CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1434 |
1.1465 |
0.0031 |
0.3% |
1.1390 |
| High |
1.1489 |
1.1472 |
-0.0017 |
-0.1% |
1.1495 |
| Low |
1.1413 |
1.1422 |
0.0009 |
0.1% |
1.1358 |
| Close |
1.1460 |
1.1467 |
0.0007 |
0.1% |
1.1460 |
| Range |
0.0076 |
0.0050 |
-0.0026 |
-34.2% |
0.0137 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
7,585 |
802 |
-6,783 |
-89.4% |
160,642 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1585 |
1.1495 |
|
| R3 |
1.1554 |
1.1535 |
1.1481 |
|
| R2 |
1.1504 |
1.1504 |
1.1476 |
|
| R1 |
1.1485 |
1.1485 |
1.1472 |
1.1495 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1458 |
| S1 |
1.1435 |
1.1435 |
1.1462 |
1.1445 |
| S2 |
1.1404 |
1.1404 |
1.1458 |
|
| S3 |
1.1354 |
1.1385 |
1.1453 |
|
| S4 |
1.1304 |
1.1335 |
1.1440 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1791 |
1.1535 |
|
| R3 |
1.1712 |
1.1654 |
1.1498 |
|
| R2 |
1.1575 |
1.1575 |
1.1485 |
|
| R1 |
1.1517 |
1.1517 |
1.1473 |
1.1546 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1452 |
| S1 |
1.1380 |
1.1380 |
1.1447 |
1.1409 |
| S2 |
1.1301 |
1.1301 |
1.1435 |
|
| S3 |
1.1164 |
1.1243 |
1.1422 |
|
| S4 |
1.1027 |
1.1106 |
1.1385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1495 |
1.1358 |
0.0137 |
1.2% |
0.0067 |
0.6% |
80% |
False |
False |
26,846 |
| 10 |
1.1495 |
1.1243 |
0.0252 |
2.2% |
0.0069 |
0.6% |
89% |
False |
False |
31,397 |
| 20 |
1.1495 |
1.1199 |
0.0296 |
2.6% |
0.0071 |
0.6% |
91% |
False |
False |
30,729 |
| 40 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0080 |
0.7% |
95% |
False |
False |
31,378 |
| 60 |
1.1495 |
1.0926 |
0.0569 |
5.0% |
0.0084 |
0.7% |
95% |
False |
False |
30,081 |
| 80 |
1.1495 |
1.0891 |
0.0604 |
5.3% |
0.0082 |
0.7% |
95% |
False |
False |
24,601 |
| 100 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0078 |
0.7% |
96% |
False |
False |
19,687 |
| 120 |
1.1495 |
1.0829 |
0.0666 |
5.8% |
0.0071 |
0.6% |
96% |
False |
False |
16,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1603 |
|
1.618 |
1.1553 |
|
1.000 |
1.1522 |
|
0.618 |
1.1503 |
|
HIGH |
1.1472 |
|
0.618 |
1.1453 |
|
0.500 |
1.1447 |
|
0.382 |
1.1441 |
|
LOW |
1.1422 |
|
0.618 |
1.1391 |
|
1.000 |
1.1372 |
|
1.618 |
1.1341 |
|
2.618 |
1.1291 |
|
4.250 |
1.1210 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1460 |
1.1462 |
| PP |
1.1454 |
1.1457 |
| S1 |
1.1447 |
1.1452 |
|