CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.1204 |
1.1238 |
0.0034 |
0.3% |
1.1172 |
High |
1.1204 |
1.1238 |
0.0034 |
0.3% |
1.1238 |
Low |
1.1204 |
1.1238 |
0.0034 |
0.3% |
1.1128 |
Close |
1.1204 |
1.1238 |
0.0034 |
0.3% |
1.1238 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
301 |
301 |
0 |
0.0% |
855 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1238 |
1.1238 |
1.1238 |
|
R3 |
1.1238 |
1.1238 |
1.1238 |
|
R2 |
1.1238 |
1.1238 |
1.1238 |
|
R1 |
1.1238 |
1.1238 |
1.1238 |
1.1238 |
PP |
1.1238 |
1.1238 |
1.1238 |
1.1238 |
S1 |
1.1238 |
1.1238 |
1.1238 |
1.1238 |
S2 |
1.1238 |
1.1238 |
1.1238 |
|
S3 |
1.1238 |
1.1238 |
1.1238 |
|
S4 |
1.1238 |
1.1238 |
1.1238 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1531 |
1.1495 |
1.1299 |
|
R3 |
1.1421 |
1.1385 |
1.1268 |
|
R2 |
1.1311 |
1.1311 |
1.1258 |
|
R1 |
1.1275 |
1.1275 |
1.1248 |
1.1293 |
PP |
1.1201 |
1.1201 |
1.1201 |
1.1211 |
S1 |
1.1165 |
1.1165 |
1.1228 |
1.1183 |
S2 |
1.1091 |
1.1091 |
1.1218 |
|
S3 |
1.0981 |
1.1055 |
1.1208 |
|
S4 |
1.0871 |
1.0945 |
1.1178 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1238 |
1.1128 |
0.0110 |
1.0% |
0.0009 |
0.1% |
100% |
True |
False |
171 |
10 |
1.1238 |
1.1083 |
0.0155 |
1.4% |
0.0005 |
0.0% |
100% |
True |
False |
86 |
20 |
1.1238 |
1.0994 |
0.0244 |
2.2% |
0.0002 |
0.0% |
100% |
True |
False |
44 |
40 |
1.1298 |
1.0994 |
0.0304 |
2.7% |
0.0003 |
0.0% |
80% |
False |
False |
22 |
60 |
1.1330 |
1.0924 |
0.0406 |
3.6% |
0.0002 |
0.0% |
77% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1238 |
2.618 |
1.1238 |
1.618 |
1.1238 |
1.000 |
1.1238 |
0.618 |
1.1238 |
HIGH |
1.1238 |
0.618 |
1.1238 |
0.500 |
1.1238 |
0.382 |
1.1238 |
LOW |
1.1238 |
0.618 |
1.1238 |
1.000 |
1.1238 |
1.618 |
1.1238 |
2.618 |
1.1238 |
4.250 |
1.1238 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1238 |
1.1220 |
PP |
1.1238 |
1.1201 |
S1 |
1.1238 |
1.1183 |
|