CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1391 |
1.1442 |
0.0051 |
0.4% |
1.1383 |
| High |
1.1449 |
1.1495 |
0.0046 |
0.4% |
1.1421 |
| Low |
1.1379 |
1.1409 |
0.0030 |
0.3% |
1.1243 |
| Close |
1.1439 |
1.1424 |
-0.0015 |
-0.1% |
1.1399 |
| Range |
0.0070 |
0.0086 |
0.0016 |
22.9% |
0.0178 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
40,281 |
48,490 |
8,209 |
20.4% |
191,226 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1648 |
1.1471 |
|
| R3 |
1.1615 |
1.1562 |
1.1448 |
|
| R2 |
1.1529 |
1.1529 |
1.1440 |
|
| R1 |
1.1476 |
1.1476 |
1.1432 |
1.1460 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1434 |
| S1 |
1.1390 |
1.1390 |
1.1416 |
1.1374 |
| S2 |
1.1357 |
1.1357 |
1.1408 |
|
| S3 |
1.1271 |
1.1304 |
1.1400 |
|
| S4 |
1.1185 |
1.1218 |
1.1377 |
|
|
| 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 |
1.1495 |
1.1344 |
0.0151 |
1.3% |
0.0065 |
0.6% |
53% |
True |
False |
39,259 |
| 10 |
1.1495 |
1.1243 |
0.0252 |
2.2% |
0.0078 |
0.7% |
72% |
True |
False |
39,539 |
| 20 |
1.1495 |
1.1101 |
0.0394 |
3.4% |
0.0073 |
0.6% |
82% |
True |
False |
33,255 |
| 40 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0082 |
0.7% |
88% |
True |
False |
32,686 |
| 60 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0085 |
0.7% |
88% |
True |
False |
30,705 |
| 80 |
1.1495 |
1.0891 |
0.0604 |
5.3% |
0.0082 |
0.7% |
88% |
True |
False |
24,497 |
| 100 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0077 |
0.7% |
89% |
True |
False |
19,604 |
| 120 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0070 |
0.6% |
89% |
True |
False |
16,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1720 |
|
1.618 |
1.1634 |
|
1.000 |
1.1581 |
|
0.618 |
1.1548 |
|
HIGH |
1.1495 |
|
0.618 |
1.1462 |
|
0.500 |
1.1452 |
|
0.382 |
1.1442 |
|
LOW |
1.1409 |
|
0.618 |
1.1356 |
|
1.000 |
1.1323 |
|
1.618 |
1.1270 |
|
2.618 |
1.1184 |
|
4.250 |
1.1044 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1427 |
| PP |
1.1443 |
1.1426 |
| S1 |
1.1433 |
1.1425 |
|