CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1283 |
0.0013 |
0.1% |
1.1234 |
| High |
1.1303 |
1.1284 |
-0.0019 |
-0.2% |
1.1300 |
| Low |
1.1260 |
1.1209 |
-0.0051 |
-0.5% |
1.1215 |
| Close |
1.1284 |
1.1233 |
-0.0051 |
-0.5% |
1.1285 |
| Range |
0.0043 |
0.0075 |
0.0032 |
74.4% |
0.0085 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
67 |
191 |
124 |
185.1% |
780 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1425 |
1.1274 |
|
| R3 |
1.1392 |
1.1350 |
1.1254 |
|
| R2 |
1.1317 |
1.1317 |
1.1247 |
|
| R1 |
1.1275 |
1.1275 |
1.1240 |
1.1259 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1234 |
| S1 |
1.1200 |
1.1200 |
1.1226 |
1.1184 |
| S2 |
1.1167 |
1.1167 |
1.1219 |
|
| S3 |
1.1092 |
1.1125 |
1.1212 |
|
| S4 |
1.1017 |
1.1050 |
1.1192 |
|
|
| 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 |
1.1209 |
0.0103 |
0.9% |
0.0058 |
0.5% |
23% |
False |
True |
266 |
| 10 |
1.1312 |
1.1084 |
0.0228 |
2.0% |
0.0058 |
0.5% |
65% |
False |
False |
215 |
| 20 |
1.1312 |
1.1033 |
0.0279 |
2.5% |
0.0060 |
0.5% |
72% |
False |
False |
131 |
| 40 |
1.1312 |
1.0946 |
0.0366 |
3.3% |
0.0060 |
0.5% |
78% |
False |
False |
84 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0046 |
0.4% |
76% |
False |
False |
58 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0035 |
0.3% |
80% |
False |
False |
43 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0028 |
0.3% |
80% |
False |
False |
35 |
| 120 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0024 |
0.2% |
87% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1603 |
|
2.618 |
1.1480 |
|
1.618 |
1.1405 |
|
1.000 |
1.1359 |
|
0.618 |
1.1330 |
|
HIGH |
1.1284 |
|
0.618 |
1.1255 |
|
0.500 |
1.1247 |
|
0.382 |
1.1238 |
|
LOW |
1.1209 |
|
0.618 |
1.1163 |
|
1.000 |
1.1134 |
|
1.618 |
1.1088 |
|
2.618 |
1.1013 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1261 |
| PP |
1.1242 |
1.1251 |
| S1 |
1.1238 |
1.1242 |
|