CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1333 |
-0.0026 |
-0.2% |
1.1468 |
| High |
1.1369 |
1.1337 |
-0.0032 |
-0.3% |
1.1483 |
| Low |
1.1269 |
1.1281 |
0.0012 |
0.1% |
1.1282 |
| Close |
1.1336 |
1.1311 |
-0.0025 |
-0.2% |
1.1338 |
| Range |
0.0100 |
0.0056 |
-0.0044 |
-44.0% |
0.0201 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
38,963 |
25,864 |
-13,099 |
-33.6% |
141,254 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1450 |
1.1342 |
|
| R3 |
1.1422 |
1.1394 |
1.1326 |
|
| R2 |
1.1366 |
1.1366 |
1.1321 |
|
| R1 |
1.1338 |
1.1338 |
1.1316 |
1.1324 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1303 |
| S1 |
1.1282 |
1.1282 |
1.1306 |
1.1268 |
| S2 |
1.1254 |
1.1254 |
1.1301 |
|
| S3 |
1.1198 |
1.1226 |
1.1296 |
|
| S4 |
1.1142 |
1.1170 |
1.1280 |
|
|
| 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 |
1.1388 |
1.1269 |
0.0119 |
1.1% |
0.0077 |
0.7% |
35% |
False |
False |
32,816 |
| 10 |
1.1503 |
1.1269 |
0.0234 |
2.1% |
0.0079 |
0.7% |
18% |
False |
False |
31,037 |
| 20 |
1.1503 |
1.1225 |
0.0278 |
2.5% |
0.0078 |
0.7% |
31% |
False |
False |
18,865 |
| 40 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0069 |
0.6% |
59% |
False |
False |
9,498 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
66% |
False |
False |
6,345 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0054 |
0.5% |
66% |
False |
False |
4,759 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0044 |
0.4% |
70% |
False |
False |
3,808 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0037 |
0.3% |
70% |
False |
False |
3,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1484 |
|
1.618 |
1.1428 |
|
1.000 |
1.1393 |
|
0.618 |
1.1372 |
|
HIGH |
1.1337 |
|
0.618 |
1.1316 |
|
0.500 |
1.1309 |
|
0.382 |
1.1302 |
|
LOW |
1.1281 |
|
0.618 |
1.1246 |
|
1.000 |
1.1225 |
|
1.618 |
1.1190 |
|
2.618 |
1.1134 |
|
4.250 |
1.1043 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1329 |
| PP |
1.1310 |
1.1323 |
| S1 |
1.1309 |
1.1317 |
|