CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1346 |
1.1324 |
-0.0022 |
-0.2% |
1.1468 |
| High |
1.1371 |
1.1352 |
-0.0019 |
-0.2% |
1.1483 |
| Low |
1.1282 |
1.1316 |
0.0034 |
0.3% |
1.1282 |
| Close |
1.1324 |
1.1338 |
0.0014 |
0.1% |
1.1338 |
| Range |
0.0089 |
0.0036 |
-0.0053 |
-59.6% |
0.0201 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
41,964 |
21,759 |
-20,205 |
-48.1% |
141,254 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1427 |
1.1358 |
|
| R3 |
1.1407 |
1.1391 |
1.1348 |
|
| R2 |
1.1371 |
1.1371 |
1.1345 |
|
| R1 |
1.1355 |
1.1355 |
1.1341 |
1.1363 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1340 |
| S1 |
1.1319 |
1.1319 |
1.1335 |
1.1327 |
| S2 |
1.1299 |
1.1299 |
1.1331 |
|
| S3 |
1.1263 |
1.1283 |
1.1328 |
|
| S4 |
1.1227 |
1.1247 |
1.1318 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1971 |
1.1855 |
1.1449 |
|
| R3 |
1.1770 |
1.1654 |
1.1393 |
|
| R2 |
1.1569 |
1.1569 |
1.1375 |
|
| R1 |
1.1453 |
1.1453 |
1.1356 |
1.1411 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1346 |
| S1 |
1.1252 |
1.1252 |
1.1320 |
1.1210 |
| S2 |
1.1167 |
1.1167 |
1.1301 |
|
| S3 |
1.0966 |
1.1051 |
1.1283 |
|
| S4 |
1.0765 |
1.0850 |
1.1227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1483 |
1.1282 |
0.0201 |
1.8% |
0.0074 |
0.7% |
28% |
False |
False |
28,250 |
| 10 |
1.1503 |
1.1282 |
0.0221 |
1.9% |
0.0069 |
0.6% |
25% |
False |
False |
25,685 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0074 |
0.7% |
44% |
False |
False |
13,904 |
| 40 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0066 |
0.6% |
65% |
False |
False |
6,993 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0064 |
0.6% |
70% |
False |
False |
4,672 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0051 |
0.4% |
70% |
False |
False |
3,505 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0041 |
0.4% |
74% |
False |
False |
2,804 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0034 |
0.3% |
74% |
False |
False |
2,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1446 |
|
1.618 |
1.1410 |
|
1.000 |
1.1388 |
|
0.618 |
1.1374 |
|
HIGH |
1.1352 |
|
0.618 |
1.1338 |
|
0.500 |
1.1334 |
|
0.382 |
1.1330 |
|
LOW |
1.1316 |
|
0.618 |
1.1294 |
|
1.000 |
1.1280 |
|
1.618 |
1.1258 |
|
2.618 |
1.1222 |
|
4.250 |
1.1163 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1337 |
1.1374 |
| PP |
1.1335 |
1.1362 |
| S1 |
1.1334 |
1.1350 |
|