CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1266 |
0.0050 |
0.4% |
1.1134 |
| High |
1.1278 |
1.1294 |
0.0016 |
0.1% |
1.1235 |
| Low |
1.1201 |
1.1244 |
0.0043 |
0.4% |
1.1067 |
| Close |
1.1259 |
1.1263 |
0.0004 |
0.0% |
1.1218 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-35.1% |
0.0168 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
37,824 |
25,354 |
-12,470 |
-33.0% |
138,052 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1417 |
1.1390 |
1.1291 |
|
| R3 |
1.1367 |
1.1340 |
1.1277 |
|
| R2 |
1.1317 |
1.1317 |
1.1272 |
|
| R1 |
1.1290 |
1.1290 |
1.1268 |
1.1279 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1261 |
| S1 |
1.1240 |
1.1240 |
1.1258 |
1.1229 |
| S2 |
1.1217 |
1.1217 |
1.1254 |
|
| S3 |
1.1167 |
1.1190 |
1.1249 |
|
| S4 |
1.1117 |
1.1140 |
1.1236 |
|
|
| 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 |
1.1294 |
1.1067 |
0.0227 |
2.0% |
0.0076 |
0.7% |
86% |
True |
False |
31,320 |
| 10 |
1.1294 |
1.1035 |
0.0259 |
2.3% |
0.0076 |
0.7% |
88% |
True |
False |
29,166 |
| 20 |
1.1294 |
1.0952 |
0.0342 |
3.0% |
0.0086 |
0.8% |
91% |
True |
False |
31,855 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0087 |
0.8% |
75% |
False |
False |
29,480 |
| 60 |
1.1373 |
1.0895 |
0.0478 |
4.2% |
0.0085 |
0.8% |
77% |
False |
False |
23,609 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0079 |
0.7% |
80% |
False |
False |
17,715 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0072 |
0.6% |
80% |
False |
False |
14,177 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0062 |
0.5% |
86% |
False |
False |
11,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1425 |
|
1.618 |
1.1375 |
|
1.000 |
1.1344 |
|
0.618 |
1.1325 |
|
HIGH |
1.1294 |
|
0.618 |
1.1275 |
|
0.500 |
1.1269 |
|
0.382 |
1.1263 |
|
LOW |
1.1244 |
|
0.618 |
1.1213 |
|
1.000 |
1.1194 |
|
1.618 |
1.1163 |
|
2.618 |
1.1113 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1255 |
| PP |
1.1267 |
1.1247 |
| S1 |
1.1265 |
1.1240 |
|