CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1230 |
-0.0064 |
-0.6% |
1.1285 |
| High |
1.1294 |
1.1243 |
-0.0051 |
-0.5% |
1.1296 |
| Low |
1.1294 |
1.1230 |
-0.0064 |
-0.6% |
1.1267 |
| Close |
1.1294 |
1.1243 |
-0.0051 |
-0.5% |
1.1296 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0029 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
4.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
307 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1273 |
1.1250 |
|
| R3 |
1.1265 |
1.1260 |
1.1247 |
|
| R2 |
1.1252 |
1.1252 |
1.1245 |
|
| R1 |
1.1247 |
1.1247 |
1.1244 |
1.1250 |
| PP |
1.1239 |
1.1239 |
1.1239 |
1.1240 |
| S1 |
1.1234 |
1.1234 |
1.1242 |
1.1237 |
| S2 |
1.1226 |
1.1226 |
1.1241 |
|
| S3 |
1.1213 |
1.1221 |
1.1239 |
|
| S4 |
1.1200 |
1.1208 |
1.1236 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1364 |
1.1312 |
|
| R3 |
1.1344 |
1.1335 |
1.1304 |
|
| R2 |
1.1315 |
1.1315 |
1.1301 |
|
| R1 |
1.1306 |
1.1306 |
1.1299 |
1.1311 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1289 |
| S1 |
1.1277 |
1.1277 |
1.1293 |
1.1282 |
| S2 |
1.1257 |
1.1257 |
1.1291 |
|
| S3 |
1.1228 |
1.1248 |
1.1288 |
|
| S4 |
1.1199 |
1.1219 |
1.1280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1296 |
1.1230 |
0.0066 |
0.6% |
0.0010 |
0.1% |
20% |
False |
True |
1 |
| 10 |
1.1296 |
1.1128 |
0.0168 |
1.5% |
0.0009 |
0.1% |
68% |
False |
False |
116 |
| 20 |
1.1296 |
1.1047 |
0.0249 |
2.2% |
0.0006 |
0.0% |
79% |
False |
False |
59 |
| 40 |
1.1298 |
1.0994 |
0.0304 |
2.7% |
0.0004 |
0.0% |
82% |
False |
False |
30 |
| 60 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0003 |
0.0% |
74% |
False |
False |
20 |
| 80 |
1.1330 |
1.0875 |
0.0455 |
4.0% |
0.0003 |
0.0% |
81% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1298 |
|
2.618 |
1.1277 |
|
1.618 |
1.1264 |
|
1.000 |
1.1256 |
|
0.618 |
1.1251 |
|
HIGH |
1.1243 |
|
0.618 |
1.1238 |
|
0.500 |
1.1237 |
|
0.382 |
1.1235 |
|
LOW |
1.1230 |
|
0.618 |
1.1222 |
|
1.000 |
1.1217 |
|
1.618 |
1.1209 |
|
2.618 |
1.1196 |
|
4.250 |
1.1175 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1262 |
| PP |
1.1239 |
1.1256 |
| S1 |
1.1237 |
1.1249 |
|