CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1402 |
0.0000 |
0.0% |
1.1394 |
| High |
1.1423 |
1.1415 |
-0.0008 |
-0.1% |
1.1443 |
| Low |
1.1382 |
1.1367 |
-0.0015 |
-0.1% |
1.1252 |
| Close |
1.1395 |
1.1406 |
0.0011 |
0.1% |
1.1408 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.1% |
0.0191 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
7,299 |
16,313 |
9,014 |
123.5% |
17,876 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1521 |
1.1432 |
|
| R3 |
1.1492 |
1.1473 |
1.1419 |
|
| R2 |
1.1444 |
1.1444 |
1.1415 |
|
| R1 |
1.1425 |
1.1425 |
1.1410 |
1.1435 |
| PP |
1.1396 |
1.1396 |
1.1396 |
1.1401 |
| S1 |
1.1377 |
1.1377 |
1.1402 |
1.1387 |
| S2 |
1.1348 |
1.1348 |
1.1397 |
|
| S3 |
1.1300 |
1.1329 |
1.1393 |
|
| S4 |
1.1252 |
1.1281 |
1.1380 |
|
|
| 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% |
0.0068 |
0.6% |
81% |
False |
False |
7,718 |
| 10 |
1.1443 |
1.1209 |
0.0234 |
2.1% |
0.0077 |
0.7% |
84% |
False |
False |
4,390 |
| 20 |
1.1443 |
1.1084 |
0.0359 |
3.1% |
0.0066 |
0.6% |
90% |
False |
False |
2,293 |
| 40 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0064 |
0.6% |
93% |
False |
False |
1,170 |
| 60 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0057 |
0.5% |
93% |
False |
False |
786 |
| 80 |
1.1443 |
1.0912 |
0.0531 |
4.7% |
0.0043 |
0.4% |
93% |
False |
False |
590 |
| 100 |
1.1443 |
1.0862 |
0.0581 |
5.1% |
0.0035 |
0.3% |
94% |
False |
False |
472 |
| 120 |
1.1443 |
1.0862 |
0.0581 |
5.1% |
0.0029 |
0.3% |
94% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1541 |
|
1.618 |
1.1493 |
|
1.000 |
1.1463 |
|
0.618 |
1.1445 |
|
HIGH |
1.1415 |
|
0.618 |
1.1397 |
|
0.500 |
1.1391 |
|
0.382 |
1.1385 |
|
LOW |
1.1367 |
|
0.618 |
1.1337 |
|
1.000 |
1.1319 |
|
1.618 |
1.1289 |
|
2.618 |
1.1241 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1404 |
| PP |
1.1396 |
1.1402 |
| S1 |
1.1391 |
1.1400 |
|