CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1468 |
1.1460 |
-0.0008 |
-0.1% |
1.1402 |
| High |
1.1483 |
1.1471 |
-0.0012 |
-0.1% |
1.1503 |
| Low |
1.1429 |
1.1411 |
-0.0018 |
-0.2% |
1.1367 |
| Close |
1.1460 |
1.1454 |
-0.0006 |
-0.1% |
1.1468 |
| Range |
0.0054 |
0.0060 |
0.0006 |
11.1% |
0.0136 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
21,711 |
22,011 |
300 |
1.4% |
115,604 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1600 |
1.1487 |
|
| R3 |
1.1565 |
1.1540 |
1.1471 |
|
| R2 |
1.1505 |
1.1505 |
1.1465 |
|
| R1 |
1.1480 |
1.1480 |
1.1460 |
1.1463 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1437 |
| S1 |
1.1420 |
1.1420 |
1.1449 |
1.1403 |
| S2 |
1.1385 |
1.1385 |
1.1443 |
|
| S3 |
1.1325 |
1.1360 |
1.1438 |
|
| S4 |
1.1265 |
1.1300 |
1.1421 |
|
|
| 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 |
1.1388 |
0.0115 |
1.0% |
0.0069 |
0.6% |
57% |
False |
False |
27,142 |
| 10 |
1.1503 |
1.1252 |
0.0251 |
2.2% |
0.0069 |
0.6% |
80% |
False |
False |
17,430 |
| 20 |
1.1503 |
1.1209 |
0.0294 |
2.6% |
0.0069 |
0.6% |
83% |
False |
False |
9,061 |
| 40 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0067 |
0.6% |
91% |
False |
False |
4,556 |
| 60 |
1.1503 |
1.0946 |
0.0557 |
4.9% |
0.0062 |
0.5% |
91% |
False |
False |
3,048 |
| 80 |
1.1503 |
1.0912 |
0.0591 |
5.2% |
0.0048 |
0.4% |
92% |
False |
False |
2,286 |
| 100 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0039 |
0.3% |
92% |
False |
False |
1,829 |
| 120 |
1.1503 |
1.0862 |
0.0641 |
5.6% |
0.0032 |
0.3% |
92% |
False |
False |
1,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1726 |
|
2.618 |
1.1628 |
|
1.618 |
1.1568 |
|
1.000 |
1.1531 |
|
0.618 |
1.1508 |
|
HIGH |
1.1471 |
|
0.618 |
1.1448 |
|
0.500 |
1.1441 |
|
0.382 |
1.1434 |
|
LOW |
1.1411 |
|
0.618 |
1.1374 |
|
1.000 |
1.1351 |
|
1.618 |
1.1314 |
|
2.618 |
1.1254 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1455 |
| PP |
1.1445 |
1.1454 |
| S1 |
1.1441 |
1.1454 |
|