CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.1025 |
0.0048 |
0.4% |
1.1056 |
| High |
1.1040 |
1.1110 |
0.0070 |
0.6% |
1.1110 |
| Low |
1.0964 |
1.1002 |
0.0038 |
0.3% |
1.0960 |
| Close |
1.1013 |
1.1076 |
0.0063 |
0.6% |
1.1076 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0150 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
1.9% |
0.0000 |
| Volume |
36,874 |
38,072 |
1,198 |
3.2% |
174,053 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1339 |
1.1135 |
|
| R3 |
1.1279 |
1.1231 |
1.1106 |
|
| R2 |
1.1171 |
1.1171 |
1.1096 |
|
| R1 |
1.1123 |
1.1123 |
1.1086 |
1.1147 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1075 |
| S1 |
1.1015 |
1.1015 |
1.1066 |
1.1039 |
| S2 |
1.0955 |
1.0955 |
1.1056 |
|
| S3 |
1.0847 |
1.0907 |
1.1046 |
|
| S4 |
1.0739 |
1.0799 |
1.1017 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1437 |
1.1159 |
|
| R3 |
1.1349 |
1.1287 |
1.1117 |
|
| R2 |
1.1199 |
1.1199 |
1.1104 |
|
| R1 |
1.1137 |
1.1137 |
1.1090 |
1.1168 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1064 |
| S1 |
1.0987 |
1.0987 |
1.1062 |
1.1018 |
| S2 |
1.0899 |
1.0899 |
1.1049 |
|
| S3 |
1.0749 |
1.0837 |
1.1035 |
|
| S4 |
1.0599 |
1.0687 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1110 |
1.0960 |
0.0150 |
1.4% |
0.0077 |
0.7% |
77% |
True |
False |
34,810 |
| 10 |
1.1373 |
1.0960 |
0.0413 |
3.7% |
0.0104 |
0.9% |
28% |
False |
False |
30,926 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.7% |
0.0091 |
0.8% |
28% |
False |
False |
26,908 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.4% |
0.0081 |
0.7% |
38% |
False |
False |
14,967 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0075 |
0.7% |
45% |
False |
False |
9,990 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0064 |
0.6% |
45% |
False |
False |
7,496 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0052 |
0.5% |
61% |
False |
False |
5,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1393 |
|
1.618 |
1.1285 |
|
1.000 |
1.1218 |
|
0.618 |
1.1177 |
|
HIGH |
1.1110 |
|
0.618 |
1.1069 |
|
0.500 |
1.1056 |
|
0.382 |
1.1043 |
|
LOW |
1.1002 |
|
0.618 |
1.0935 |
|
1.000 |
1.0894 |
|
1.618 |
1.0827 |
|
2.618 |
1.0719 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1062 |
| PP |
1.1063 |
1.1049 |
| S1 |
1.1056 |
1.1035 |
|