CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1451 |
1.1443 |
-0.0008 |
-0.1% |
1.1402 |
| High |
1.1503 |
1.1498 |
-0.0005 |
0.0% |
1.1503 |
| Low |
1.1417 |
1.1421 |
0.0004 |
0.0% |
1.1367 |
| Close |
1.1433 |
1.1468 |
0.0035 |
0.3% |
1.1468 |
| Range |
0.0086 |
0.0077 |
-0.0009 |
-10.5% |
0.0136 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
29,796 |
38,963 |
9,167 |
30.8% |
115,604 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1658 |
1.1510 |
|
| R3 |
1.1616 |
1.1581 |
1.1489 |
|
| R2 |
1.1539 |
1.1539 |
1.1482 |
|
| R1 |
1.1504 |
1.1504 |
1.1475 |
1.1522 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1471 |
| S1 |
1.1427 |
1.1427 |
1.1461 |
1.1445 |
| S2 |
1.1385 |
1.1385 |
1.1454 |
|
| S3 |
1.1308 |
1.1350 |
1.1447 |
|
| S4 |
1.1231 |
1.1273 |
1.1426 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1797 |
1.1543 |
|
| R3 |
1.1718 |
1.1661 |
1.1505 |
|
| R2 |
1.1582 |
1.1582 |
1.1493 |
|
| R1 |
1.1525 |
1.1525 |
1.1480 |
1.1554 |
| PP |
1.1446 |
1.1446 |
1.1446 |
1.1460 |
| S1 |
1.1389 |
1.1389 |
1.1456 |
1.1418 |
| S2 |
1.1310 |
1.1310 |
1.1443 |
|
| S3 |
1.1174 |
1.1253 |
1.1431 |
|
| S4 |
1.1038 |
1.1117 |
1.1393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1503 |
1.1367 |
0.0136 |
1.2% |
0.0064 |
0.6% |
74% |
False |
False |
23,120 |
| 10 |
1.1503 |
1.1252 |
0.0251 |
2.2% |
0.0070 |
0.6% |
86% |
False |
False |
13,348 |
| 20 |
1.1503 |
1.1198 |
0.0305 |
2.7% |
0.0068 |
0.6% |
89% |
False |
False |
6,889 |
| 40 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
94% |
False |
False |
3,465 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0061 |
0.5% |
94% |
False |
False |
2,319 |
| 80 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0046 |
0.4% |
94% |
False |
False |
1,739 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0038 |
0.3% |
95% |
False |
False |
1,392 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0031 |
0.3% |
95% |
False |
False |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1825 |
|
2.618 |
1.1700 |
|
1.618 |
1.1623 |
|
1.000 |
1.1575 |
|
0.618 |
1.1546 |
|
HIGH |
1.1498 |
|
0.618 |
1.1469 |
|
0.500 |
1.1460 |
|
0.382 |
1.1450 |
|
LOW |
1.1421 |
|
0.618 |
1.1373 |
|
1.000 |
1.1344 |
|
1.618 |
1.1296 |
|
2.618 |
1.1219 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1465 |
1.1461 |
| PP |
1.1462 |
1.1453 |
| S1 |
1.1460 |
1.1446 |
|