CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.0980 |
-0.0077 |
-0.7% |
1.1090 |
| High |
1.1062 |
1.1012 |
-0.0050 |
-0.5% |
1.1133 |
| Low |
1.0967 |
1.0926 |
-0.0041 |
-0.4% |
1.0967 |
| Close |
1.0979 |
1.0991 |
0.0012 |
0.1% |
1.0979 |
| Range |
0.0095 |
0.0086 |
-0.0009 |
-9.5% |
0.0166 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
25,633 |
41,002 |
15,369 |
60.0% |
140,006 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1199 |
1.1038 |
|
| R3 |
1.1148 |
1.1113 |
1.1015 |
|
| R2 |
1.1062 |
1.1062 |
1.1007 |
|
| R1 |
1.1027 |
1.1027 |
1.0999 |
1.1045 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0985 |
| S1 |
1.0941 |
1.0941 |
1.0983 |
1.0959 |
| S2 |
1.0890 |
1.0890 |
1.0975 |
|
| S3 |
1.0804 |
1.0855 |
1.0967 |
|
| S4 |
1.0718 |
1.0769 |
1.0944 |
|
|
| 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 |
1.0926 |
0.0207 |
1.9% |
0.0085 |
0.8% |
31% |
False |
True |
30,859 |
| 10 |
1.1133 |
1.0926 |
0.0207 |
1.9% |
0.0082 |
0.7% |
31% |
False |
True |
31,886 |
| 20 |
1.1373 |
1.0926 |
0.0447 |
4.1% |
0.0087 |
0.8% |
15% |
False |
True |
27,105 |
| 40 |
1.1373 |
1.0895 |
0.0478 |
4.3% |
0.0084 |
0.8% |
20% |
False |
False |
19,487 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0077 |
0.7% |
30% |
False |
False |
13,002 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0069 |
0.6% |
30% |
False |
False |
9,758 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0057 |
0.5% |
50% |
False |
False |
7,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1378 |
|
2.618 |
1.1237 |
|
1.618 |
1.1151 |
|
1.000 |
1.1098 |
|
0.618 |
1.1065 |
|
HIGH |
1.1012 |
|
0.618 |
1.0979 |
|
0.500 |
1.0969 |
|
0.382 |
1.0959 |
|
LOW |
1.0926 |
|
0.618 |
1.0873 |
|
1.000 |
1.0840 |
|
1.618 |
1.0787 |
|
2.618 |
1.0701 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.1002 |
| PP |
1.0976 |
1.0998 |
| S1 |
1.0969 |
1.0995 |
|