CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.1478 |
1.1470 |
-0.0008 |
-0.1% |
1.1405 |
High |
1.1478 |
1.1470 |
-0.0008 |
-0.1% |
1.1513 |
Low |
1.1478 |
1.1470 |
-0.0008 |
-0.1% |
1.1403 |
Close |
1.1478 |
1.1470 |
-0.0008 |
-0.1% |
1.1478 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0043 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
14 |
14 |
0 |
0.0% |
57 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1470 |
1.1470 |
1.1470 |
|
R3 |
1.1470 |
1.1470 |
1.1470 |
|
R2 |
1.1470 |
1.1470 |
1.1470 |
|
R1 |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
PP |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
S1 |
1.1470 |
1.1470 |
1.1470 |
1.1470 |
S2 |
1.1470 |
1.1470 |
1.1470 |
|
S3 |
1.1470 |
1.1470 |
1.1470 |
|
S4 |
1.1470 |
1.1470 |
1.1470 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1795 |
1.1746 |
1.1539 |
|
R3 |
1.1685 |
1.1636 |
1.1508 |
|
R2 |
1.1575 |
1.1575 |
1.1498 |
|
R1 |
1.1526 |
1.1526 |
1.1488 |
1.1551 |
PP |
1.1465 |
1.1465 |
1.1465 |
1.1477 |
S1 |
1.1416 |
1.1416 |
1.1468 |
1.1441 |
S2 |
1.1355 |
1.1355 |
1.1458 |
|
S3 |
1.1245 |
1.1306 |
1.1448 |
|
S4 |
1.1135 |
1.1196 |
1.1418 |
|
|
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% |
61% |
False |
False |
13 |
10 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0030 |
0.3% |
83% |
False |
False |
8 |
20 |
1.1513 |
1.1230 |
0.0283 |
2.5% |
0.0021 |
0.2% |
85% |
False |
False |
20 |
40 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0012 |
0.1% |
92% |
False |
False |
32 |
60 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0009 |
0.1% |
92% |
False |
False |
21 |
80 |
1.1513 |
1.0924 |
0.0589 |
5.1% |
0.0007 |
0.1% |
93% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1470 |
2.618 |
1.1470 |
1.618 |
1.1470 |
1.000 |
1.1470 |
0.618 |
1.1470 |
HIGH |
1.1470 |
0.618 |
1.1470 |
0.500 |
1.1470 |
0.382 |
1.1470 |
LOW |
1.1470 |
0.618 |
1.1470 |
1.000 |
1.1470 |
1.618 |
1.1470 |
2.618 |
1.1470 |
4.250 |
1.1470 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1470 |
1.1478 |
PP |
1.1470 |
1.1475 |
S1 |
1.1470 |
1.1473 |
|