CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.1324 |
1.1347 |
0.0023 |
0.2% |
1.1468 |
High |
1.1352 |
1.1388 |
0.0036 |
0.3% |
1.1483 |
Low |
1.1316 |
1.1286 |
-0.0030 |
-0.3% |
1.1282 |
Close |
1.1338 |
1.1359 |
0.0021 |
0.2% |
1.1338 |
Range |
0.0036 |
0.0102 |
0.0066 |
183.3% |
0.0201 |
ATR |
0.0071 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
Volume |
21,759 |
35,531 |
13,772 |
63.3% |
141,254 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1650 |
1.1607 |
1.1415 |
|
R3 |
1.1548 |
1.1505 |
1.1387 |
|
R2 |
1.1446 |
1.1446 |
1.1378 |
|
R1 |
1.1403 |
1.1403 |
1.1368 |
1.1425 |
PP |
1.1344 |
1.1344 |
1.1344 |
1.1355 |
S1 |
1.1301 |
1.1301 |
1.1350 |
1.1323 |
S2 |
1.1242 |
1.1242 |
1.1340 |
|
S3 |
1.1140 |
1.1199 |
1.1331 |
|
S4 |
1.1038 |
1.1097 |
1.1303 |
|
|
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 |
1.1471 |
1.1282 |
0.0189 |
1.7% |
0.0084 |
0.7% |
41% |
False |
False |
31,014 |
10 |
1.1503 |
1.1282 |
0.0221 |
1.9% |
0.0075 |
0.7% |
35% |
False |
False |
28,509 |
20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0076 |
0.7% |
51% |
False |
False |
15,637 |
40 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0066 |
0.6% |
69% |
False |
False |
7,881 |
60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0065 |
0.6% |
74% |
False |
False |
5,264 |
80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0052 |
0.5% |
74% |
False |
False |
3,949 |
100 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0042 |
0.4% |
78% |
False |
False |
3,159 |
120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0035 |
0.3% |
78% |
False |
False |
2,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1822 |
2.618 |
1.1655 |
1.618 |
1.1553 |
1.000 |
1.1490 |
0.618 |
1.1451 |
HIGH |
1.1388 |
0.618 |
1.1349 |
0.500 |
1.1337 |
0.382 |
1.1325 |
LOW |
1.1286 |
0.618 |
1.1223 |
1.000 |
1.1184 |
1.618 |
1.1121 |
2.618 |
1.1019 |
4.250 |
1.0853 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1352 |
1.1351 |
PP |
1.1344 |
1.1343 |
S1 |
1.1337 |
1.1335 |
|