CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1394 |
0.0127 |
1.1% |
1.1279 |
| High |
1.1427 |
1.1399 |
-0.0028 |
-0.2% |
1.1427 |
| Low |
1.1261 |
1.1329 |
0.0068 |
0.6% |
1.1209 |
| Close |
1.1399 |
1.1332 |
-0.0067 |
-0.6% |
1.1399 |
| Range |
0.0166 |
0.0070 |
-0.0096 |
-57.8% |
0.0218 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,076 |
613 |
-1,463 |
-70.5% |
3,355 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1518 |
1.1371 |
|
| R3 |
1.1493 |
1.1448 |
1.1351 |
|
| R2 |
1.1423 |
1.1423 |
1.1345 |
|
| R1 |
1.1378 |
1.1378 |
1.1338 |
1.1366 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1347 |
| S1 |
1.1308 |
1.1308 |
1.1326 |
1.1296 |
| S2 |
1.1283 |
1.1283 |
1.1319 |
|
| S3 |
1.1213 |
1.1238 |
1.1313 |
|
| S4 |
1.1143 |
1.1168 |
1.1294 |
|
|
| 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% |
56% |
False |
False |
618 |
| 10 |
1.1427 |
1.1209 |
0.0218 |
1.9% |
0.0070 |
0.6% |
56% |
False |
False |
474 |
| 20 |
1.1427 |
1.1040 |
0.0387 |
3.4% |
0.0062 |
0.5% |
75% |
False |
False |
261 |
| 40 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0063 |
0.6% |
80% |
False |
False |
154 |
| 60 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0051 |
0.4% |
80% |
False |
False |
105 |
| 80 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0039 |
0.3% |
83% |
False |
False |
79 |
| 100 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0031 |
0.3% |
83% |
False |
False |
63 |
| 120 |
1.1427 |
1.0727 |
0.0700 |
6.2% |
0.0026 |
0.2% |
86% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1697 |
|
2.618 |
1.1582 |
|
1.618 |
1.1512 |
|
1.000 |
1.1469 |
|
0.618 |
1.1442 |
|
HIGH |
1.1399 |
|
0.618 |
1.1372 |
|
0.500 |
1.1364 |
|
0.382 |
1.1356 |
|
LOW |
1.1329 |
|
0.618 |
1.1286 |
|
1.000 |
1.1259 |
|
1.618 |
1.1216 |
|
2.618 |
1.1146 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1330 |
| PP |
1.1353 |
1.1328 |
| S1 |
1.1343 |
1.1326 |
|