CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1396 |
1.1391 |
-0.0005 |
0.0% |
1.1383 |
| High |
1.1409 |
1.1449 |
0.0040 |
0.4% |
1.1421 |
| Low |
1.1358 |
1.1379 |
0.0021 |
0.2% |
1.1243 |
| Close |
1.1398 |
1.1439 |
0.0041 |
0.4% |
1.1399 |
| Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0178 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
37,075 |
40,281 |
3,206 |
8.6% |
191,226 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1606 |
1.1478 |
|
| R3 |
1.1562 |
1.1536 |
1.1458 |
|
| R2 |
1.1492 |
1.1492 |
1.1452 |
|
| R1 |
1.1466 |
1.1466 |
1.1445 |
1.1479 |
| PP |
1.1422 |
1.1422 |
1.1422 |
1.1429 |
| S1 |
1.1396 |
1.1396 |
1.1433 |
1.1409 |
| S2 |
1.1352 |
1.1352 |
1.1426 |
|
| S3 |
1.1282 |
1.1326 |
1.1420 |
|
| S4 |
1.1212 |
1.1256 |
1.1401 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1822 |
1.1497 |
|
| R3 |
1.1710 |
1.1644 |
1.1448 |
|
| R2 |
1.1532 |
1.1532 |
1.1432 |
|
| R1 |
1.1466 |
1.1466 |
1.1415 |
1.1499 |
| PP |
1.1354 |
1.1354 |
1.1354 |
1.1371 |
| S1 |
1.1288 |
1.1288 |
1.1383 |
1.1321 |
| S2 |
1.1176 |
1.1176 |
1.1366 |
|
| S3 |
1.0998 |
1.1110 |
1.1350 |
|
| S4 |
1.0820 |
1.0932 |
1.1301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1449 |
1.1248 |
0.0201 |
1.8% |
0.0072 |
0.6% |
95% |
True |
False |
39,625 |
| 10 |
1.1449 |
1.1213 |
0.0236 |
2.1% |
0.0076 |
0.7% |
96% |
True |
False |
38,006 |
| 20 |
1.1449 |
1.1067 |
0.0382 |
3.3% |
0.0073 |
0.6% |
97% |
True |
False |
32,557 |
| 40 |
1.1449 |
1.0926 |
0.0523 |
4.6% |
0.0081 |
0.7% |
98% |
True |
False |
32,148 |
| 60 |
1.1449 |
1.0926 |
0.0523 |
4.6% |
0.0084 |
0.7% |
98% |
True |
False |
30,399 |
| 80 |
1.1449 |
1.0891 |
0.0558 |
4.9% |
0.0081 |
0.7% |
98% |
True |
False |
23,891 |
| 100 |
1.1449 |
1.0829 |
0.0620 |
5.4% |
0.0078 |
0.7% |
98% |
True |
False |
19,120 |
| 120 |
1.1449 |
1.0829 |
0.0620 |
5.4% |
0.0070 |
0.6% |
98% |
True |
False |
15,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1747 |
|
2.618 |
1.1632 |
|
1.618 |
1.1562 |
|
1.000 |
1.1519 |
|
0.618 |
1.1492 |
|
HIGH |
1.1449 |
|
0.618 |
1.1422 |
|
0.500 |
1.1414 |
|
0.382 |
1.1406 |
|
LOW |
1.1379 |
|
0.618 |
1.1336 |
|
1.000 |
1.1309 |
|
1.618 |
1.1266 |
|
2.618 |
1.1196 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1431 |
1.1427 |
| PP |
1.1422 |
1.1415 |
| S1 |
1.1414 |
1.1404 |
|