CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1140 |
-0.0042 |
-0.4% |
1.1040 |
| High |
1.1193 |
1.1140 |
-0.0053 |
-0.5% |
1.1153 |
| Low |
1.1142 |
1.1084 |
-0.0058 |
-0.5% |
1.1040 |
| Close |
1.1146 |
1.1118 |
-0.0028 |
-0.3% |
1.1153 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0113 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
5 |
29 |
24 |
480.0% |
215 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1256 |
1.1149 |
|
| R3 |
1.1226 |
1.1200 |
1.1133 |
|
| R2 |
1.1170 |
1.1170 |
1.1128 |
|
| R1 |
1.1144 |
1.1144 |
1.1123 |
1.1129 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1107 |
| S1 |
1.1088 |
1.1088 |
1.1113 |
1.1073 |
| S2 |
1.1058 |
1.1058 |
1.1108 |
|
| S3 |
1.1002 |
1.1032 |
1.1103 |
|
| S4 |
1.0946 |
1.0976 |
1.1087 |
|
|
| 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 |
1.1072 |
0.0121 |
1.1% |
0.0049 |
0.4% |
38% |
False |
False |
30 |
| 10 |
1.1193 |
1.1033 |
0.0160 |
1.4% |
0.0060 |
0.5% |
53% |
False |
False |
43 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0063 |
0.6% |
59% |
False |
False |
43 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0055 |
0.5% |
46% |
False |
False |
33 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0037 |
0.3% |
50% |
False |
False |
22 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0029 |
0.3% |
56% |
False |
False |
17 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0023 |
0.2% |
56% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1287 |
|
1.618 |
1.1231 |
|
1.000 |
1.1196 |
|
0.618 |
1.1175 |
|
HIGH |
1.1140 |
|
0.618 |
1.1119 |
|
0.500 |
1.1112 |
|
0.382 |
1.1105 |
|
LOW |
1.1084 |
|
0.618 |
1.1049 |
|
1.000 |
1.1028 |
|
1.618 |
1.0993 |
|
2.618 |
1.0937 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1116 |
1.1139 |
| PP |
1.1114 |
1.1132 |
| S1 |
1.1112 |
1.1125 |
|