CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1332 |
-0.0062 |
-0.5% |
1.1279 |
| High |
1.1399 |
1.1336 |
-0.0063 |
-0.6% |
1.1427 |
| Low |
1.1329 |
1.1273 |
-0.0056 |
-0.5% |
1.1209 |
| Close |
1.1332 |
1.1280 |
-0.0052 |
-0.5% |
1.1399 |
| Range |
0.0070 |
0.0063 |
-0.0007 |
-10.0% |
0.0218 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
613 |
2,283 |
1,670 |
272.4% |
3,355 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1446 |
1.1315 |
|
| R3 |
1.1422 |
1.1383 |
1.1297 |
|
| R2 |
1.1359 |
1.1359 |
1.1292 |
|
| R1 |
1.1320 |
1.1320 |
1.1286 |
1.1308 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1291 |
| S1 |
1.1257 |
1.1257 |
1.1274 |
1.1245 |
| S2 |
1.1233 |
1.1233 |
1.1268 |
|
| S3 |
1.1170 |
1.1194 |
1.1263 |
|
| S4 |
1.1107 |
1.1131 |
1.1245 |
|
|
| 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% |
0.0086 |
0.8% |
33% |
False |
False |
1,061 |
| 10 |
1.1427 |
1.1209 |
0.0218 |
1.9% |
0.0069 |
0.6% |
33% |
False |
False |
692 |
| 20 |
1.1427 |
1.1056 |
0.0371 |
3.3% |
0.0062 |
0.5% |
60% |
False |
False |
372 |
| 40 |
1.1427 |
1.0946 |
0.0481 |
4.3% |
0.0063 |
0.6% |
69% |
False |
False |
209 |
| 60 |
1.1427 |
1.0946 |
0.0481 |
4.3% |
0.0052 |
0.5% |
69% |
False |
False |
143 |
| 80 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0040 |
0.4% |
74% |
False |
False |
107 |
| 100 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0032 |
0.3% |
74% |
False |
False |
86 |
| 120 |
1.1427 |
1.0779 |
0.0648 |
5.7% |
0.0027 |
0.2% |
77% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1501 |
|
1.618 |
1.1438 |
|
1.000 |
1.1399 |
|
0.618 |
1.1375 |
|
HIGH |
1.1336 |
|
0.618 |
1.1312 |
|
0.500 |
1.1305 |
|
0.382 |
1.1297 |
|
LOW |
1.1273 |
|
0.618 |
1.1234 |
|
1.000 |
1.1210 |
|
1.618 |
1.1171 |
|
2.618 |
1.1108 |
|
4.250 |
1.1005 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1305 |
1.1344 |
| PP |
1.1296 |
1.1323 |
| S1 |
1.1288 |
1.1301 |
|