CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1359 |
1.1336 |
-0.0023 |
-0.2% |
1.1470 |
| High |
1.1359 |
1.1348 |
-0.0011 |
-0.1% |
1.1470 |
| Low |
1.1300 |
1.1336 |
0.0036 |
0.3% |
1.1300 |
| Close |
1.1334 |
1.1348 |
0.0014 |
0.1% |
1.1348 |
| Range |
0.0059 |
0.0012 |
-0.0047 |
-79.7% |
0.0170 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-5.1% |
0.0000 |
| Volume |
3 |
17 |
14 |
466.7% |
66 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1380 |
1.1376 |
1.1355 |
|
| R3 |
1.1368 |
1.1364 |
1.1351 |
|
| R2 |
1.1356 |
1.1356 |
1.1350 |
|
| R1 |
1.1352 |
1.1352 |
1.1349 |
1.1354 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1345 |
| S1 |
1.1340 |
1.1340 |
1.1347 |
1.1342 |
| S2 |
1.1332 |
1.1332 |
1.1346 |
|
| S3 |
1.1320 |
1.1328 |
1.1345 |
|
| S4 |
1.1308 |
1.1316 |
1.1341 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1883 |
1.1785 |
1.1442 |
|
| R3 |
1.1713 |
1.1615 |
1.1395 |
|
| R2 |
1.1543 |
1.1543 |
1.1379 |
|
| R1 |
1.1445 |
1.1445 |
1.1364 |
1.1409 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1355 |
| S1 |
1.1275 |
1.1275 |
1.1332 |
1.1239 |
| S2 |
1.1203 |
1.1203 |
1.1317 |
|
| S3 |
1.1033 |
1.1105 |
1.1301 |
|
| S4 |
1.0863 |
1.0935 |
1.1255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1470 |
1.1300 |
0.0170 |
1.5% |
0.0022 |
0.2% |
28% |
False |
False |
13 |
| 10 |
1.1513 |
1.1300 |
0.0213 |
1.9% |
0.0024 |
0.2% |
23% |
False |
False |
12 |
| 20 |
1.1513 |
1.1230 |
0.0283 |
2.5% |
0.0024 |
0.2% |
42% |
False |
False |
7 |
| 40 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0014 |
0.1% |
65% |
False |
False |
33 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0011 |
0.1% |
68% |
False |
False |
22 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0008 |
0.1% |
68% |
False |
False |
17 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0007 |
0.1% |
74% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1379 |
|
1.618 |
1.1367 |
|
1.000 |
1.1360 |
|
0.618 |
1.1355 |
|
HIGH |
1.1348 |
|
0.618 |
1.1343 |
|
0.500 |
1.1342 |
|
0.382 |
1.1341 |
|
LOW |
1.1336 |
|
0.618 |
1.1329 |
|
1.000 |
1.1324 |
|
1.618 |
1.1317 |
|
2.618 |
1.1305 |
|
4.250 |
1.1285 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1344 |
| PP |
1.1344 |
1.1339 |
| S1 |
1.1342 |
1.1335 |
|