CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0975 |
1.1147 |
0.0172 |
1.6% |
1.0980 |
| High |
1.1161 |
1.1237 |
0.0076 |
0.7% |
1.1237 |
| Low |
1.0952 |
1.1126 |
0.0174 |
1.6% |
1.0926 |
| Close |
1.1148 |
1.1177 |
0.0029 |
0.3% |
1.1177 |
| Range |
0.0209 |
0.0111 |
-0.0098 |
-46.9% |
0.0311 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
| Volume |
56,055 |
45,735 |
-10,320 |
-18.4% |
163,543 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1456 |
1.1238 |
|
| R3 |
1.1402 |
1.1345 |
1.1208 |
|
| R2 |
1.1291 |
1.1291 |
1.1197 |
|
| R1 |
1.1234 |
1.1234 |
1.1187 |
1.1263 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1194 |
| S1 |
1.1123 |
1.1123 |
1.1167 |
1.1152 |
| S2 |
1.1069 |
1.1069 |
1.1157 |
|
| S3 |
1.0958 |
1.1012 |
1.1146 |
|
| S4 |
1.0847 |
1.0901 |
1.1116 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1923 |
1.1348 |
|
| R3 |
1.1735 |
1.1612 |
1.1263 |
|
| R2 |
1.1424 |
1.1424 |
1.1234 |
|
| R1 |
1.1301 |
1.1301 |
1.1206 |
1.1363 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1144 |
| S1 |
1.0990 |
1.0990 |
1.1148 |
1.1052 |
| S2 |
1.0802 |
1.0802 |
1.1120 |
|
| S3 |
1.0491 |
1.0679 |
1.1091 |
|
| S4 |
1.0180 |
1.0368 |
1.1006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0109 |
1.0% |
81% |
True |
False |
37,835 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0097 |
0.9% |
81% |
True |
False |
34,162 |
| 20 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0096 |
0.9% |
56% |
False |
False |
30,843 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
56% |
False |
False |
22,543 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0080 |
0.7% |
64% |
False |
False |
15,043 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0073 |
0.6% |
64% |
False |
False |
11,289 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0060 |
0.5% |
75% |
False |
False |
9,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1528 |
|
1.618 |
1.1417 |
|
1.000 |
1.1348 |
|
0.618 |
1.1306 |
|
HIGH |
1.1237 |
|
0.618 |
1.1195 |
|
0.500 |
1.1182 |
|
0.382 |
1.1168 |
|
LOW |
1.1126 |
|
0.618 |
1.1057 |
|
1.000 |
1.1015 |
|
1.618 |
1.0946 |
|
2.618 |
1.0835 |
|
4.250 |
1.0654 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1182 |
1.1150 |
| PP |
1.1180 |
1.1122 |
| S1 |
1.1179 |
1.1095 |
|