CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1343 |
0.0000 |
0.0% |
1.1261 |
| High |
1.1343 |
1.1343 |
0.0000 |
0.0% |
1.1409 |
| Low |
1.1343 |
1.1290 |
-0.0053 |
-0.5% |
1.1230 |
| Close |
1.1343 |
1.1290 |
-0.0053 |
-0.5% |
1.1409 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0179 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1467 |
1.1431 |
1.1319 |
|
| R3 |
1.1414 |
1.1378 |
1.1305 |
|
| R2 |
1.1361 |
1.1361 |
1.1300 |
|
| R1 |
1.1325 |
1.1325 |
1.1295 |
1.1317 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1303 |
| S1 |
1.1272 |
1.1272 |
1.1285 |
1.1264 |
| S2 |
1.1255 |
1.1255 |
1.1280 |
|
| S3 |
1.1202 |
1.1219 |
1.1275 |
|
| S4 |
1.1149 |
1.1166 |
1.1261 |
|
|
| 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% |
0.0025 |
0.2% |
34% |
False |
False |
1 |
| 10 |
1.1409 |
1.1230 |
0.0179 |
1.6% |
0.0017 |
0.2% |
34% |
False |
False |
1 |
| 20 |
1.1409 |
1.1083 |
0.0326 |
2.9% |
0.0011 |
0.1% |
63% |
False |
False |
59 |
| 40 |
1.1409 |
1.0994 |
0.0415 |
3.7% |
0.0007 |
0.1% |
71% |
False |
False |
30 |
| 60 |
1.1409 |
1.0994 |
0.0415 |
3.7% |
0.0005 |
0.0% |
71% |
False |
False |
20 |
| 80 |
1.1409 |
1.0875 |
0.0534 |
4.7% |
0.0005 |
0.0% |
78% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1482 |
|
1.618 |
1.1429 |
|
1.000 |
1.1396 |
|
0.618 |
1.1376 |
|
HIGH |
1.1343 |
|
0.618 |
1.1323 |
|
0.500 |
1.1317 |
|
0.382 |
1.1310 |
|
LOW |
1.1290 |
|
0.618 |
1.1257 |
|
1.000 |
1.1237 |
|
1.618 |
1.1204 |
|
2.618 |
1.1151 |
|
4.250 |
1.1065 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1317 |
1.1350 |
| PP |
1.1308 |
1.1330 |
| S1 |
1.1299 |
1.1310 |
|