CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1294 |
0.0009 |
0.1% |
1.1172 |
| High |
1.1285 |
1.1294 |
0.0009 |
0.1% |
1.1238 |
| Low |
1.1279 |
1.1283 |
0.0004 |
0.0% |
1.1128 |
| Close |
1.1279 |
1.1283 |
0.0004 |
0.0% |
1.1238 |
| Range |
0.0006 |
0.0011 |
0.0005 |
83.3% |
0.0110 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
301 |
1 |
-300 |
-99.7% |
855 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1312 |
1.1289 |
|
| R3 |
1.1309 |
1.1301 |
1.1286 |
|
| R2 |
1.1298 |
1.1298 |
1.1285 |
|
| R1 |
1.1290 |
1.1290 |
1.1284 |
1.1289 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1286 |
| S1 |
1.1279 |
1.1279 |
1.1282 |
1.1278 |
| S2 |
1.1276 |
1.1276 |
1.1281 |
|
| S3 |
1.1265 |
1.1268 |
1.1280 |
|
| S4 |
1.1254 |
1.1257 |
1.1277 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1495 |
1.1299 |
|
| R3 |
1.1421 |
1.1385 |
1.1268 |
|
| R2 |
1.1311 |
1.1311 |
1.1258 |
|
| R1 |
1.1275 |
1.1275 |
1.1248 |
1.1293 |
| PP |
1.1201 |
1.1201 |
1.1201 |
1.1211 |
| S1 |
1.1165 |
1.1165 |
1.1228 |
1.1183 |
| S2 |
1.1091 |
1.1091 |
1.1218 |
|
| S3 |
1.0981 |
1.1055 |
1.1208 |
|
| S4 |
1.0871 |
1.0945 |
1.1178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1294 |
1.1128 |
0.0166 |
1.5% |
0.0008 |
0.1% |
93% |
True |
False |
230 |
| 10 |
1.1294 |
1.1095 |
0.0199 |
1.8% |
0.0006 |
0.1% |
94% |
True |
False |
116 |
| 20 |
1.1294 |
1.0994 |
0.0300 |
2.7% |
0.0003 |
0.0% |
96% |
True |
False |
59 |
| 40 |
1.1298 |
1.0994 |
0.0304 |
2.7% |
0.0003 |
0.0% |
95% |
False |
False |
30 |
| 60 |
1.1330 |
1.0960 |
0.0370 |
3.3% |
0.0002 |
0.0% |
87% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1323 |
|
1.618 |
1.1312 |
|
1.000 |
1.1305 |
|
0.618 |
1.1301 |
|
HIGH |
1.1294 |
|
0.618 |
1.1290 |
|
0.500 |
1.1289 |
|
0.382 |
1.1287 |
|
LOW |
1.1283 |
|
0.618 |
1.1276 |
|
1.000 |
1.1272 |
|
1.618 |
1.1265 |
|
2.618 |
1.1254 |
|
4.250 |
1.1236 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1277 |
| PP |
1.1287 |
1.1272 |
| S1 |
1.1285 |
1.1266 |
|