CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1082 |
-0.0042 |
-0.4% |
1.1056 |
| High |
1.1133 |
1.1082 |
-0.0051 |
-0.5% |
1.1110 |
| Low |
1.1076 |
1.0984 |
-0.0092 |
-0.8% |
1.0960 |
| Close |
1.1082 |
1.1008 |
-0.0074 |
-0.7% |
1.1076 |
| Range |
0.0057 |
0.0098 |
0.0041 |
71.9% |
0.0150 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
26,976 |
30,015 |
3,039 |
11.3% |
174,053 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1261 |
1.1062 |
|
| R3 |
1.1221 |
1.1163 |
1.1035 |
|
| R2 |
1.1123 |
1.1123 |
1.1026 |
|
| R1 |
1.1065 |
1.1065 |
1.1017 |
1.1045 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1015 |
| S1 |
1.0967 |
1.0967 |
1.0999 |
1.0947 |
| S2 |
1.0927 |
1.0927 |
1.0990 |
|
| S3 |
1.0829 |
1.0869 |
1.0981 |
|
| S4 |
1.0731 |
1.0771 |
1.0954 |
|
|
| 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 |
1.0964 |
0.0169 |
1.5% |
0.0083 |
0.8% |
26% |
False |
False |
31,729 |
| 10 |
1.1257 |
1.0960 |
0.0297 |
2.7% |
0.0088 |
0.8% |
16% |
False |
False |
32,671 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0092 |
0.8% |
12% |
False |
False |
27,097 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.4% |
0.0082 |
0.7% |
24% |
False |
False |
17,058 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0075 |
0.7% |
33% |
False |
False |
11,383 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0066 |
0.6% |
33% |
False |
False |
8,542 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0054 |
0.5% |
53% |
False |
False |
6,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1499 |
|
2.618 |
1.1339 |
|
1.618 |
1.1241 |
|
1.000 |
1.1180 |
|
0.618 |
1.1143 |
|
HIGH |
1.1082 |
|
0.618 |
1.1045 |
|
0.500 |
1.1033 |
|
0.382 |
1.1021 |
|
LOW |
1.0984 |
|
0.618 |
1.0923 |
|
1.000 |
1.0886 |
|
1.618 |
1.0825 |
|
2.618 |
1.0727 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1033 |
1.1059 |
| PP |
1.1025 |
1.1042 |
| S1 |
1.1016 |
1.1025 |
|