CME Swiss Franc Future September 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 |
1.1177 |
1.1133 |
-0.0044 |
-0.4% |
1.1127 |
| High |
1.1177 |
1.1153 |
-0.0024 |
-0.2% |
1.1164 |
| Low |
1.1156 |
1.1128 |
-0.0028 |
-0.3% |
1.1083 |
| Close |
1.1156 |
1.1128 |
-0.0028 |
-0.3% |
1.1164 |
| Range |
0.0021 |
0.0025 |
0.0004 |
19.0% |
0.0081 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
2 |
249 |
247 |
12,350.0% |
10 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1195 |
1.1142 |
|
| R3 |
1.1186 |
1.1170 |
1.1135 |
|
| R2 |
1.1161 |
1.1161 |
1.1133 |
|
| R1 |
1.1145 |
1.1145 |
1.1130 |
1.1141 |
| PP |
1.1136 |
1.1136 |
1.1136 |
1.1134 |
| S1 |
1.1120 |
1.1120 |
1.1126 |
1.1116 |
| S2 |
1.1111 |
1.1111 |
1.1123 |
|
| S3 |
1.1086 |
1.1095 |
1.1121 |
|
| S4 |
1.1061 |
1.1070 |
1.1114 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1353 |
1.1209 |
|
| R3 |
1.1299 |
1.1272 |
1.1186 |
|
| R2 |
1.1218 |
1.1218 |
1.1179 |
|
| R1 |
1.1191 |
1.1191 |
1.1171 |
1.1205 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1144 |
| S1 |
1.1110 |
1.1110 |
1.1157 |
1.1124 |
| S2 |
1.1056 |
1.1056 |
1.1149 |
|
| S3 |
1.0975 |
1.1029 |
1.1142 |
|
| S4 |
1.0894 |
1.0948 |
1.1119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1177 |
1.1125 |
0.0052 |
0.5% |
0.0009 |
0.1% |
6% |
False |
False |
51 |
| 10 |
1.1177 |
1.1047 |
0.0130 |
1.2% |
0.0005 |
0.0% |
62% |
False |
False |
26 |
| 20 |
1.1206 |
1.0994 |
0.0212 |
1.9% |
0.0002 |
0.0% |
63% |
False |
False |
14 |
| 40 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0003 |
0.0% |
40% |
False |
False |
7 |
| 60 |
1.1330 |
1.0924 |
0.0406 |
3.6% |
0.0002 |
0.0% |
50% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1259 |
|
2.618 |
1.1218 |
|
1.618 |
1.1193 |
|
1.000 |
1.1178 |
|
0.618 |
1.1168 |
|
HIGH |
1.1153 |
|
0.618 |
1.1143 |
|
0.500 |
1.1141 |
|
0.382 |
1.1138 |
|
LOW |
1.1128 |
|
0.618 |
1.1113 |
|
1.000 |
1.1103 |
|
1.618 |
1.1088 |
|
2.618 |
1.1063 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1153 |
| PP |
1.1136 |
1.1144 |
| S1 |
1.1132 |
1.1136 |
|