CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1370 |
-0.0079 |
-0.7% |
1.1405 |
| High |
1.1465 |
1.1370 |
-0.0095 |
-0.8% |
1.1513 |
| Low |
1.1444 |
1.1351 |
-0.0093 |
-0.8% |
1.1403 |
| Close |
1.1465 |
1.1355 |
-0.0110 |
-1.0% |
1.1478 |
| Range |
0.0021 |
0.0019 |
-0.0002 |
-9.5% |
0.0110 |
| ATR |
0.0042 |
0.0047 |
0.0005 |
12.2% |
0.0000 |
| Volume |
14 |
18 |
4 |
28.6% |
57 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1404 |
1.1365 |
|
| R3 |
1.1397 |
1.1385 |
1.1360 |
|
| R2 |
1.1378 |
1.1378 |
1.1358 |
|
| R1 |
1.1366 |
1.1366 |
1.1357 |
1.1363 |
| PP |
1.1359 |
1.1359 |
1.1359 |
1.1357 |
| S1 |
1.1347 |
1.1347 |
1.1353 |
1.1344 |
| S2 |
1.1340 |
1.1340 |
1.1352 |
|
| S3 |
1.1321 |
1.1328 |
1.1350 |
|
| S4 |
1.1302 |
1.1309 |
1.1345 |
|
|
| 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 |
1.1351 |
0.0162 |
1.4% |
0.0022 |
0.2% |
2% |
False |
True |
18 |
| 10 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0028 |
0.2% |
36% |
False |
False |
11 |
| 20 |
1.1513 |
1.1230 |
0.0283 |
2.5% |
0.0022 |
0.2% |
44% |
False |
False |
6 |
| 40 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0013 |
0.1% |
70% |
False |
False |
32 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0009 |
0.1% |
70% |
False |
False |
22 |
| 80 |
1.1513 |
1.0960 |
0.0553 |
4.9% |
0.0007 |
0.1% |
71% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1420 |
|
1.618 |
1.1401 |
|
1.000 |
1.1389 |
|
0.618 |
1.1382 |
|
HIGH |
1.1370 |
|
0.618 |
1.1363 |
|
0.500 |
1.1361 |
|
0.382 |
1.1358 |
|
LOW |
1.1351 |
|
0.618 |
1.1339 |
|
1.000 |
1.1332 |
|
1.618 |
1.1320 |
|
2.618 |
1.1301 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1361 |
1.1411 |
| PP |
1.1359 |
1.1392 |
| S1 |
1.1357 |
1.1374 |
|