CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1276 |
0.0027 |
0.2% |
1.1216 |
| High |
1.1296 |
1.1279 |
-0.0017 |
-0.2% |
1.1294 |
| Low |
1.1248 |
1.1199 |
-0.0049 |
-0.4% |
1.1201 |
| Close |
1.1275 |
1.1224 |
-0.0051 |
-0.5% |
1.1276 |
| Range |
0.0048 |
0.0080 |
0.0032 |
66.7% |
0.0093 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
22,260 |
24,529 |
2,269 |
10.2% |
108,051 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1429 |
1.1268 |
|
| R3 |
1.1394 |
1.1349 |
1.1246 |
|
| R2 |
1.1314 |
1.1314 |
1.1239 |
|
| R1 |
1.1269 |
1.1269 |
1.1231 |
1.1252 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1225 |
| S1 |
1.1189 |
1.1189 |
1.1217 |
1.1172 |
| S2 |
1.1154 |
1.1154 |
1.1209 |
|
| S3 |
1.1074 |
1.1109 |
1.1202 |
|
| S4 |
1.0994 |
1.1029 |
1.1180 |
|
|
| 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 |
1.1199 |
0.0102 |
0.9% |
0.0066 |
0.6% |
25% |
False |
True |
22,895 |
| 10 |
1.1301 |
1.1067 |
0.0234 |
2.1% |
0.0071 |
0.6% |
67% |
False |
False |
27,107 |
| 20 |
1.1301 |
1.1014 |
0.0287 |
2.6% |
0.0078 |
0.7% |
73% |
False |
False |
28,520 |
| 40 |
1.1301 |
1.0926 |
0.0375 |
3.3% |
0.0085 |
0.8% |
79% |
False |
False |
30,265 |
| 60 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0085 |
0.8% |
67% |
False |
False |
25,509 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0080 |
0.7% |
73% |
False |
False |
19,144 |
| 100 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0074 |
0.7% |
73% |
False |
False |
15,322 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0064 |
0.6% |
81% |
False |
False |
12,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1488 |
|
1.618 |
1.1408 |
|
1.000 |
1.1359 |
|
0.618 |
1.1328 |
|
HIGH |
1.1279 |
|
0.618 |
1.1248 |
|
0.500 |
1.1239 |
|
0.382 |
1.1230 |
|
LOW |
1.1199 |
|
0.618 |
1.1150 |
|
1.000 |
1.1119 |
|
1.618 |
1.1070 |
|
2.618 |
1.0990 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1239 |
1.1250 |
| PP |
1.1234 |
1.1241 |
| S1 |
1.1229 |
1.1233 |
|