CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.1343 |
1.1285 |
-0.0058 |
-0.5% |
1.1261 |
High |
1.1343 |
1.1285 |
-0.0058 |
-0.5% |
1.1409 |
Low |
1.1290 |
1.1285 |
-0.0005 |
0.0% |
1.1230 |
Close |
1.1290 |
1.1285 |
-0.0005 |
0.0% |
1.1409 |
Range |
0.0053 |
0.0000 |
-0.0053 |
-100.0% |
0.0179 |
ATR |
0.0048 |
0.0045 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1285 |
1.1285 |
1.1285 |
|
R3 |
1.1285 |
1.1285 |
1.1285 |
|
R2 |
1.1285 |
1.1285 |
1.1285 |
|
R1 |
1.1285 |
1.1285 |
1.1285 |
1.1285 |
PP |
1.1285 |
1.1285 |
1.1285 |
1.1285 |
S1 |
1.1285 |
1.1285 |
1.1285 |
1.1285 |
S2 |
1.1285 |
1.1285 |
1.1285 |
|
S3 |
1.1285 |
1.1285 |
1.1285 |
|
S4 |
1.1285 |
1.1285 |
1.1285 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1886 |
1.1827 |
1.1507 |
|
R3 |
1.1707 |
1.1648 |
1.1458 |
|
R2 |
1.1528 |
1.1528 |
1.1442 |
|
R1 |
1.1469 |
1.1469 |
1.1425 |
1.1499 |
PP |
1.1349 |
1.1349 |
1.1349 |
1.1364 |
S1 |
1.1290 |
1.1290 |
1.1393 |
1.1320 |
S2 |
1.1170 |
1.1170 |
1.1376 |
|
S3 |
1.0991 |
1.1111 |
1.1360 |
|
S4 |
1.0812 |
1.0932 |
1.1311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1409 |
1.1279 |
0.0130 |
1.2% |
0.0022 |
0.2% |
5% |
False |
False |
2 |
10 |
1.1409 |
1.1230 |
0.0179 |
1.6% |
0.0016 |
0.1% |
31% |
False |
False |
2 |
20 |
1.1409 |
1.1095 |
0.0314 |
2.8% |
0.0011 |
0.1% |
61% |
False |
False |
59 |
40 |
1.1409 |
1.0994 |
0.0415 |
3.7% |
0.0007 |
0.1% |
70% |
False |
False |
30 |
60 |
1.1409 |
1.0994 |
0.0415 |
3.7% |
0.0005 |
0.0% |
70% |
False |
False |
20 |
80 |
1.1409 |
1.0875 |
0.0534 |
4.7% |
0.0005 |
0.0% |
77% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1285 |
2.618 |
1.1285 |
1.618 |
1.1285 |
1.000 |
1.1285 |
0.618 |
1.1285 |
HIGH |
1.1285 |
0.618 |
1.1285 |
0.500 |
1.1285 |
0.382 |
1.1285 |
LOW |
1.1285 |
0.618 |
1.1285 |
1.000 |
1.1285 |
1.618 |
1.1285 |
2.618 |
1.1285 |
4.250 |
1.1285 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1285 |
1.1314 |
PP |
1.1285 |
1.1304 |
S1 |
1.1285 |
1.1295 |
|