CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1276 |
-0.0001 |
0.0% |
1.1279 |
| High |
1.1294 |
1.1377 |
0.0083 |
0.7% |
1.1427 |
| Low |
1.1252 |
1.1257 |
0.0005 |
0.0% |
1.1209 |
| Close |
1.1275 |
1.1368 |
0.0093 |
0.8% |
1.1399 |
| Range |
0.0042 |
0.0120 |
0.0078 |
185.7% |
0.0218 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.8% |
0.0000 |
| Volume |
1,135 |
5,812 |
4,677 |
412.1% |
3,355 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1694 |
1.1651 |
1.1434 |
|
| R3 |
1.1574 |
1.1531 |
1.1401 |
|
| R2 |
1.1454 |
1.1454 |
1.1390 |
|
| R1 |
1.1411 |
1.1411 |
1.1379 |
1.1433 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1345 |
| S1 |
1.1291 |
1.1291 |
1.1357 |
1.1313 |
| S2 |
1.1214 |
1.1214 |
1.1346 |
|
| S3 |
1.1094 |
1.1171 |
1.1335 |
|
| S4 |
1.0974 |
1.1051 |
1.1302 |
|
|
| 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 |
1.1252 |
0.0175 |
1.5% |
0.0092 |
0.8% |
66% |
False |
False |
2,383 |
| 10 |
1.1427 |
1.1209 |
0.0218 |
1.9% |
0.0075 |
0.7% |
73% |
False |
False |
1,327 |
| 20 |
1.1427 |
1.1072 |
0.0355 |
3.1% |
0.0064 |
0.6% |
83% |
False |
False |
716 |
| 40 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0064 |
0.6% |
88% |
False |
False |
381 |
| 60 |
1.1427 |
1.0946 |
0.0481 |
4.2% |
0.0054 |
0.5% |
88% |
False |
False |
258 |
| 80 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0042 |
0.4% |
90% |
False |
False |
194 |
| 100 |
1.1427 |
1.0862 |
0.0565 |
5.0% |
0.0034 |
0.3% |
90% |
False |
False |
155 |
| 120 |
1.1427 |
1.0792 |
0.0635 |
5.6% |
0.0028 |
0.2% |
91% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1691 |
|
1.618 |
1.1571 |
|
1.000 |
1.1497 |
|
0.618 |
1.1451 |
|
HIGH |
1.1377 |
|
0.618 |
1.1331 |
|
0.500 |
1.1317 |
|
0.382 |
1.1303 |
|
LOW |
1.1257 |
|
0.618 |
1.1183 |
|
1.000 |
1.1137 |
|
1.618 |
1.1063 |
|
2.618 |
1.0943 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1350 |
| PP |
1.1334 |
1.1332 |
| S1 |
1.1317 |
1.1315 |
|