CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1416 |
1.1403 |
-0.0013 |
-0.1% |
1.1343 |
| High |
1.1416 |
1.1463 |
0.0047 |
0.4% |
1.1418 |
| Low |
1.1416 |
1.1403 |
-0.0013 |
-0.1% |
1.1266 |
| Close |
1.1416 |
1.1457 |
0.0041 |
0.4% |
1.1418 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0152 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1621 |
1.1599 |
1.1490 |
|
| R3 |
1.1561 |
1.1539 |
1.1474 |
|
| R2 |
1.1501 |
1.1501 |
1.1468 |
|
| R1 |
1.1479 |
1.1479 |
1.1463 |
1.1490 |
| PP |
1.1441 |
1.1441 |
1.1441 |
1.1447 |
| S1 |
1.1419 |
1.1419 |
1.1452 |
1.1430 |
| S2 |
1.1381 |
1.1381 |
1.1446 |
|
| S3 |
1.1321 |
1.1359 |
1.1441 |
|
| S4 |
1.1261 |
1.1299 |
1.1424 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1773 |
1.1502 |
|
| R3 |
1.1671 |
1.1621 |
1.1460 |
|
| R2 |
1.1519 |
1.1519 |
1.1446 |
|
| R1 |
1.1469 |
1.1469 |
1.1432 |
1.1494 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1380 |
| S1 |
1.1317 |
1.1317 |
1.1404 |
1.1342 |
| S2 |
1.1215 |
1.1215 |
1.1390 |
|
| S3 |
1.1063 |
1.1165 |
1.1376 |
|
| S4 |
1.0911 |
1.1013 |
1.1334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1463 |
1.1266 |
0.0197 |
1.7% |
0.0034 |
0.3% |
97% |
True |
False |
3 |
| 10 |
1.1463 |
1.1266 |
0.0197 |
1.7% |
0.0028 |
0.2% |
97% |
True |
False |
3 |
| 20 |
1.1463 |
1.1128 |
0.0335 |
2.9% |
0.0019 |
0.2% |
98% |
True |
False |
59 |
| 40 |
1.1463 |
1.0994 |
0.0469 |
4.1% |
0.0010 |
0.1% |
99% |
True |
False |
30 |
| 60 |
1.1463 |
1.0994 |
0.0469 |
4.1% |
0.0008 |
0.1% |
99% |
True |
False |
20 |
| 80 |
1.1463 |
1.0924 |
0.0539 |
4.7% |
0.0006 |
0.0% |
99% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1620 |
|
1.618 |
1.1560 |
|
1.000 |
1.1523 |
|
0.618 |
1.1500 |
|
HIGH |
1.1463 |
|
0.618 |
1.1440 |
|
0.500 |
1.1433 |
|
0.382 |
1.1426 |
|
LOW |
1.1403 |
|
0.618 |
1.1366 |
|
1.000 |
1.1343 |
|
1.618 |
1.1306 |
|
2.618 |
1.1246 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1449 |
1.1449 |
| PP |
1.1441 |
1.1441 |
| S1 |
1.1433 |
1.1433 |
|