CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1057 |
0.0049 |
0.4% |
1.1090 |
| High |
1.1077 |
1.1062 |
-0.0015 |
-0.1% |
1.1133 |
| Low |
1.0990 |
1.0967 |
-0.0023 |
-0.2% |
1.0967 |
| Close |
1.1058 |
1.0979 |
-0.0079 |
-0.7% |
1.0979 |
| Range |
0.0087 |
0.0095 |
0.0008 |
9.2% |
0.0166 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
30,671 |
25,633 |
-5,038 |
-16.4% |
140,006 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1228 |
1.1031 |
|
| R3 |
1.1193 |
1.1133 |
1.1005 |
|
| R2 |
1.1098 |
1.1098 |
1.0996 |
|
| R1 |
1.1038 |
1.1038 |
1.0988 |
1.1021 |
| PP |
1.1003 |
1.1003 |
1.1003 |
1.0994 |
| S1 |
1.0943 |
1.0943 |
1.0970 |
1.0926 |
| S2 |
1.0908 |
1.0908 |
1.0962 |
|
| S3 |
1.0813 |
1.0848 |
1.0953 |
|
| S4 |
1.0718 |
1.0753 |
1.0927 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1418 |
1.1070 |
|
| R3 |
1.1358 |
1.1252 |
1.1025 |
|
| R2 |
1.1192 |
1.1192 |
1.1009 |
|
| R1 |
1.1086 |
1.1086 |
1.0994 |
1.1056 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1012 |
| S1 |
1.0920 |
1.0920 |
1.0964 |
1.0890 |
| S2 |
1.0860 |
1.0860 |
1.0949 |
|
| S3 |
1.0694 |
1.0754 |
1.0933 |
|
| S4 |
1.0528 |
1.0588 |
1.0888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1133 |
1.0967 |
0.0166 |
1.5% |
0.0083 |
0.8% |
7% |
False |
True |
28,001 |
| 10 |
1.1133 |
1.0960 |
0.0173 |
1.6% |
0.0080 |
0.7% |
11% |
False |
False |
31,405 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0090 |
0.8% |
5% |
False |
False |
26,664 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.4% |
0.0085 |
0.8% |
18% |
False |
False |
18,462 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
5.0% |
0.0076 |
0.7% |
28% |
False |
False |
12,320 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
5.0% |
0.0068 |
0.6% |
28% |
False |
False |
9,245 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0056 |
0.5% |
49% |
False |
False |
7,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1466 |
|
2.618 |
1.1311 |
|
1.618 |
1.1216 |
|
1.000 |
1.1157 |
|
0.618 |
1.1121 |
|
HIGH |
1.1062 |
|
0.618 |
1.1026 |
|
0.500 |
1.1015 |
|
0.382 |
1.1003 |
|
LOW |
1.0967 |
|
0.618 |
1.0908 |
|
1.000 |
1.0872 |
|
1.618 |
1.0813 |
|
2.618 |
1.0718 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.1025 |
| PP |
1.1003 |
1.1009 |
| S1 |
1.0991 |
1.0994 |
|