CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1266 |
-0.0019 |
-0.2% |
1.1261 |
| High |
1.1285 |
1.1378 |
0.0093 |
0.8% |
1.1409 |
| Low |
1.1285 |
1.1266 |
-0.0019 |
-0.2% |
1.1230 |
| Close |
1.1285 |
1.1378 |
0.0093 |
0.8% |
1.1409 |
| Range |
0.0000 |
0.0112 |
0.0112 |
|
0.0179 |
| ATR |
0.0045 |
0.0050 |
0.0005 |
10.6% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1639 |
1.1440 |
|
| R3 |
1.1565 |
1.1527 |
1.1409 |
|
| R2 |
1.1453 |
1.1453 |
1.1399 |
|
| R1 |
1.1415 |
1.1415 |
1.1388 |
1.1434 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1350 |
| S1 |
1.1303 |
1.1303 |
1.1368 |
1.1322 |
| S2 |
1.1229 |
1.1229 |
1.1357 |
|
| S3 |
1.1117 |
1.1191 |
1.1347 |
|
| S4 |
1.1005 |
1.1079 |
1.1316 |
|
|
| 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 |
1.1266 |
0.0143 |
1.3% |
0.0045 |
0.4% |
78% |
False |
True |
2 |
| 10 |
1.1409 |
1.1230 |
0.0179 |
1.6% |
0.0025 |
0.2% |
83% |
False |
False |
2 |
| 20 |
1.1409 |
1.1125 |
0.0284 |
2.5% |
0.0017 |
0.1% |
89% |
False |
False |
59 |
| 40 |
1.1409 |
1.0994 |
0.0415 |
3.6% |
0.0010 |
0.1% |
93% |
False |
False |
30 |
| 60 |
1.1409 |
1.0994 |
0.0415 |
3.6% |
0.0007 |
0.1% |
93% |
False |
False |
20 |
| 80 |
1.1409 |
1.0875 |
0.0534 |
4.7% |
0.0006 |
0.1% |
94% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1854 |
|
2.618 |
1.1671 |
|
1.618 |
1.1559 |
|
1.000 |
1.1490 |
|
0.618 |
1.1447 |
|
HIGH |
1.1378 |
|
0.618 |
1.1335 |
|
0.500 |
1.1322 |
|
0.382 |
1.1309 |
|
LOW |
1.1266 |
|
0.618 |
1.1197 |
|
1.000 |
1.1154 |
|
1.618 |
1.1085 |
|
2.618 |
1.0973 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1359 |
| PP |
1.1341 |
1.1341 |
| S1 |
1.1322 |
1.1322 |
|