CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1329 |
1.1317 |
-0.0012 |
-0.1% |
1.1470 |
| High |
1.1358 |
1.1323 |
-0.0035 |
-0.3% |
1.1470 |
| Low |
1.1325 |
1.1309 |
-0.0016 |
-0.1% |
1.1300 |
| Close |
1.1346 |
1.1321 |
-0.0025 |
-0.2% |
1.1348 |
| Range |
0.0033 |
0.0014 |
-0.0019 |
-57.6% |
0.0170 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
86 |
11 |
-75 |
-87.2% |
66 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1354 |
1.1329 |
|
| R3 |
1.1346 |
1.1340 |
1.1325 |
|
| R2 |
1.1332 |
1.1332 |
1.1324 |
|
| R1 |
1.1326 |
1.1326 |
1.1322 |
1.1329 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1319 |
| S1 |
1.1312 |
1.1312 |
1.1320 |
1.1315 |
| S2 |
1.1304 |
1.1304 |
1.1318 |
|
| S3 |
1.1290 |
1.1298 |
1.1317 |
|
| S4 |
1.1276 |
1.1284 |
1.1313 |
|
|
| 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 |
1.1375 |
1.1300 |
0.0075 |
0.7% |
0.0037 |
0.3% |
28% |
False |
False |
24 |
| 10 |
1.1513 |
1.1300 |
0.0213 |
1.9% |
0.0029 |
0.3% |
10% |
False |
False |
21 |
| 20 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0029 |
0.3% |
22% |
False |
False |
12 |
| 40 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0017 |
0.2% |
59% |
False |
False |
35 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0013 |
0.1% |
63% |
False |
False |
24 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0009 |
0.1% |
63% |
False |
False |
18 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0008 |
0.1% |
70% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1360 |
|
1.618 |
1.1346 |
|
1.000 |
1.1337 |
|
0.618 |
1.1332 |
|
HIGH |
1.1323 |
|
0.618 |
1.1318 |
|
0.500 |
1.1316 |
|
0.382 |
1.1314 |
|
LOW |
1.1309 |
|
0.618 |
1.1300 |
|
1.000 |
1.1295 |
|
1.618 |
1.1286 |
|
2.618 |
1.1272 |
|
4.250 |
1.1250 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1342 |
| PP |
1.1318 |
1.1335 |
| S1 |
1.1316 |
1.1328 |
|