CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1277 |
-0.0055 |
-0.5% |
1.1279 |
| High |
1.1336 |
1.1294 |
-0.0042 |
-0.4% |
1.1427 |
| Low |
1.1273 |
1.1252 |
-0.0021 |
-0.2% |
1.1209 |
| Close |
1.1280 |
1.1275 |
-0.0005 |
0.0% |
1.1399 |
| Range |
0.0063 |
0.0042 |
-0.0021 |
-33.3% |
0.0218 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2,283 |
1,135 |
-1,148 |
-50.3% |
3,355 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1379 |
1.1298 |
|
| R3 |
1.1358 |
1.1337 |
1.1287 |
|
| R2 |
1.1316 |
1.1316 |
1.1283 |
|
| R1 |
1.1295 |
1.1295 |
1.1279 |
1.1285 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1268 |
| S1 |
1.1253 |
1.1253 |
1.1271 |
1.1243 |
| S2 |
1.1232 |
1.1232 |
1.1267 |
|
| S3 |
1.1190 |
1.1211 |
1.1263 |
|
| S4 |
1.1148 |
1.1169 |
1.1252 |
|
|
| 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 |
1.1225 |
0.0202 |
1.8% |
0.0079 |
0.7% |
25% |
False |
False |
1,250 |
| 10 |
1.1427 |
1.1209 |
0.0218 |
1.9% |
0.0069 |
0.6% |
30% |
False |
False |
758 |
| 20 |
1.1427 |
1.1056 |
0.0371 |
3.3% |
0.0061 |
0.5% |
59% |
False |
False |
428 |
| 40 |
1.1427 |
1.0946 |
0.0481 |
4.3% |
0.0062 |
0.6% |
68% |
False |
False |
236 |
| 60 |
1.1427 |
1.0946 |
0.0481 |
4.3% |
0.0052 |
0.5% |
68% |
False |
False |
162 |
| 80 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0040 |
0.4% |
73% |
False |
False |
121 |
| 100 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0032 |
0.3% |
73% |
False |
False |
97 |
| 120 |
1.1427 |
1.0779 |
0.0648 |
5.7% |
0.0027 |
0.2% |
77% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1404 |
|
1.618 |
1.1362 |
|
1.000 |
1.1336 |
|
0.618 |
1.1320 |
|
HIGH |
1.1294 |
|
0.618 |
1.1278 |
|
0.500 |
1.1273 |
|
0.382 |
1.1268 |
|
LOW |
1.1252 |
|
0.618 |
1.1226 |
|
1.000 |
1.1210 |
|
1.618 |
1.1184 |
|
2.618 |
1.1142 |
|
4.250 |
1.1074 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1274 |
1.1326 |
| PP |
1.1274 |
1.1309 |
| S1 |
1.1273 |
1.1292 |
|