CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1402 |
1.1397 |
-0.0005 |
0.0% |
1.1394 |
| High |
1.1415 |
1.1458 |
0.0043 |
0.4% |
1.1443 |
| Low |
1.1367 |
1.1388 |
0.0021 |
0.2% |
1.1252 |
| Close |
1.1406 |
1.1447 |
0.0041 |
0.4% |
1.1408 |
| Range |
0.0048 |
0.0070 |
0.0022 |
45.8% |
0.0191 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
16,313 |
23,233 |
6,920 |
42.4% |
17,876 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1614 |
1.1486 |
|
| R3 |
1.1571 |
1.1544 |
1.1466 |
|
| R2 |
1.1501 |
1.1501 |
1.1460 |
|
| R1 |
1.1474 |
1.1474 |
1.1453 |
1.1488 |
| PP |
1.1431 |
1.1431 |
1.1431 |
1.1438 |
| S1 |
1.1404 |
1.1404 |
1.1441 |
1.1418 |
| S2 |
1.1361 |
1.1361 |
1.1434 |
|
| S3 |
1.1291 |
1.1334 |
1.1428 |
|
| S4 |
1.1221 |
1.1264 |
1.1409 |
|
|
| 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 |
1.1458 |
1.1257 |
0.0201 |
1.8% |
0.0073 |
0.6% |
95% |
True |
False |
12,138 |
| 10 |
1.1458 |
1.1225 |
0.0233 |
2.0% |
0.0076 |
0.7% |
95% |
True |
False |
6,694 |
| 20 |
1.1458 |
1.1084 |
0.0374 |
3.3% |
0.0067 |
0.6% |
97% |
True |
False |
3,454 |
| 40 |
1.1458 |
1.0946 |
0.0512 |
4.5% |
0.0064 |
0.6% |
98% |
True |
False |
1,750 |
| 60 |
1.1458 |
1.0946 |
0.0512 |
4.5% |
0.0058 |
0.5% |
98% |
True |
False |
1,173 |
| 80 |
1.1458 |
1.0912 |
0.0546 |
4.8% |
0.0044 |
0.4% |
98% |
True |
False |
880 |
| 100 |
1.1458 |
1.0862 |
0.0596 |
5.2% |
0.0036 |
0.3% |
98% |
True |
False |
704 |
| 120 |
1.1458 |
1.0862 |
0.0596 |
5.2% |
0.0030 |
0.3% |
98% |
True |
False |
587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1641 |
|
1.618 |
1.1571 |
|
1.000 |
1.1528 |
|
0.618 |
1.1501 |
|
HIGH |
1.1458 |
|
0.618 |
1.1431 |
|
0.500 |
1.1423 |
|
0.382 |
1.1415 |
|
LOW |
1.1388 |
|
0.618 |
1.1345 |
|
1.000 |
1.1318 |
|
1.618 |
1.1275 |
|
2.618 |
1.1205 |
|
4.250 |
1.1091 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1439 |
1.1436 |
| PP |
1.1431 |
1.1424 |
| S1 |
1.1423 |
1.1413 |
|