CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1155 |
-0.0111 |
-1.0% |
1.1170 |
| High |
1.1285 |
1.1257 |
-0.0028 |
-0.2% |
1.1373 |
| Low |
1.1199 |
1.1081 |
-0.0118 |
-1.1% |
1.1152 |
| Close |
1.1257 |
1.1107 |
-0.0150 |
-1.3% |
1.1211 |
| Range |
0.0086 |
0.0176 |
0.0090 |
104.7% |
0.0221 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
7.8% |
0.0000 |
| Volume |
17,167 |
41,538 |
24,371 |
142.0% |
59,053 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1568 |
1.1204 |
|
| R3 |
1.1500 |
1.1392 |
1.1155 |
|
| R2 |
1.1324 |
1.1324 |
1.1139 |
|
| R1 |
1.1216 |
1.1216 |
1.1123 |
1.1182 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1132 |
| S1 |
1.1040 |
1.1040 |
1.1091 |
1.1006 |
| S2 |
1.0972 |
1.0972 |
1.1075 |
|
| S3 |
1.0796 |
1.0864 |
1.1059 |
|
| S4 |
1.0620 |
1.0688 |
1.1010 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1781 |
1.1333 |
|
| R3 |
1.1687 |
1.1560 |
1.1272 |
|
| R2 |
1.1466 |
1.1466 |
1.1252 |
|
| R1 |
1.1339 |
1.1339 |
1.1231 |
1.1403 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1277 |
| S1 |
1.1118 |
1.1118 |
1.1191 |
1.1182 |
| S2 |
1.1024 |
1.1024 |
1.1170 |
|
| S3 |
1.0803 |
1.0897 |
1.1150 |
|
| S4 |
1.0582 |
1.0676 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1081 |
0.0292 |
2.6% |
0.0118 |
1.1% |
9% |
False |
True |
22,368 |
| 10 |
1.1373 |
1.1081 |
0.0292 |
2.6% |
0.0107 |
1.0% |
9% |
False |
True |
23,392 |
| 20 |
1.1373 |
1.1030 |
0.0343 |
3.1% |
0.0090 |
0.8% |
22% |
False |
False |
19,675 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0079 |
0.7% |
51% |
False |
False |
9,936 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0070 |
0.6% |
51% |
False |
False |
6,634 |
| 80 |
1.1373 |
1.0715 |
0.0658 |
5.9% |
0.0058 |
0.5% |
60% |
False |
False |
4,978 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0047 |
0.4% |
65% |
False |
False |
3,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2005 |
|
2.618 |
1.1718 |
|
1.618 |
1.1542 |
|
1.000 |
1.1433 |
|
0.618 |
1.1366 |
|
HIGH |
1.1257 |
|
0.618 |
1.1190 |
|
0.500 |
1.1169 |
|
0.382 |
1.1148 |
|
LOW |
1.1081 |
|
0.618 |
1.0972 |
|
1.000 |
1.0905 |
|
1.618 |
1.0796 |
|
2.618 |
1.0620 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1169 |
1.1188 |
| PP |
1.1148 |
1.1161 |
| S1 |
1.1128 |
1.1134 |
|