CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1272 |
0.0029 |
0.3% |
1.1216 |
| High |
1.1279 |
1.1301 |
0.0022 |
0.2% |
1.1294 |
| Low |
1.1224 |
1.1223 |
-0.0001 |
0.0% |
1.1201 |
| Close |
1.1276 |
1.1251 |
-0.0025 |
-0.2% |
1.1276 |
| Range |
0.0055 |
0.0078 |
0.0023 |
41.8% |
0.0093 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
21,007 |
22,814 |
1,807 |
8.6% |
108,051 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1450 |
1.1294 |
|
| R3 |
1.1414 |
1.1372 |
1.1272 |
|
| R2 |
1.1336 |
1.1336 |
1.1265 |
|
| R1 |
1.1294 |
1.1294 |
1.1258 |
1.1276 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1250 |
| S1 |
1.1216 |
1.1216 |
1.1244 |
1.1198 |
| S2 |
1.1180 |
1.1180 |
1.1237 |
|
| S3 |
1.1102 |
1.1138 |
1.1230 |
|
| S4 |
1.1024 |
1.1060 |
1.1208 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1499 |
1.1327 |
|
| R3 |
1.1443 |
1.1406 |
1.1302 |
|
| R2 |
1.1350 |
1.1350 |
1.1293 |
|
| R1 |
1.1313 |
1.1313 |
1.1285 |
1.1332 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1266 |
| S1 |
1.1220 |
1.1220 |
1.1267 |
1.1239 |
| S2 |
1.1164 |
1.1164 |
1.1259 |
|
| S3 |
1.1071 |
1.1127 |
1.1250 |
|
| S4 |
1.0978 |
1.1034 |
1.1225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1301 |
1.1201 |
0.0100 |
0.9% |
0.0066 |
0.6% |
50% |
True |
False |
26,173 |
| 10 |
1.1301 |
1.1067 |
0.0234 |
2.1% |
0.0069 |
0.6% |
79% |
True |
False |
26,891 |
| 20 |
1.1301 |
1.1014 |
0.0287 |
2.6% |
0.0078 |
0.7% |
83% |
True |
False |
29,112 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0087 |
0.8% |
73% |
False |
False |
29,977 |
| 60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0085 |
0.8% |
73% |
False |
False |
24,733 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0080 |
0.7% |
78% |
False |
False |
18,560 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0074 |
0.7% |
78% |
False |
False |
14,854 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0063 |
0.6% |
84% |
False |
False |
12,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1633 |
|
2.618 |
1.1505 |
|
1.618 |
1.1427 |
|
1.000 |
1.1379 |
|
0.618 |
1.1349 |
|
HIGH |
1.1301 |
|
0.618 |
1.1271 |
|
0.500 |
1.1262 |
|
0.382 |
1.1253 |
|
LOW |
1.1223 |
|
0.618 |
1.1175 |
|
1.000 |
1.1145 |
|
1.618 |
1.1097 |
|
2.618 |
1.1019 |
|
4.250 |
1.0892 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1260 |
| PP |
1.1258 |
1.1257 |
| S1 |
1.1255 |
1.1254 |
|