CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.1133 |
1.1204 |
0.0071 |
0.6% |
1.1127 |
High |
1.1153 |
1.1204 |
0.0051 |
0.5% |
1.1164 |
Low |
1.1128 |
1.1204 |
0.0076 |
0.7% |
1.1083 |
Close |
1.1128 |
1.1204 |
0.0076 |
0.7% |
1.1164 |
Range |
0.0025 |
0.0000 |
-0.0025 |
-100.0% |
0.0081 |
ATR |
0.0042 |
0.0044 |
0.0002 |
5.8% |
0.0000 |
Volume |
249 |
301 |
52 |
20.9% |
10 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1204 |
1.1204 |
1.1204 |
|
R3 |
1.1204 |
1.1204 |
1.1204 |
|
R2 |
1.1204 |
1.1204 |
1.1204 |
|
R1 |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
PP |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
S1 |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
S2 |
1.1204 |
1.1204 |
1.1204 |
|
S3 |
1.1204 |
1.1204 |
1.1204 |
|
S4 |
1.1204 |
1.1204 |
1.1204 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1380 |
1.1353 |
1.1209 |
|
R3 |
1.1299 |
1.1272 |
1.1186 |
|
R2 |
1.1218 |
1.1218 |
1.1179 |
|
R1 |
1.1191 |
1.1191 |
1.1171 |
1.1205 |
PP |
1.1137 |
1.1137 |
1.1137 |
1.1144 |
S1 |
1.1110 |
1.1110 |
1.1157 |
1.1124 |
S2 |
1.1056 |
1.1056 |
1.1149 |
|
S3 |
1.0975 |
1.1029 |
1.1142 |
|
S4 |
1.0894 |
1.0948 |
1.1119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1204 |
1.1128 |
0.0076 |
0.7% |
0.0009 |
0.1% |
100% |
True |
False |
111 |
10 |
1.1204 |
1.1047 |
0.0157 |
1.4% |
0.0005 |
0.0% |
100% |
True |
False |
56 |
20 |
1.1206 |
1.0994 |
0.0212 |
1.9% |
0.0002 |
0.0% |
99% |
False |
False |
29 |
40 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0003 |
0.0% |
63% |
False |
False |
15 |
60 |
1.1330 |
1.0924 |
0.0406 |
3.6% |
0.0002 |
0.0% |
69% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1204 |
2.618 |
1.1204 |
1.618 |
1.1204 |
1.000 |
1.1204 |
0.618 |
1.1204 |
HIGH |
1.1204 |
0.618 |
1.1204 |
0.500 |
1.1204 |
0.382 |
1.1204 |
LOW |
1.1204 |
0.618 |
1.1204 |
1.000 |
1.1204 |
1.618 |
1.1204 |
2.618 |
1.1204 |
4.250 |
1.1204 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1204 |
1.1191 |
PP |
1.1204 |
1.1179 |
S1 |
1.1204 |
1.1166 |
|