CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1124 |
0.0034 |
0.3% |
1.1056 |
| High |
1.1133 |
1.1133 |
0.0000 |
0.0% |
1.1110 |
| Low |
1.1057 |
1.1076 |
0.0019 |
0.2% |
1.0960 |
| Close |
1.1125 |
1.1082 |
-0.0043 |
-0.4% |
1.1076 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0150 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
26,711 |
26,976 |
265 |
1.0% |
174,053 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1232 |
1.1113 |
|
| R3 |
1.1211 |
1.1175 |
1.1098 |
|
| R2 |
1.1154 |
1.1154 |
1.1092 |
|
| R1 |
1.1118 |
1.1118 |
1.1087 |
1.1108 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1092 |
| S1 |
1.1061 |
1.1061 |
1.1077 |
1.1051 |
| S2 |
1.1040 |
1.1040 |
1.1072 |
|
| S3 |
1.0983 |
1.1004 |
1.1066 |
|
| S4 |
1.0926 |
1.0947 |
1.1051 |
|
|
| 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 |
1.1133 |
1.0960 |
0.0173 |
1.6% |
0.0076 |
0.7% |
71% |
True |
False |
32,727 |
| 10 |
1.1285 |
1.0960 |
0.0325 |
2.9% |
0.0087 |
0.8% |
38% |
False |
False |
31,386 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.7% |
0.0091 |
0.8% |
30% |
False |
False |
26,745 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0082 |
0.7% |
40% |
False |
False |
16,309 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0074 |
0.7% |
47% |
False |
False |
10,884 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0064 |
0.6% |
47% |
False |
False |
8,167 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0053 |
0.5% |
62% |
False |
False |
6,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1282 |
|
1.618 |
1.1225 |
|
1.000 |
1.1190 |
|
0.618 |
1.1168 |
|
HIGH |
1.1133 |
|
0.618 |
1.1111 |
|
0.500 |
1.1105 |
|
0.382 |
1.1098 |
|
LOW |
1.1076 |
|
0.618 |
1.1041 |
|
1.000 |
1.1019 |
|
1.618 |
1.0984 |
|
2.618 |
1.0927 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1077 |
| PP |
1.1097 |
1.1072 |
| S1 |
1.1090 |
1.1068 |
|