CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1135 |
-0.0019 |
-0.2% |
1.1033 |
| High |
1.1190 |
1.1154 |
-0.0036 |
-0.3% |
1.1176 |
| Low |
1.1129 |
1.1067 |
-0.0062 |
-0.6% |
1.1014 |
| Close |
1.1137 |
1.1109 |
-0.0028 |
-0.3% |
1.1144 |
| Range |
0.0061 |
0.0087 |
0.0026 |
42.6% |
0.0162 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
29,549 |
34,526 |
4,977 |
16.8% |
146,788 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1327 |
1.1157 |
|
| R3 |
1.1284 |
1.1240 |
1.1133 |
|
| R2 |
1.1197 |
1.1197 |
1.1125 |
|
| R1 |
1.1153 |
1.1153 |
1.1117 |
1.1132 |
| PP |
1.1110 |
1.1110 |
1.1110 |
1.1099 |
| S1 |
1.1066 |
1.1066 |
1.1101 |
1.1045 |
| S2 |
1.1023 |
1.1023 |
1.1093 |
|
| S3 |
1.0936 |
1.0979 |
1.1085 |
|
| S4 |
1.0849 |
1.0892 |
1.1061 |
|
|
| 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 |
1.1190 |
1.1035 |
0.0155 |
1.4% |
0.0080 |
0.7% |
48% |
False |
False |
28,114 |
| 10 |
1.1190 |
1.1014 |
0.0176 |
1.6% |
0.0085 |
0.8% |
54% |
False |
False |
29,526 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0090 |
0.8% |
59% |
False |
False |
32,117 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0091 |
0.8% |
41% |
False |
False |
29,431 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0084 |
0.8% |
45% |
False |
False |
21,578 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0078 |
0.7% |
51% |
False |
False |
16,192 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0070 |
0.6% |
51% |
False |
False |
12,957 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0059 |
0.5% |
66% |
False |
False |
10,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1524 |
|
2.618 |
1.1382 |
|
1.618 |
1.1295 |
|
1.000 |
1.1241 |
|
0.618 |
1.1208 |
|
HIGH |
1.1154 |
|
0.618 |
1.1121 |
|
0.500 |
1.1111 |
|
0.382 |
1.1100 |
|
LOW |
1.1067 |
|
0.618 |
1.1013 |
|
1.000 |
1.0980 |
|
1.618 |
1.0926 |
|
2.618 |
1.0839 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1111 |
1.1129 |
| PP |
1.1110 |
1.1122 |
| S1 |
1.1110 |
1.1116 |
|