CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1293 |
-0.0001 |
0.0% |
1.1172 |
| High |
1.1294 |
1.1293 |
-0.0001 |
0.0% |
1.1238 |
| Low |
1.1283 |
1.1267 |
-0.0016 |
-0.1% |
1.1128 |
| Close |
1.1283 |
1.1267 |
-0.0016 |
-0.1% |
1.1238 |
| Range |
0.0011 |
0.0026 |
0.0015 |
136.4% |
0.0110 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
855 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1354 |
1.1336 |
1.1281 |
|
| R3 |
1.1328 |
1.1310 |
1.1274 |
|
| R2 |
1.1302 |
1.1302 |
1.1272 |
|
| R1 |
1.1284 |
1.1284 |
1.1269 |
1.1280 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1274 |
| S1 |
1.1258 |
1.1258 |
1.1265 |
1.1254 |
| S2 |
1.1250 |
1.1250 |
1.1262 |
|
| S3 |
1.1224 |
1.1232 |
1.1260 |
|
| S4 |
1.1198 |
1.1206 |
1.1253 |
|
|
| 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 |
1.1204 |
0.0090 |
0.8% |
0.0009 |
0.1% |
70% |
False |
False |
181 |
| 10 |
1.1294 |
1.1125 |
0.0169 |
1.5% |
0.0009 |
0.1% |
84% |
False |
False |
116 |
| 20 |
1.1294 |
1.1047 |
0.0247 |
2.2% |
0.0004 |
0.0% |
89% |
False |
False |
59 |
| 40 |
1.1298 |
1.0994 |
0.0304 |
2.7% |
0.0004 |
0.0% |
90% |
False |
False |
30 |
| 60 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0003 |
0.0% |
81% |
False |
False |
20 |
| 80 |
1.1330 |
1.0875 |
0.0455 |
4.0% |
0.0003 |
0.0% |
86% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1404 |
|
2.618 |
1.1361 |
|
1.618 |
1.1335 |
|
1.000 |
1.1319 |
|
0.618 |
1.1309 |
|
HIGH |
1.1293 |
|
0.618 |
1.1283 |
|
0.500 |
1.1280 |
|
0.382 |
1.1277 |
|
LOW |
1.1267 |
|
0.618 |
1.1251 |
|
1.000 |
1.1241 |
|
1.618 |
1.1225 |
|
2.618 |
1.1199 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1281 |
| PP |
1.1276 |
1.1276 |
| S1 |
1.1271 |
1.1272 |
|