CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1403 |
1.1463 |
0.0060 |
0.5% |
1.1343 |
| High |
1.1463 |
1.1513 |
0.0050 |
0.4% |
1.1418 |
| Low |
1.1403 |
1.1443 |
0.0040 |
0.4% |
1.1266 |
| Close |
1.1457 |
1.1443 |
-0.0014 |
-0.1% |
1.1418 |
| Range |
0.0060 |
0.0070 |
0.0010 |
16.7% |
0.0152 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.9% |
0.0000 |
| Volume |
4 |
31 |
27 |
675.0% |
16 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1630 |
1.1482 |
|
| R3 |
1.1606 |
1.1560 |
1.1462 |
|
| R2 |
1.1536 |
1.1536 |
1.1456 |
|
| R1 |
1.1490 |
1.1490 |
1.1449 |
1.1478 |
| PP |
1.1466 |
1.1466 |
1.1466 |
1.1461 |
| S1 |
1.1420 |
1.1420 |
1.1437 |
1.1408 |
| S2 |
1.1396 |
1.1396 |
1.1430 |
|
| S3 |
1.1326 |
1.1350 |
1.1424 |
|
| S4 |
1.1256 |
1.1280 |
1.1405 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1773 |
1.1502 |
|
| R3 |
1.1671 |
1.1621 |
1.1460 |
|
| R2 |
1.1519 |
1.1519 |
1.1446 |
|
| R1 |
1.1469 |
1.1469 |
1.1432 |
1.1494 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1380 |
| S1 |
1.1317 |
1.1317 |
1.1404 |
1.1342 |
| S2 |
1.1215 |
1.1215 |
1.1390 |
|
| S3 |
1.1063 |
1.1165 |
1.1376 |
|
| S4 |
1.0911 |
1.1013 |
1.1334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1513 |
1.1403 |
0.0110 |
1.0% |
0.0026 |
0.2% |
36% |
True |
False |
9 |
| 10 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0035 |
0.3% |
72% |
True |
False |
6 |
| 20 |
1.1513 |
1.1204 |
0.0309 |
2.7% |
0.0021 |
0.2% |
77% |
True |
False |
48 |
| 40 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0012 |
0.1% |
87% |
True |
False |
31 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0009 |
0.1% |
87% |
True |
False |
21 |
| 80 |
1.1513 |
1.0924 |
0.0589 |
5.1% |
0.0007 |
0.1% |
88% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1696 |
|
1.618 |
1.1626 |
|
1.000 |
1.1583 |
|
0.618 |
1.1556 |
|
HIGH |
1.1513 |
|
0.618 |
1.1486 |
|
0.500 |
1.1478 |
|
0.382 |
1.1470 |
|
LOW |
1.1443 |
|
0.618 |
1.1400 |
|
1.000 |
1.1373 |
|
1.618 |
1.1330 |
|
2.618 |
1.1260 |
|
4.250 |
1.1146 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1478 |
1.1458 |
| PP |
1.1466 |
1.1453 |
| S1 |
1.1455 |
1.1448 |
|