CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1359 |
-0.0011 |
-0.1% |
1.1405 |
| High |
1.1370 |
1.1359 |
-0.0011 |
-0.1% |
1.1513 |
| Low |
1.1351 |
1.1300 |
-0.0051 |
-0.4% |
1.1403 |
| Close |
1.1355 |
1.1334 |
-0.0021 |
-0.2% |
1.1478 |
| Range |
0.0019 |
0.0059 |
0.0040 |
210.5% |
0.0110 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.8% |
0.0000 |
| Volume |
18 |
3 |
-15 |
-83.3% |
57 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1508 |
1.1480 |
1.1366 |
|
| R3 |
1.1449 |
1.1421 |
1.1350 |
|
| R2 |
1.1390 |
1.1390 |
1.1345 |
|
| R1 |
1.1362 |
1.1362 |
1.1339 |
1.1347 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1323 |
| S1 |
1.1303 |
1.1303 |
1.1329 |
1.1288 |
| S2 |
1.1272 |
1.1272 |
1.1323 |
|
| S3 |
1.1213 |
1.1244 |
1.1318 |
|
| S4 |
1.1154 |
1.1185 |
1.1302 |
|
|
| 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 |
1.1478 |
1.1300 |
0.0178 |
1.6% |
0.0020 |
0.2% |
19% |
False |
True |
12 |
| 10 |
1.1513 |
1.1300 |
0.0213 |
1.9% |
0.0023 |
0.2% |
16% |
False |
True |
11 |
| 20 |
1.1513 |
1.1230 |
0.0283 |
2.5% |
0.0024 |
0.2% |
37% |
False |
False |
6 |
| 40 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0014 |
0.1% |
62% |
False |
False |
32 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0010 |
0.1% |
66% |
False |
False |
22 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0008 |
0.1% |
66% |
False |
False |
16 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0007 |
0.1% |
72% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1513 |
|
1.618 |
1.1454 |
|
1.000 |
1.1418 |
|
0.618 |
1.1395 |
|
HIGH |
1.1359 |
|
0.618 |
1.1336 |
|
0.500 |
1.1330 |
|
0.382 |
1.1323 |
|
LOW |
1.1300 |
|
0.618 |
1.1264 |
|
1.000 |
1.1241 |
|
1.618 |
1.1205 |
|
2.618 |
1.1146 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1383 |
| PP |
1.1331 |
1.1366 |
| S1 |
1.1330 |
1.1350 |
|