CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1267 |
0.0032 |
0.3% |
1.1279 |
| High |
1.1279 |
1.1427 |
0.0148 |
1.3% |
1.1427 |
| Low |
1.1225 |
1.1261 |
0.0036 |
0.3% |
1.1209 |
| Close |
1.1268 |
1.1399 |
0.0131 |
1.2% |
1.1399 |
| Range |
0.0054 |
0.0166 |
0.0112 |
207.4% |
0.0218 |
| ATR |
0.0061 |
0.0068 |
0.0008 |
12.3% |
0.0000 |
| Volume |
146 |
2,076 |
1,930 |
1,321.9% |
3,355 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1860 |
1.1796 |
1.1490 |
|
| R3 |
1.1694 |
1.1630 |
1.1445 |
|
| R2 |
1.1528 |
1.1528 |
1.1429 |
|
| R1 |
1.1464 |
1.1464 |
1.1414 |
1.1496 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1379 |
| S1 |
1.1298 |
1.1298 |
1.1384 |
1.1330 |
| S2 |
1.1196 |
1.1196 |
1.1369 |
|
| S3 |
1.1030 |
1.1132 |
1.1353 |
|
| S4 |
1.0864 |
1.0966 |
1.1308 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1999 |
1.1917 |
1.1519 |
|
| R3 |
1.1781 |
1.1699 |
1.1459 |
|
| R2 |
1.1563 |
1.1563 |
1.1439 |
|
| R1 |
1.1481 |
1.1481 |
1.1419 |
1.1522 |
| PP |
1.1345 |
1.1345 |
1.1345 |
1.1366 |
| S1 |
1.1263 |
1.1263 |
1.1379 |
1.1304 |
| S2 |
1.1127 |
1.1127 |
1.1359 |
|
| S3 |
1.0909 |
1.1045 |
1.1339 |
|
| S4 |
1.0691 |
1.0827 |
1.1279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1427 |
1.1209 |
0.0218 |
1.9% |
0.0082 |
0.7% |
87% |
True |
False |
671 |
| 10 |
1.1427 |
1.1198 |
0.0229 |
2.0% |
0.0066 |
0.6% |
88% |
True |
False |
430 |
| 20 |
1.1427 |
1.1033 |
0.0394 |
3.5% |
0.0063 |
0.6% |
93% |
True |
False |
232 |
| 40 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0063 |
0.6% |
94% |
True |
False |
139 |
| 60 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0050 |
0.4% |
94% |
True |
False |
95 |
| 80 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0038 |
0.3% |
95% |
True |
False |
71 |
| 100 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0031 |
0.3% |
95% |
True |
False |
57 |
| 120 |
1.1427 |
1.0727 |
0.0700 |
6.1% |
0.0025 |
0.2% |
96% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2133 |
|
2.618 |
1.1862 |
|
1.618 |
1.1696 |
|
1.000 |
1.1593 |
|
0.618 |
1.1530 |
|
HIGH |
1.1427 |
|
0.618 |
1.1364 |
|
0.500 |
1.1344 |
|
0.382 |
1.1324 |
|
LOW |
1.1261 |
|
0.618 |
1.1158 |
|
1.000 |
1.1095 |
|
1.618 |
1.0992 |
|
2.618 |
1.0826 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1381 |
1.1372 |
| PP |
1.1362 |
1.1345 |
| S1 |
1.1344 |
1.1318 |
|