CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1443 |
1.1468 |
0.0025 |
0.2% |
1.1402 |
| High |
1.1498 |
1.1483 |
-0.0015 |
-0.1% |
1.1503 |
| Low |
1.1421 |
1.1429 |
0.0008 |
0.1% |
1.1367 |
| Close |
1.1468 |
1.1460 |
-0.0008 |
-0.1% |
1.1468 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0136 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
38,963 |
21,711 |
-17,252 |
-44.3% |
115,604 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1619 |
1.1594 |
1.1490 |
|
| R3 |
1.1565 |
1.1540 |
1.1475 |
|
| R2 |
1.1511 |
1.1511 |
1.1470 |
|
| R1 |
1.1486 |
1.1486 |
1.1465 |
1.1472 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1450 |
| S1 |
1.1432 |
1.1432 |
1.1455 |
1.1418 |
| S2 |
1.1403 |
1.1403 |
1.1450 |
|
| S3 |
1.1349 |
1.1378 |
1.1445 |
|
| S4 |
1.1295 |
1.1324 |
1.1430 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1797 |
1.1543 |
|
| R3 |
1.1718 |
1.1661 |
1.1505 |
|
| R2 |
1.1582 |
1.1582 |
1.1493 |
|
| R1 |
1.1525 |
1.1525 |
1.1480 |
1.1554 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1460 |
| S1 |
1.1389 |
1.1389 |
1.1456 |
1.1418 |
| S2 |
1.1310 |
1.1310 |
1.1443 |
|
| S3 |
1.1174 |
1.1253 |
1.1431 |
|
| S4 |
1.1038 |
1.1117 |
1.1393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1367 |
0.0136 |
1.2% |
0.0067 |
0.6% |
68% |
False |
False |
26,003 |
| 10 |
1.1503 |
1.1252 |
0.0251 |
2.2% |
0.0069 |
0.6% |
83% |
False |
False |
15,457 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0069 |
0.6% |
85% |
False |
False |
7,966 |
| 40 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
92% |
False |
False |
4,007 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0062 |
0.5% |
92% |
False |
False |
2,681 |
| 80 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0047 |
0.4% |
93% |
False |
False |
2,011 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0038 |
0.3% |
93% |
False |
False |
1,609 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0032 |
0.3% |
93% |
False |
False |
1,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1713 |
|
2.618 |
1.1624 |
|
1.618 |
1.1570 |
|
1.000 |
1.1537 |
|
0.618 |
1.1516 |
|
HIGH |
1.1483 |
|
0.618 |
1.1462 |
|
0.500 |
1.1456 |
|
0.382 |
1.1450 |
|
LOW |
1.1429 |
|
0.618 |
1.1396 |
|
1.000 |
1.1375 |
|
1.618 |
1.1342 |
|
2.618 |
1.1288 |
|
4.250 |
1.1200 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1459 |
1.1460 |
| PP |
1.1457 |
1.1460 |
| S1 |
1.1456 |
1.1460 |
|