CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1008 |
-0.0074 |
-0.7% |
1.1056 |
| High |
1.1082 |
1.1077 |
-0.0005 |
0.0% |
1.1110 |
| Low |
1.0984 |
1.0990 |
0.0006 |
0.1% |
1.0960 |
| Close |
1.1008 |
1.1058 |
0.0050 |
0.5% |
1.1076 |
| Range |
0.0098 |
0.0087 |
-0.0011 |
-11.2% |
0.0150 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
30,015 |
30,671 |
656 |
2.2% |
174,053 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1267 |
1.1106 |
|
| R3 |
1.1216 |
1.1180 |
1.1082 |
|
| R2 |
1.1129 |
1.1129 |
1.1074 |
|
| R1 |
1.1093 |
1.1093 |
1.1066 |
1.1111 |
| PP |
1.1042 |
1.1042 |
1.1042 |
1.1051 |
| S1 |
1.1006 |
1.1006 |
1.1050 |
1.1024 |
| S2 |
1.0955 |
1.0955 |
1.1042 |
|
| S3 |
1.0868 |
1.0919 |
1.1034 |
|
| S4 |
1.0781 |
1.0832 |
1.1010 |
|
|
| 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 |
1.0984 |
0.0149 |
1.3% |
0.0085 |
0.8% |
50% |
False |
False |
30,489 |
| 10 |
1.1133 |
1.0960 |
0.0173 |
1.6% |
0.0079 |
0.7% |
57% |
False |
False |
31,584 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.7% |
0.0093 |
0.8% |
24% |
False |
False |
27,488 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.4% |
0.0083 |
0.8% |
35% |
False |
False |
17,823 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0076 |
0.7% |
42% |
False |
False |
11,893 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0067 |
0.6% |
42% |
False |
False |
8,925 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0055 |
0.5% |
59% |
False |
False |
7,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1305 |
|
1.618 |
1.1218 |
|
1.000 |
1.1164 |
|
0.618 |
1.1131 |
|
HIGH |
1.1077 |
|
0.618 |
1.1044 |
|
0.500 |
1.1034 |
|
0.382 |
1.1023 |
|
LOW |
1.0990 |
|
0.618 |
1.0936 |
|
1.000 |
1.0903 |
|
1.618 |
1.0849 |
|
2.618 |
1.0762 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1059 |
| PP |
1.1042 |
1.1058 |
| S1 |
1.1034 |
1.1058 |
|