CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1108 |
1.1195 |
0.0087 |
0.8% |
1.1134 |
| High |
1.1215 |
1.1235 |
0.0020 |
0.2% |
1.1235 |
| Low |
1.1101 |
1.1185 |
0.0084 |
0.8% |
1.1067 |
| Close |
1.1185 |
1.1218 |
0.0033 |
0.3% |
1.1218 |
| Range |
0.0114 |
0.0050 |
-0.0064 |
-56.1% |
0.0168 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
36,217 |
22,682 |
-13,535 |
-37.4% |
138,052 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1340 |
1.1246 |
|
| R3 |
1.1313 |
1.1290 |
1.1232 |
|
| R2 |
1.1263 |
1.1263 |
1.1227 |
|
| R1 |
1.1240 |
1.1240 |
1.1223 |
1.1252 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1218 |
| S1 |
1.1190 |
1.1190 |
1.1213 |
1.1202 |
| S2 |
1.1163 |
1.1163 |
1.1209 |
|
| S3 |
1.1113 |
1.1140 |
1.1204 |
|
| S4 |
1.1063 |
1.1090 |
1.1191 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1616 |
1.1310 |
|
| R3 |
1.1509 |
1.1448 |
1.1264 |
|
| R2 |
1.1341 |
1.1341 |
1.1249 |
|
| R1 |
1.1280 |
1.1280 |
1.1233 |
1.1311 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1189 |
| S1 |
1.1112 |
1.1112 |
1.1203 |
1.1143 |
| S2 |
1.1005 |
1.1005 |
1.1187 |
|
| S3 |
1.0837 |
1.0944 |
1.1172 |
|
| S4 |
1.0669 |
1.0776 |
1.1126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1235 |
1.1067 |
0.0168 |
1.5% |
0.0071 |
0.6% |
90% |
True |
False |
27,610 |
| 10 |
1.1235 |
1.1014 |
0.0221 |
2.0% |
0.0079 |
0.7% |
92% |
True |
False |
28,484 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
94% |
False |
False |
32,027 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0091 |
0.8% |
65% |
False |
False |
29,758 |
| 60 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0085 |
0.8% |
68% |
False |
False |
22,558 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0079 |
0.7% |
72% |
False |
False |
16,927 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0071 |
0.6% |
72% |
False |
False |
13,545 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0061 |
0.5% |
80% |
False |
False |
11,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1366 |
|
1.618 |
1.1316 |
|
1.000 |
1.1285 |
|
0.618 |
1.1266 |
|
HIGH |
1.1235 |
|
0.618 |
1.1216 |
|
0.500 |
1.1210 |
|
0.382 |
1.1204 |
|
LOW |
1.1185 |
|
0.618 |
1.1154 |
|
1.000 |
1.1135 |
|
1.618 |
1.1104 |
|
2.618 |
1.1054 |
|
4.250 |
1.0973 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1215 |
1.1196 |
| PP |
1.1213 |
1.1173 |
| S1 |
1.1210 |
1.1151 |
|