CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.0989 |
0.0009 |
0.1% |
1.1090 |
| High |
1.1012 |
1.1008 |
-0.0004 |
0.0% |
1.1133 |
| Low |
1.0926 |
1.0966 |
0.0040 |
0.4% |
1.0967 |
| Close |
1.0991 |
1.0975 |
-0.0016 |
-0.1% |
1.0979 |
| Range |
0.0086 |
0.0042 |
-0.0044 |
-51.2% |
0.0166 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
41,002 |
20,751 |
-20,251 |
-49.4% |
140,006 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1084 |
1.0998 |
|
| R3 |
1.1067 |
1.1042 |
1.0987 |
|
| R2 |
1.1025 |
1.1025 |
1.0983 |
|
| R1 |
1.1000 |
1.1000 |
1.0979 |
1.0992 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0979 |
| S1 |
1.0958 |
1.0958 |
1.0971 |
1.0950 |
| S2 |
1.0941 |
1.0941 |
1.0967 |
|
| S3 |
1.0899 |
1.0916 |
1.0963 |
|
| S4 |
1.0857 |
1.0874 |
1.0952 |
|
|
| 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 |
1.1082 |
1.0926 |
0.0156 |
1.4% |
0.0082 |
0.7% |
31% |
False |
False |
29,614 |
| 10 |
1.1133 |
1.0926 |
0.0207 |
1.9% |
0.0079 |
0.7% |
24% |
False |
False |
31,170 |
| 20 |
1.1373 |
1.0926 |
0.0447 |
4.1% |
0.0085 |
0.8% |
11% |
False |
False |
26,942 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.1% |
0.0084 |
0.8% |
11% |
False |
False |
20,004 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
5.0% |
0.0077 |
0.7% |
27% |
False |
False |
13,347 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
5.0% |
0.0069 |
0.6% |
27% |
False |
False |
10,017 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0057 |
0.5% |
48% |
False |
False |
8,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.1118 |
|
1.618 |
1.1076 |
|
1.000 |
1.1050 |
|
0.618 |
1.1034 |
|
HIGH |
1.1008 |
|
0.618 |
1.0992 |
|
0.500 |
1.0987 |
|
0.382 |
1.0982 |
|
LOW |
1.0966 |
|
0.618 |
1.0940 |
|
1.000 |
1.0924 |
|
1.618 |
1.0898 |
|
2.618 |
1.0856 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0994 |
| PP |
1.0983 |
1.0988 |
| S1 |
1.0979 |
1.0981 |
|