CME Swiss Franc Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1293 |
-0.0024 |
-0.2% |
1.1470 |
| High |
1.1323 |
1.1321 |
-0.0002 |
0.0% |
1.1470 |
| Low |
1.1309 |
1.1293 |
-0.0016 |
-0.1% |
1.1300 |
| Close |
1.1321 |
1.1301 |
-0.0020 |
-0.2% |
1.1348 |
| Range |
0.0014 |
0.0028 |
0.0014 |
100.0% |
0.0170 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
11 |
12 |
1 |
9.1% |
66 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1373 |
1.1316 |
|
| R3 |
1.1361 |
1.1345 |
1.1309 |
|
| R2 |
1.1333 |
1.1333 |
1.1306 |
|
| R1 |
1.1317 |
1.1317 |
1.1304 |
1.1325 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1309 |
| S1 |
1.1289 |
1.1289 |
1.1298 |
1.1297 |
| S2 |
1.1277 |
1.1277 |
1.1296 |
|
| S3 |
1.1249 |
1.1261 |
1.1293 |
|
| S4 |
1.1221 |
1.1233 |
1.1286 |
|
|
| 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 |
1.1293 |
0.0082 |
0.7% |
0.0031 |
0.3% |
10% |
False |
True |
26 |
| 10 |
1.1478 |
1.1293 |
0.0185 |
1.6% |
0.0025 |
0.2% |
4% |
False |
True |
19 |
| 20 |
1.1513 |
1.1266 |
0.0247 |
2.2% |
0.0030 |
0.3% |
14% |
False |
False |
12 |
| 40 |
1.1513 |
1.1047 |
0.0466 |
4.1% |
0.0018 |
0.2% |
55% |
False |
False |
35 |
| 60 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0013 |
0.1% |
59% |
False |
False |
24 |
| 80 |
1.1513 |
1.0994 |
0.0519 |
4.6% |
0.0010 |
0.1% |
59% |
False |
False |
18 |
| 100 |
1.1513 |
1.0875 |
0.0638 |
5.6% |
0.0009 |
0.1% |
67% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1394 |
|
1.618 |
1.1366 |
|
1.000 |
1.1349 |
|
0.618 |
1.1338 |
|
HIGH |
1.1321 |
|
0.618 |
1.1310 |
|
0.500 |
1.1307 |
|
0.382 |
1.1304 |
|
LOW |
1.1293 |
|
0.618 |
1.1276 |
|
1.000 |
1.1265 |
|
1.618 |
1.1248 |
|
2.618 |
1.1220 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1307 |
1.1326 |
| PP |
1.1305 |
1.1317 |
| S1 |
1.1303 |
1.1309 |
|