CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1371 |
0.0095 |
0.8% |
1.1394 |
| High |
1.1377 |
1.1443 |
0.0066 |
0.6% |
1.1443 |
| Low |
1.1257 |
1.1356 |
0.0099 |
0.9% |
1.1252 |
| Close |
1.1368 |
1.1408 |
0.0040 |
0.4% |
1.1408 |
| Range |
0.0120 |
0.0087 |
-0.0033 |
-27.5% |
0.0191 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
5,812 |
8,033 |
2,221 |
38.2% |
17,876 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1663 |
1.1623 |
1.1456 |
|
| R3 |
1.1576 |
1.1536 |
1.1432 |
|
| R2 |
1.1489 |
1.1489 |
1.1424 |
|
| R1 |
1.1449 |
1.1449 |
1.1416 |
1.1469 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1413 |
| S1 |
1.1362 |
1.1362 |
1.1400 |
1.1382 |
| S2 |
1.1315 |
1.1315 |
1.1392 |
|
| S3 |
1.1228 |
1.1275 |
1.1384 |
|
| S4 |
1.1141 |
1.1188 |
1.1360 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1865 |
1.1513 |
|
| R3 |
1.1750 |
1.1674 |
1.1461 |
|
| R2 |
1.1559 |
1.1559 |
1.1443 |
|
| R1 |
1.1483 |
1.1483 |
1.1426 |
1.1521 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1387 |
| S1 |
1.1292 |
1.1292 |
1.1390 |
1.1330 |
| S2 |
1.1177 |
1.1177 |
1.1373 |
|
| S3 |
1.0986 |
1.1101 |
1.1355 |
|
| S4 |
1.0795 |
1.0910 |
1.1303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1443 |
1.1252 |
0.0191 |
1.7% |
0.0076 |
0.7% |
82% |
True |
False |
3,575 |
| 10 |
1.1443 |
1.1209 |
0.0234 |
2.1% |
0.0079 |
0.7% |
85% |
True |
False |
2,123 |
| 20 |
1.1443 |
1.1084 |
0.0359 |
3.1% |
0.0065 |
0.6% |
90% |
True |
False |
1,115 |
| 40 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0065 |
0.6% |
93% |
True |
False |
582 |
| 60 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0056 |
0.5% |
93% |
True |
False |
392 |
| 80 |
1.1443 |
1.0890 |
0.0553 |
4.8% |
0.0042 |
0.4% |
94% |
True |
False |
294 |
| 100 |
1.1443 |
1.0862 |
0.0581 |
5.1% |
0.0034 |
0.3% |
94% |
True |
False |
236 |
| 120 |
1.1443 |
1.0809 |
0.0634 |
5.6% |
0.0029 |
0.3% |
94% |
True |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1671 |
|
1.618 |
1.1584 |
|
1.000 |
1.1530 |
|
0.618 |
1.1497 |
|
HIGH |
1.1443 |
|
0.618 |
1.1410 |
|
0.500 |
1.1400 |
|
0.382 |
1.1389 |
|
LOW |
1.1356 |
|
0.618 |
1.1302 |
|
1.000 |
1.1269 |
|
1.618 |
1.1215 |
|
2.618 |
1.1128 |
|
4.250 |
1.0986 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1405 |
1.1388 |
| PP |
1.1402 |
1.1368 |
| S1 |
1.1400 |
1.1348 |
|