.1197 |
1.1197 |
1.1247 |
|
| S3 |
1.1124 |
1.1156 |
1.1240 |
|
| S4 |
1.1051 |
1.1083 |
1.1220 |
|
|
| 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 |
1.1312 |
1.1215 |
0.0097 |
0.9% |
0.0058 |
0.5% |
46% |
True |
False |
331 |
| 10 |
1.1312 |
1.1084 |
0.0228 |
2.0% |
0.0053 |
0.5% |
77% |
True |
False |
192 |
| 20 |
1.1312 |
1.1033 |
0.0279 |
2.5% |
0.0057 |
0.5% |
81% |
True |
False |
125 |
| 40 |
1.1312 |
1.0946 |
0.0366 |
3.3% |
0.0060 |
0.5% |
86% |
True |
False |
78 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0044 |
0.4% |
83% |
False |
False |
53 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0034 |
0.3% |
86% |
False |
False |
40 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0027 |
0.2% |
86% |
False |
False |
32 |
| 120 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0023 |
0.2% |
91% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1503 |
|
1.618 |
1.1430 |
|
1.000 |
1.1385 |
|
0.618 |
1.1357 |
|
HIGH |
1.1312 |
|
0.618 |
1.1284 |
|
0.500 |
1.1276 |
|
0.382 |
1.1267 |
|
LOW |
1.1239 |
|
0.618 |
1.1194 |
|
1.000 |
1.1166 |
|
1.618 |
1.1121 |
|
2.618 |
1.1048 |
|
4.250 |
1.0929 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1276 |
1.1274 |
| PP |
1.1270 |
1.1269 |
| S1 |
1.1265 |
1.1265 |
|