CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1460 |
1.1458 |
-0.0002 |
0.0% |
1.1402 |
| High |
1.1471 |
1.1465 |
-0.0006 |
-0.1% |
1.1503 |
| Low |
1.1411 |
1.1333 |
-0.0078 |
-0.7% |
1.1367 |
| Close |
1.1454 |
1.1345 |
-0.0109 |
-1.0% |
1.1468 |
| Range |
0.0060 |
0.0132 |
0.0072 |
120.0% |
0.0136 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
6.7% |
0.0000 |
| Volume |
22,011 |
33,809 |
11,798 |
53.6% |
115,604 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1693 |
1.1418 |
|
| R3 |
1.1645 |
1.1561 |
1.1381 |
|
| R2 |
1.1513 |
1.1513 |
1.1369 |
|
| R1 |
1.1429 |
1.1429 |
1.1357 |
1.1405 |
| PP |
1.1381 |
1.1381 |
1.1381 |
1.1369 |
| S1 |
1.1297 |
1.1297 |
1.1333 |
1.1273 |
| S2 |
1.1249 |
1.1249 |
1.1321 |
|
| S3 |
1.1117 |
1.1165 |
1.1309 |
|
| S4 |
1.0985 |
1.1033 |
1.1272 |
|
|
| 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 |
1.1333 |
0.0170 |
1.5% |
0.0082 |
0.7% |
7% |
False |
True |
29,258 |
| 10 |
1.1503 |
1.1257 |
0.0246 |
2.2% |
0.0078 |
0.7% |
36% |
False |
False |
20,698 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0073 |
0.6% |
46% |
False |
False |
10,728 |
| 40 |
1.1503 |
1.0958 |
0.0545 |
4.8% |
0.0069 |
0.6% |
71% |
False |
False |
5,401 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0063 |
0.6% |
72% |
False |
False |
3,611 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0049 |
0.4% |
72% |
False |
False |
2,708 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0040 |
0.4% |
75% |
False |
False |
2,167 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0033 |
0.3% |
75% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1811 |
|
1.618 |
1.1679 |
|
1.000 |
1.1597 |
|
0.618 |
1.1547 |
|
HIGH |
1.1465 |
|
0.618 |
1.1415 |
|
0.500 |
1.1399 |
|
0.382 |
1.1383 |
|
LOW |
1.1333 |
|
0.618 |
1.1251 |
|
1.000 |
1.1201 |
|
1.618 |
1.1119 |
|
2.618 |
1.0987 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1408 |
| PP |
1.1381 |
1.1387 |
| S1 |
1.1363 |
1.1366 |
|