CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1182 |
0.0013 |
0.1% |
1.1040 |
| High |
1.1169 |
1.1193 |
0.0024 |
0.2% |
1.1153 |
| Low |
1.1160 |
1.1142 |
-0.0018 |
-0.2% |
1.1040 |
| Close |
1.1161 |
1.1146 |
-0.0015 |
-0.1% |
1.1153 |
| Range |
0.0009 |
0.0051 |
0.0042 |
466.7% |
0.0113 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
24 |
5 |
-19 |
-79.2% |
215 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1281 |
1.1174 |
|
| R3 |
1.1262 |
1.1230 |
1.1160 |
|
| R2 |
1.1211 |
1.1211 |
1.1155 |
|
| R1 |
1.1179 |
1.1179 |
1.1151 |
1.1170 |
| PP |
1.1160 |
1.1160 |
1.1160 |
1.1156 |
| S1 |
1.1128 |
1.1128 |
1.1141 |
1.1119 |
| S2 |
1.1109 |
1.1109 |
1.1137 |
|
| S3 |
1.1058 |
1.1077 |
1.1132 |
|
| S4 |
1.1007 |
1.1026 |
1.1118 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1417 |
1.1215 |
|
| R3 |
1.1341 |
1.1304 |
1.1184 |
|
| R2 |
1.1228 |
1.1228 |
1.1174 |
|
| R1 |
1.1191 |
1.1191 |
1.1163 |
1.1210 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1125 |
| S1 |
1.1078 |
1.1078 |
1.1143 |
1.1097 |
| S2 |
1.1002 |
1.1002 |
1.1132 |
|
| S3 |
1.0889 |
1.0965 |
1.1122 |
|
| S4 |
1.0776 |
1.0852 |
1.1091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1193 |
1.1056 |
0.0137 |
1.2% |
0.0048 |
0.4% |
66% |
True |
False |
32 |
| 10 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0062 |
0.6% |
67% |
False |
False |
48 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0061 |
0.5% |
69% |
False |
False |
46 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0054 |
0.5% |
53% |
False |
False |
32 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0037 |
0.3% |
57% |
False |
False |
22 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0028 |
0.3% |
62% |
False |
False |
16 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0023 |
0.2% |
62% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1327 |
|
1.618 |
1.1276 |
|
1.000 |
1.1244 |
|
0.618 |
1.1225 |
|
HIGH |
1.1193 |
|
0.618 |
1.1174 |
|
0.500 |
1.1168 |
|
0.382 |
1.1161 |
|
LOW |
1.1142 |
|
0.618 |
1.1110 |
|
1.000 |
1.1091 |
|
1.618 |
1.1059 |
|
2.618 |
1.1008 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1150 |
| PP |
1.1160 |
1.1148 |
| S1 |
1.1153 |
1.1147 |
|