CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1182 |
0.0065 |
0.6% |
1.0980 |
| High |
1.1196 |
1.1186 |
-0.0010 |
-0.1% |
1.1237 |
| Low |
1.1103 |
1.1056 |
-0.0047 |
-0.4% |
1.0926 |
| Close |
1.1185 |
1.1075 |
-0.0110 |
-1.0% |
1.1177 |
| Range |
0.0093 |
0.0130 |
0.0037 |
39.8% |
0.0311 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.2% |
0.0000 |
| Volume |
38,591 |
34,277 |
-4,314 |
-11.2% |
163,543 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1415 |
1.1147 |
|
| R3 |
1.1366 |
1.1285 |
1.1111 |
|
| R2 |
1.1236 |
1.1236 |
1.1099 |
|
| R1 |
1.1155 |
1.1155 |
1.1087 |
1.1131 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1093 |
| S1 |
1.1025 |
1.1025 |
1.1063 |
1.1001 |
| S2 |
1.0976 |
1.0976 |
1.1051 |
|
| S3 |
1.0846 |
1.0895 |
1.1039 |
|
| S4 |
1.0716 |
1.0765 |
1.1004 |
|
|
| 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 |
1.1056 |
0.0181 |
1.6% |
0.0094 |
0.8% |
10% |
False |
True |
35,446 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0099 |
0.9% |
48% |
False |
False |
35,134 |
| 20 |
1.1257 |
1.0926 |
0.0331 |
3.0% |
0.0093 |
0.8% |
45% |
False |
False |
33,902 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0089 |
0.8% |
33% |
False |
False |
25,764 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0082 |
0.7% |
45% |
False |
False |
17,233 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0074 |
0.7% |
45% |
False |
False |
12,933 |
| 100 |
1.1373 |
1.0715 |
0.0658 |
5.9% |
0.0064 |
0.6% |
55% |
False |
False |
10,348 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0054 |
0.5% |
61% |
False |
False |
8,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1526 |
|
1.618 |
1.1396 |
|
1.000 |
1.1316 |
|
0.618 |
1.1266 |
|
HIGH |
1.1186 |
|
0.618 |
1.1136 |
|
0.500 |
1.1121 |
|
0.382 |
1.1106 |
|
LOW |
1.1056 |
|
0.618 |
1.0976 |
|
1.000 |
1.0926 |
|
1.618 |
1.0846 |
|
2.618 |
1.0716 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1126 |
| PP |
1.1106 |
1.1109 |
| S1 |
1.1090 |
1.1092 |
|