CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1104 |
1.1134 |
0.0030 |
0.3% |
1.1033 |
| High |
1.1176 |
1.1164 |
-0.0012 |
-0.1% |
1.1176 |
| Low |
1.1087 |
1.1122 |
0.0035 |
0.3% |
1.1014 |
| Close |
1.1144 |
1.1152 |
0.0008 |
0.1% |
1.1144 |
| Range |
0.0089 |
0.0042 |
-0.0047 |
-52.8% |
0.0162 |
| ATR |
0.0091 |
0.0088 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
26,348 |
15,078 |
-11,270 |
-42.8% |
146,788 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1254 |
1.1175 |
|
| R3 |
1.1230 |
1.1212 |
1.1164 |
|
| R2 |
1.1188 |
1.1188 |
1.1160 |
|
| R1 |
1.1170 |
1.1170 |
1.1156 |
1.1179 |
| PP |
1.1146 |
1.1146 |
1.1146 |
1.1151 |
| S1 |
1.1128 |
1.1128 |
1.1148 |
1.1137 |
| S2 |
1.1104 |
1.1104 |
1.1144 |
|
| S3 |
1.1062 |
1.1086 |
1.1140 |
|
| S4 |
1.1020 |
1.1044 |
1.1129 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1597 |
1.1533 |
1.1233 |
|
| R3 |
1.1435 |
1.1371 |
1.1189 |
|
| R2 |
1.1273 |
1.1273 |
1.1174 |
|
| R1 |
1.1209 |
1.1209 |
1.1159 |
1.1241 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1128 |
| S1 |
1.1047 |
1.1047 |
1.1129 |
1.1079 |
| S2 |
1.0949 |
1.0949 |
1.1114 |
|
| S3 |
1.0787 |
1.0885 |
1.1099 |
|
| S4 |
1.0625 |
1.0723 |
1.1055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1176 |
1.1035 |
0.0141 |
1.3% |
0.0077 |
0.7% |
83% |
False |
False |
25,879 |
| 10 |
1.1196 |
1.1014 |
0.0182 |
1.6% |
0.0086 |
0.8% |
76% |
False |
False |
29,815 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
73% |
False |
False |
31,597 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0090 |
0.8% |
51% |
False |
False |
29,253 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0084 |
0.8% |
54% |
False |
False |
20,511 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0079 |
0.7% |
59% |
False |
False |
15,392 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0069 |
0.6% |
59% |
False |
False |
12,316 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0058 |
0.5% |
71% |
False |
False |
10,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1274 |
|
1.618 |
1.1232 |
|
1.000 |
1.1206 |
|
0.618 |
1.1190 |
|
HIGH |
1.1164 |
|
0.618 |
1.1148 |
|
0.500 |
1.1143 |
|
0.382 |
1.1138 |
|
LOW |
1.1122 |
|
0.618 |
1.1096 |
|
1.000 |
1.1080 |
|
1.618 |
1.1054 |
|
2.618 |
1.1012 |
|
4.250 |
1.0944 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1149 |
1.1137 |
| PP |
1.1146 |
1.1121 |
| S1 |
1.1143 |
1.1106 |
|