CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1451 |
0.0054 |
0.5% |
1.1394 |
| High |
1.1458 |
1.1503 |
0.0045 |
0.4% |
1.1443 |
| Low |
1.1388 |
1.1417 |
0.0029 |
0.3% |
1.1252 |
| Close |
1.1447 |
1.1433 |
-0.0014 |
-0.1% |
1.1408 |
| Range |
0.0070 |
0.0086 |
0.0016 |
22.9% |
0.0191 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.9% |
0.0000 |
| Volume |
23,233 |
29,796 |
6,563 |
28.2% |
17,876 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1657 |
1.1480 |
|
| R3 |
1.1623 |
1.1571 |
1.1457 |
|
| R2 |
1.1537 |
1.1537 |
1.1449 |
|
| R1 |
1.1485 |
1.1485 |
1.1441 |
1.1468 |
| PP |
1.1451 |
1.1451 |
1.1451 |
1.1443 |
| S1 |
1.1399 |
1.1399 |
1.1425 |
1.1382 |
| S2 |
1.1365 |
1.1365 |
1.1417 |
|
| S3 |
1.1279 |
1.1313 |
1.1409 |
|
| S4 |
1.1193 |
1.1227 |
1.1386 |
|
|
| 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 |
1.1503 |
1.1356 |
0.0147 |
1.3% |
0.0066 |
0.6% |
52% |
True |
False |
16,934 |
| 10 |
1.1503 |
1.1252 |
0.0251 |
2.2% |
0.0079 |
0.7% |
72% |
True |
False |
9,659 |
| 20 |
1.1503 |
1.1117 |
0.0386 |
3.4% |
0.0069 |
0.6% |
82% |
True |
False |
4,943 |
| 40 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
87% |
True |
False |
2,493 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0060 |
0.5% |
87% |
True |
False |
1,670 |
| 80 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0045 |
0.4% |
88% |
True |
False |
1,252 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0037 |
0.3% |
89% |
True |
False |
1,002 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0031 |
0.3% |
89% |
True |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1869 |
|
2.618 |
1.1728 |
|
1.618 |
1.1642 |
|
1.000 |
1.1589 |
|
0.618 |
1.1556 |
|
HIGH |
1.1503 |
|
0.618 |
1.1470 |
|
0.500 |
1.1460 |
|
0.382 |
1.1450 |
|
LOW |
1.1417 |
|
0.618 |
1.1364 |
|
1.000 |
1.1331 |
|
1.618 |
1.1278 |
|
2.618 |
1.1192 |
|
4.250 |
1.1052 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1435 |
| PP |
1.1451 |
1.1434 |
| S1 |
1.1442 |
1.1434 |
|