CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1306 |
-0.0027 |
-0.2% |
1.1468 |
| High |
1.1337 |
1.1318 |
-0.0019 |
-0.2% |
1.1483 |
| Low |
1.1281 |
1.1276 |
-0.0005 |
0.0% |
1.1282 |
| Close |
1.1311 |
1.1291 |
-0.0020 |
-0.2% |
1.1338 |
| Range |
0.0056 |
0.0042 |
-0.0014 |
-25.0% |
0.0201 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
25,864 |
25,543 |
-321 |
-1.2% |
141,254 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1398 |
1.1314 |
|
| R3 |
1.1379 |
1.1356 |
1.1303 |
|
| R2 |
1.1337 |
1.1337 |
1.1299 |
|
| R1 |
1.1314 |
1.1314 |
1.1295 |
1.1305 |
| PP |
1.1295 |
1.1295 |
1.1295 |
1.1290 |
| S1 |
1.1272 |
1.1272 |
1.1287 |
1.1263 |
| S2 |
1.1253 |
1.1253 |
1.1283 |
|
| S3 |
1.1211 |
1.1230 |
1.1279 |
|
| S4 |
1.1169 |
1.1188 |
1.1268 |
|
|
| 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% |
0.0067 |
0.6% |
18% |
False |
False |
29,532 |
| 10 |
1.1498 |
1.1269 |
0.0229 |
2.0% |
0.0075 |
0.7% |
10% |
False |
False |
30,611 |
| 20 |
1.1503 |
1.1252 |
0.0251 |
2.2% |
0.0077 |
0.7% |
16% |
False |
False |
20,135 |
| 40 |
1.1503 |
1.1033 |
0.0470 |
4.2% |
0.0068 |
0.6% |
55% |
False |
False |
10,135 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0066 |
0.6% |
62% |
False |
False |
6,770 |
| 80 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0055 |
0.5% |
62% |
False |
False |
5,079 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0044 |
0.4% |
67% |
False |
False |
4,063 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.7% |
0.0037 |
0.3% |
67% |
False |
False |
3,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1428 |
|
1.618 |
1.1386 |
|
1.000 |
1.1360 |
|
0.618 |
1.1344 |
|
HIGH |
1.1318 |
|
0.618 |
1.1302 |
|
0.500 |
1.1297 |
|
0.382 |
1.1292 |
|
LOW |
1.1276 |
|
0.618 |
1.1250 |
|
1.000 |
1.1234 |
|
1.618 |
1.1208 |
|
2.618 |
1.1166 |
|
4.250 |
1.1098 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1297 |
1.1319 |
| PP |
1.1295 |
1.1310 |
| S1 |
1.1293 |
1.1300 |
|