CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1283 |
1.1235 |
-0.0048 |
-0.4% |
1.1234 |
| High |
1.1284 |
1.1279 |
-0.0005 |
0.0% |
1.1300 |
| Low |
1.1209 |
1.1225 |
0.0016 |
0.1% |
1.1215 |
| Close |
1.1233 |
1.1268 |
0.0035 |
0.3% |
1.1285 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0085 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
191 |
146 |
-45 |
-23.6% |
780 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1398 |
1.1298 |
|
| R3 |
1.1365 |
1.1344 |
1.1283 |
|
| R2 |
1.1311 |
1.1311 |
1.1278 |
|
| R1 |
1.1290 |
1.1290 |
1.1273 |
1.1301 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1263 |
| S1 |
1.1236 |
1.1236 |
1.1263 |
1.1247 |
| S2 |
1.1203 |
1.1203 |
1.1258 |
|
| S3 |
1.1149 |
1.1182 |
1.1253 |
|
| S4 |
1.1095 |
1.1128 |
1.1238 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1488 |
1.1332 |
|
| R3 |
1.1437 |
1.1403 |
1.1308 |
|
| R2 |
1.1352 |
1.1352 |
1.1301 |
|
| R1 |
1.1318 |
1.1318 |
1.1293 |
1.1335 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1275 |
| S1 |
1.1233 |
1.1233 |
1.1277 |
1.1250 |
| S2 |
1.1182 |
1.1182 |
1.1269 |
|
| S3 |
1.1097 |
1.1148 |
1.1262 |
|
| S4 |
1.1012 |
1.1063 |
1.1238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1312 |
1.1209 |
0.0103 |
0.9% |
0.0057 |
0.5% |
57% |
False |
False |
270 |
| 10 |
1.1312 |
1.1117 |
0.0195 |
1.7% |
0.0058 |
0.5% |
77% |
False |
False |
226 |
| 20 |
1.1312 |
1.1033 |
0.0279 |
2.5% |
0.0059 |
0.5% |
84% |
False |
False |
135 |
| 40 |
1.1312 |
1.0946 |
0.0366 |
3.2% |
0.0060 |
0.5% |
88% |
False |
False |
88 |
| 60 |
1.1323 |
1.0946 |
0.0377 |
3.3% |
0.0047 |
0.4% |
85% |
False |
False |
60 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0036 |
0.3% |
88% |
False |
False |
45 |
| 100 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0029 |
0.3% |
88% |
False |
False |
36 |
| 120 |
1.1323 |
1.0695 |
0.0628 |
5.6% |
0.0024 |
0.2% |
91% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1420 |
|
1.618 |
1.1366 |
|
1.000 |
1.1333 |
|
0.618 |
1.1312 |
|
HIGH |
1.1279 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1246 |
|
LOW |
1.1225 |
|
0.618 |
1.1192 |
|
1.000 |
1.1171 |
|
1.618 |
1.1138 |
|
2.618 |
1.1084 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1264 |
| PP |
1.1257 |
1.1260 |
| S1 |
1.1252 |
1.1256 |
|