CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1371 |
1.1402 |
0.0031 |
0.3% |
1.1394 |
| High |
1.1443 |
1.1423 |
-0.0020 |
-0.2% |
1.1443 |
| Low |
1.1356 |
1.1382 |
0.0026 |
0.2% |
1.1252 |
| Close |
1.1408 |
1.1395 |
-0.0013 |
-0.1% |
1.1408 |
| Range |
0.0087 |
0.0041 |
-0.0046 |
-52.9% |
0.0191 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
8,033 |
7,299 |
-734 |
-9.1% |
17,876 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1500 |
1.1418 |
|
| R3 |
1.1482 |
1.1459 |
1.1406 |
|
| R2 |
1.1441 |
1.1441 |
1.1403 |
|
| R1 |
1.1418 |
1.1418 |
1.1399 |
1.1409 |
| PP |
1.1400 |
1.1400 |
1.1400 |
1.1396 |
| S1 |
1.1377 |
1.1377 |
1.1391 |
1.1368 |
| S2 |
1.1359 |
1.1359 |
1.1387 |
|
| S3 |
1.1318 |
1.1336 |
1.1384 |
|
| S4 |
1.1277 |
1.1295 |
1.1372 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1865 |
1.1513 |
|
| R3 |
1.1750 |
1.1674 |
1.1461 |
|
| R2 |
1.1559 |
1.1559 |
1.1443 |
|
| R1 |
1.1483 |
1.1483 |
1.1426 |
1.1521 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1387 |
| S1 |
1.1292 |
1.1292 |
1.1390 |
1.1330 |
| S2 |
1.1177 |
1.1177 |
1.1373 |
|
| S3 |
1.0986 |
1.1101 |
1.1355 |
|
| S4 |
1.0795 |
1.0910 |
1.1303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1443 |
1.1252 |
0.0191 |
1.7% |
0.0071 |
0.6% |
75% |
False |
False |
4,912 |
| 10 |
1.1443 |
1.1209 |
0.0234 |
2.1% |
0.0076 |
0.7% |
79% |
False |
False |
2,765 |
| 20 |
1.1443 |
1.1084 |
0.0359 |
3.2% |
0.0064 |
0.6% |
87% |
False |
False |
1,478 |
| 40 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0065 |
0.6% |
90% |
False |
False |
763 |
| 60 |
1.1443 |
1.0946 |
0.0497 |
4.4% |
0.0057 |
0.5% |
90% |
False |
False |
514 |
| 80 |
1.1443 |
1.0912 |
0.0531 |
4.7% |
0.0043 |
0.4% |
91% |
False |
False |
386 |
| 100 |
1.1443 |
1.0862 |
0.0581 |
5.1% |
0.0035 |
0.3% |
92% |
False |
False |
309 |
| 120 |
1.1443 |
1.0830 |
0.0613 |
5.4% |
0.0029 |
0.3% |
92% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1530 |
|
1.618 |
1.1489 |
|
1.000 |
1.1464 |
|
0.618 |
1.1448 |
|
HIGH |
1.1423 |
|
0.618 |
1.1407 |
|
0.500 |
1.1403 |
|
0.382 |
1.1398 |
|
LOW |
1.1382 |
|
0.618 |
1.1357 |
|
1.000 |
1.1341 |
|
1.618 |
1.1316 |
|
2.618 |
1.1275 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1403 |
1.1380 |
| PP |
1.1400 |
1.1365 |
| S1 |
1.1398 |
1.1350 |
|