CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1004 |
-0.0066 |
-0.6% |
1.1229 |
| High |
1.1071 |
1.1022 |
-0.0049 |
-0.4% |
1.1294 |
| Low |
1.0995 |
1.0960 |
-0.0035 |
-0.3% |
1.1043 |
| Close |
1.1012 |
1.0987 |
-0.0025 |
-0.2% |
1.1060 |
| Range |
0.0076 |
0.0062 |
-0.0014 |
-18.4% |
0.0251 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
27,910 |
35,002 |
7,092 |
25.4% |
103,977 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1143 |
1.1021 |
|
| R3 |
1.1114 |
1.1081 |
1.1004 |
|
| R2 |
1.1052 |
1.1052 |
1.0998 |
|
| R1 |
1.1019 |
1.1019 |
1.0993 |
1.1005 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0982 |
| S1 |
1.0957 |
1.0957 |
1.0981 |
1.0943 |
| S2 |
1.0928 |
1.0928 |
1.0976 |
|
| S3 |
1.0866 |
1.0895 |
1.0970 |
|
| S4 |
1.0804 |
1.0833 |
1.0953 |
|
|
| 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 |
1.1257 |
1.0960 |
0.0297 |
2.7% |
0.0093 |
0.8% |
9% |
False |
True |
33,613 |
| 10 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0092 |
0.8% |
7% |
False |
True |
24,593 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0088 |
0.8% |
7% |
False |
True |
24,903 |
| 40 |
1.1373 |
1.0850 |
0.0523 |
4.8% |
0.0079 |
0.7% |
26% |
False |
False |
13,096 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
5.0% |
0.0074 |
0.7% |
29% |
False |
False |
8,742 |
| 80 |
1.1373 |
1.0797 |
0.0576 |
5.2% |
0.0061 |
0.6% |
33% |
False |
False |
6,559 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0050 |
0.5% |
50% |
False |
False |
5,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1184 |
|
1.618 |
1.1122 |
|
1.000 |
1.1084 |
|
0.618 |
1.1060 |
|
HIGH |
1.1022 |
|
0.618 |
1.0998 |
|
0.500 |
1.0991 |
|
0.382 |
1.0984 |
|
LOW |
1.0960 |
|
0.618 |
1.0922 |
|
1.000 |
1.0898 |
|
1.618 |
1.0860 |
|
2.618 |
1.0798 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.1026 |
| PP |
1.0990 |
1.1013 |
| S1 |
1.0988 |
1.1000 |
|