CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1279 |
1.1350 |
0.0071 |
0.6% |
1.1261 |
| High |
1.1279 |
1.1409 |
0.0130 |
1.2% |
1.1409 |
| Low |
1.1279 |
1.1350 |
0.0071 |
0.6% |
1.1230 |
| Close |
1.1279 |
1.1409 |
0.0130 |
1.2% |
1.1409 |
| Range |
0.0000 |
0.0059 |
0.0059 |
|
0.0179 |
| ATR |
0.0040 |
0.0046 |
0.0006 |
16.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1547 |
1.1441 |
|
| R3 |
1.1507 |
1.1488 |
1.1425 |
|
| R2 |
1.1448 |
1.1448 |
1.1420 |
|
| R1 |
1.1429 |
1.1429 |
1.1414 |
1.1439 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1394 |
| S1 |
1.1370 |
1.1370 |
1.1404 |
1.1380 |
| S2 |
1.1330 |
1.1330 |
1.1398 |
|
| S3 |
1.1271 |
1.1311 |
1.1393 |
|
| S4 |
1.1212 |
1.1252 |
1.1377 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1886 |
1.1827 |
1.1507 |
|
| R3 |
1.1707 |
1.1648 |
1.1458 |
|
| R2 |
1.1528 |
1.1528 |
1.1442 |
|
| R1 |
1.1469 |
1.1469 |
1.1425 |
1.1499 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1364 |
| S1 |
1.1290 |
1.1290 |
1.1393 |
1.1320 |
| S2 |
1.1170 |
1.1170 |
1.1376 |
|
| S3 |
1.0991 |
1.1111 |
1.1360 |
|
| S4 |
1.0812 |
1.0932 |
1.1311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1409 |
1.1230 |
0.0179 |
1.6% |
0.0016 |
0.1% |
100% |
True |
False |
1 |
| 10 |
1.1409 |
1.1230 |
0.0179 |
1.6% |
0.0012 |
0.1% |
100% |
True |
False |
61 |
| 20 |
1.1409 |
1.1047 |
0.0362 |
3.2% |
0.0009 |
0.1% |
100% |
True |
False |
59 |
| 40 |
1.1409 |
1.0994 |
0.0415 |
3.6% |
0.0006 |
0.1% |
100% |
True |
False |
30 |
| 60 |
1.1409 |
1.0994 |
0.0415 |
3.6% |
0.0004 |
0.0% |
100% |
True |
False |
20 |
| 80 |
1.1409 |
1.0875 |
0.0534 |
4.7% |
0.0004 |
0.0% |
100% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1563 |
|
1.618 |
1.1504 |
|
1.000 |
1.1468 |
|
0.618 |
1.1445 |
|
HIGH |
1.1409 |
|
0.618 |
1.1386 |
|
0.500 |
1.1380 |
|
0.382 |
1.1373 |
|
LOW |
1.1350 |
|
0.618 |
1.1314 |
|
1.000 |
1.1291 |
|
1.618 |
1.1255 |
|
2.618 |
1.1196 |
|
4.250 |
1.1099 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1399 |
1.1379 |
| PP |
1.1389 |
1.1349 |
| S1 |
1.1380 |
1.1320 |
|