CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1470 |
1.1449 |
-0.0021 |
-0.2% |
1.1405 |
| High |
1.1470 |
1.1465 |
-0.0005 |
0.0% |
1.1513 |
| Low |
1.1470 |
1.1444 |
-0.0026 |
-0.2% |
1.1403 |
| Close |
1.1470 |
1.1465 |
-0.0005 |
0.0% |
1.1478 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0110 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
14 |
14 |
0 |
0.0% |
57 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1514 |
1.1477 |
|
| R3 |
1.1500 |
1.1493 |
1.1471 |
|
| R2 |
1.1479 |
1.1479 |
1.1469 |
|
| R1 |
1.1472 |
1.1472 |
1.1467 |
1.1476 |
| PP |
1.1458 |
1.1458 |
1.1458 |
1.1460 |
| S1 |
1.1451 |
1.1451 |
1.1463 |
1.1455 |
| S2 |
1.1437 |
1.1437 |
1.1461 |
|
| S3 |
1.1416 |
1.1430 |
1.1459 |
|
| S4 |
1.1395 |
1.1409 |
1.1453 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1795 |
1.1746 |
1.1539 |
|
| R3 |
1.1685 |
1.1636 |
1.1508 |
|
| R2 |
1.1575 |
1.1575 |
1.1498 |
|
| R1 |
1.1526 |
1.1526 |
1.1488 |
1.1551 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1477 |
| S1 |
1.1416 |
1.1416 |
1.1468 |
1.1441 |
| S2 |
1.1355 |
1.1355 |
1.1458 |
|
| S3 |
1.1245 |
1.1306 |
1.1448 |
|
| S4 |
1.1135 |
1.1196 |
1.1418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1513 |
1.1403 |
0.0110 |
1.0% |
0.0030 |
0.3% |
56% |
False |
False |
15 |
| 10 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0026 |
0.2% |
81% |
False |
False |
9 |
| 20 |
1.1513 |
1.1230 |
0.0283 |
2.5% |
0.0022 |
0.2% |
83% |
False |
False |
5 |
| 40 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0012 |
0.1% |
91% |
False |
False |
32 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.5% |
0.0009 |
0.1% |
91% |
False |
False |
21 |
| 80 |
1.1513 |
1.0924 |
0.0589 |
5.1% |
0.0007 |
0.1% |
92% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1520 |
|
1.618 |
1.1499 |
|
1.000 |
1.1486 |
|
0.618 |
1.1478 |
|
HIGH |
1.1465 |
|
0.618 |
1.1457 |
|
0.500 |
1.1455 |
|
0.382 |
1.1452 |
|
LOW |
1.1444 |
|
0.618 |
1.1431 |
|
1.000 |
1.1423 |
|
1.618 |
1.1410 |
|
2.618 |
1.1389 |
|
4.250 |
1.1355 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1462 |
1.1464 |
| PP |
1.1458 |
1.1462 |
| S1 |
1.1455 |
1.1461 |
|