CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1270 |
-0.0009 |
-0.1% |
1.1234 |
| High |
1.1312 |
1.1303 |
-0.0009 |
-0.1% |
1.1300 |
| Low |
1.1239 |
1.1260 |
0.0021 |
0.2% |
1.1215 |
| Close |
1.1260 |
1.1284 |
0.0024 |
0.2% |
1.1285 |
| Range |
0.0073 |
0.0043 |
-0.0030 |
-41.1% |
0.0085 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
875 |
67 |
-808 |
-92.3% |
780 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1391 |
1.1308 |
|
| R3 |
1.1368 |
1.1348 |
1.1296 |
|
| R2 |
1.1325 |
1.1325 |
1.1292 |
|
| R1 |
1.1305 |
1.1305 |
1.1288 |
1.1315 |
| PP |
1.1282 |
1.1282 |
1.1282 |
1.1288 |
| S1 |
1.1262 |
1.1262 |
1.1280 |
1.1272 |
| S2 |
1.1239 |
1.1239 |
1.1276 |
|
| S3 |
1.1196 |
1.1219 |
1.1272 |
|
| S4 |
1.1153 |
1.1176 |
1.1260 |
|
|
| 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 |
1.1235 |
0.0077 |
0.7% |
0.0053 |
0.5% |
64% |
False |
False |
322 |
| 10 |
1.1312 |
1.1084 |
0.0228 |
2.0% |
0.0056 |
0.5% |
88% |
False |
False |
196 |
| 20 |
1.1312 |
1.1033 |
0.0279 |
2.5% |
0.0058 |
0.5% |
90% |
False |
False |
123 |
| 40 |
1.1312 |
1.0946 |
0.0366 |
3.2% |
0.0061 |
0.5% |
92% |
False |
False |
80 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0045 |
0.4% |
90% |
False |
False |
54 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0035 |
0.3% |
92% |
False |
False |
41 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0028 |
0.2% |
92% |
False |
False |
33 |
| 120 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0023 |
0.2% |
94% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1486 |
|
2.618 |
1.1416 |
|
1.618 |
1.1373 |
|
1.000 |
1.1346 |
|
0.618 |
1.1330 |
|
HIGH |
1.1303 |
|
0.618 |
1.1287 |
|
0.500 |
1.1282 |
|
0.382 |
1.1276 |
|
LOW |
1.1260 |
|
0.618 |
1.1233 |
|
1.000 |
1.1217 |
|
1.618 |
1.1190 |
|
2.618 |
1.1147 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1281 |
| PP |
1.1282 |
1.1278 |
| S1 |
1.1282 |
1.1276 |
|