CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1458 |
1.1346 |
-0.0112 |
-1.0% |
1.1402 |
| High |
1.1465 |
1.1371 |
-0.0094 |
-0.8% |
1.1503 |
| Low |
1.1333 |
1.1282 |
-0.0051 |
-0.5% |
1.1367 |
| Close |
1.1345 |
1.1324 |
-0.0021 |
-0.2% |
1.1468 |
| Range |
0.0132 |
0.0089 |
-0.0043 |
-32.6% |
0.0136 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.6% |
0.0000 |
| Volume |
33,809 |
41,964 |
8,155 |
24.1% |
115,604 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1547 |
1.1373 |
|
| R3 |
1.1504 |
1.1458 |
1.1348 |
|
| R2 |
1.1415 |
1.1415 |
1.1340 |
|
| R1 |
1.1369 |
1.1369 |
1.1332 |
1.1348 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1315 |
| S1 |
1.1280 |
1.1280 |
1.1316 |
1.1259 |
| S2 |
1.1237 |
1.1237 |
1.1308 |
|
| S3 |
1.1148 |
1.1191 |
1.1300 |
|
| S4 |
1.1059 |
1.1102 |
1.1275 |
|
|
| 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 |
1.1498 |
1.1282 |
0.0216 |
1.9% |
0.0082 |
0.7% |
19% |
False |
True |
31,691 |
| 10 |
1.1503 |
1.1282 |
0.0221 |
2.0% |
0.0074 |
0.7% |
19% |
False |
True |
24,313 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0075 |
0.7% |
39% |
False |
False |
12,820 |
| 40 |
1.1503 |
1.0958 |
0.0545 |
4.8% |
0.0070 |
0.6% |
67% |
False |
False |
6,450 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0064 |
0.6% |
68% |
False |
False |
4,310 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0050 |
0.4% |
68% |
False |
False |
3,233 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0041 |
0.4% |
72% |
False |
False |
2,587 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0034 |
0.3% |
72% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1749 |
|
2.618 |
1.1604 |
|
1.618 |
1.1515 |
|
1.000 |
1.1460 |
|
0.618 |
1.1426 |
|
HIGH |
1.1371 |
|
0.618 |
1.1337 |
|
0.500 |
1.1327 |
|
0.382 |
1.1316 |
|
LOW |
1.1282 |
|
0.618 |
1.1227 |
|
1.000 |
1.1193 |
|
1.618 |
1.1138 |
|
2.618 |
1.1049 |
|
4.250 |
1.0904 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1327 |
1.1377 |
| PP |
1.1326 |
1.1359 |
| S1 |
1.1325 |
1.1342 |
|