CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1056 |
1.1070 |
0.0014 |
0.1% |
1.1229 |
| High |
1.1092 |
1.1071 |
-0.0021 |
-0.2% |
1.1294 |
| Low |
1.1030 |
1.0995 |
-0.0035 |
-0.3% |
1.1043 |
| Close |
1.1067 |
1.1012 |
-0.0055 |
-0.5% |
1.1060 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0251 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
36,195 |
27,910 |
-8,285 |
-22.9% |
103,977 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1254 |
1.1209 |
1.1054 |
|
| R3 |
1.1178 |
1.1133 |
1.1033 |
|
| R2 |
1.1102 |
1.1102 |
1.1026 |
|
| R1 |
1.1057 |
1.1057 |
1.1019 |
1.1042 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1018 |
| S1 |
1.0981 |
1.0981 |
1.1005 |
1.0966 |
| S2 |
1.0950 |
1.0950 |
1.0998 |
|
| S3 |
1.0874 |
1.0905 |
1.0991 |
|
| S4 |
1.0798 |
1.0829 |
1.0970 |
|
|
| 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 |
1.1285 |
1.0995 |
0.0290 |
2.6% |
0.0097 |
0.9% |
6% |
False |
True |
30,046 |
| 10 |
1.1373 |
1.0995 |
0.0378 |
3.4% |
0.0092 |
0.8% |
4% |
False |
True |
22,713 |
| 20 |
1.1373 |
1.0995 |
0.0378 |
3.4% |
0.0087 |
0.8% |
4% |
False |
True |
23,460 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0080 |
0.7% |
34% |
False |
False |
12,223 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0073 |
0.7% |
34% |
False |
False |
8,159 |
| 80 |
1.1373 |
1.0780 |
0.0593 |
5.4% |
0.0061 |
0.6% |
39% |
False |
False |
6,122 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0049 |
0.4% |
53% |
False |
False |
4,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1394 |
|
2.618 |
1.1270 |
|
1.618 |
1.1194 |
|
1.000 |
1.1147 |
|
0.618 |
1.1118 |
|
HIGH |
1.1071 |
|
0.618 |
1.1042 |
|
0.500 |
1.1033 |
|
0.382 |
1.1024 |
|
LOW |
1.0995 |
|
0.618 |
1.0948 |
|
1.000 |
1.0919 |
|
1.618 |
1.0872 |
|
2.618 |
1.0796 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1063 |
| PP |
1.1026 |
1.1046 |
| S1 |
1.1019 |
1.1029 |
|