CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1359 |
0.0012 |
0.1% |
1.1468 |
| High |
1.1388 |
1.1369 |
-0.0019 |
-0.2% |
1.1483 |
| Low |
1.1286 |
1.1269 |
-0.0017 |
-0.2% |
1.1282 |
| Close |
1.1359 |
1.1336 |
-0.0023 |
-0.2% |
1.1338 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0201 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.6% |
0.0000 |
| Volume |
35,531 |
38,963 |
3,432 |
9.7% |
141,254 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1580 |
1.1391 |
|
| R3 |
1.1525 |
1.1480 |
1.1364 |
|
| R2 |
1.1425 |
1.1425 |
1.1354 |
|
| R1 |
1.1380 |
1.1380 |
1.1345 |
1.1353 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1311 |
| S1 |
1.1280 |
1.1280 |
1.1327 |
1.1253 |
| S2 |
1.1225 |
1.1225 |
1.1318 |
|
| S3 |
1.1125 |
1.1180 |
1.1309 |
|
| S4 |
1.1025 |
1.1080 |
1.1281 |
|
|
| 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 |
1.1465 |
1.1269 |
0.0196 |
1.7% |
0.0092 |
0.8% |
34% |
False |
True |
34,405 |
| 10 |
1.1503 |
1.1269 |
0.0234 |
2.1% |
0.0081 |
0.7% |
29% |
False |
True |
30,774 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0079 |
0.7% |
43% |
False |
False |
17,582 |
| 40 |
1.1503 |
1.1033 |
0.0470 |
4.1% |
0.0068 |
0.6% |
64% |
False |
False |
8,852 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
70% |
False |
False |
5,914 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0053 |
0.5% |
70% |
False |
False |
4,436 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0043 |
0.4% |
74% |
False |
False |
3,549 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0036 |
0.3% |
74% |
False |
False |
2,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1631 |
|
1.618 |
1.1531 |
|
1.000 |
1.1469 |
|
0.618 |
1.1431 |
|
HIGH |
1.1369 |
|
0.618 |
1.1331 |
|
0.500 |
1.1319 |
|
0.382 |
1.1307 |
|
LOW |
1.1269 |
|
0.618 |
1.1207 |
|
1.000 |
1.1169 |
|
1.618 |
1.1107 |
|
2.618 |
1.1007 |
|
4.250 |
1.0844 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1330 |
1.1334 |
| PP |
1.1325 |
1.1331 |
| S1 |
1.1319 |
1.1329 |
|