CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1122 |
-0.0033 |
-0.3% |
1.1229 |
| High |
1.1257 |
1.1130 |
-0.0127 |
-1.1% |
1.1294 |
| Low |
1.1081 |
1.1043 |
-0.0038 |
-0.3% |
1.1043 |
| Close |
1.1107 |
1.1060 |
-0.0047 |
-0.4% |
1.1060 |
| Range |
0.0176 |
0.0087 |
-0.0089 |
-50.6% |
0.0251 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
41,538 |
27,420 |
-14,118 |
-34.0% |
103,977 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1286 |
1.1108 |
|
| R3 |
1.1252 |
1.1199 |
1.1084 |
|
| R2 |
1.1165 |
1.1165 |
1.1076 |
|
| R1 |
1.1112 |
1.1112 |
1.1068 |
1.1095 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1069 |
| S1 |
1.1025 |
1.1025 |
1.1052 |
1.1008 |
| S2 |
1.0991 |
1.0991 |
1.1044 |
|
| S3 |
1.0904 |
1.0938 |
1.1036 |
|
| S4 |
1.0817 |
1.0851 |
1.1012 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1724 |
1.1198 |
|
| R3 |
1.1634 |
1.1473 |
1.1129 |
|
| R2 |
1.1383 |
1.1383 |
1.1106 |
|
| R1 |
1.1222 |
1.1222 |
1.1083 |
1.1177 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1110 |
| S1 |
1.0971 |
1.0971 |
1.1037 |
1.0926 |
| S2 |
1.0881 |
1.0881 |
1.1014 |
|
| S3 |
1.0630 |
1.0720 |
1.0991 |
|
| S4 |
1.0379 |
1.0469 |
1.0922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1043 |
0.0330 |
3.0% |
0.0131 |
1.2% |
5% |
False |
True |
27,041 |
| 10 |
1.1373 |
1.1043 |
0.0330 |
3.0% |
0.0100 |
0.9% |
5% |
False |
True |
21,922 |
| 20 |
1.1373 |
1.1043 |
0.0330 |
3.0% |
0.0091 |
0.8% |
5% |
False |
True |
20,956 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0080 |
0.7% |
42% |
False |
False |
10,621 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0072 |
0.6% |
42% |
False |
False |
7,091 |
| 80 |
1.1373 |
1.0727 |
0.0646 |
5.8% |
0.0059 |
0.5% |
52% |
False |
False |
5,321 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0048 |
0.4% |
59% |
False |
False |
4,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1500 |
|
2.618 |
1.1358 |
|
1.618 |
1.1271 |
|
1.000 |
1.1217 |
|
0.618 |
1.1184 |
|
HIGH |
1.1130 |
|
0.618 |
1.1097 |
|
0.500 |
1.1087 |
|
0.382 |
1.1076 |
|
LOW |
1.1043 |
|
0.618 |
1.0989 |
|
1.000 |
1.0956 |
|
1.618 |
1.0902 |
|
2.618 |
1.0815 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1164 |
| PP |
1.1078 |
1.1129 |
| S1 |
1.1069 |
1.1095 |
|