CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1182 |
1.1083 |
-0.0099 |
-0.9% |
1.1185 |
| High |
1.1186 |
1.1105 |
-0.0081 |
-0.7% |
1.1200 |
| Low |
1.1056 |
1.1016 |
-0.0040 |
-0.4% |
1.1016 |
| Close |
1.1075 |
1.1024 |
-0.0051 |
-0.5% |
1.1024 |
| Range |
0.0130 |
0.0089 |
-0.0041 |
-31.5% |
0.0184 |
| ATR |
0.0093 |
0.0092 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
34,277 |
35,045 |
768 |
2.2% |
166,542 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1259 |
1.1073 |
|
| R3 |
1.1226 |
1.1170 |
1.1048 |
|
| R2 |
1.1137 |
1.1137 |
1.1040 |
|
| R1 |
1.1081 |
1.1081 |
1.1032 |
1.1065 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1040 |
| S1 |
1.0992 |
1.0992 |
1.1016 |
1.0976 |
| S2 |
1.0959 |
1.0959 |
1.1008 |
|
| S3 |
1.0870 |
1.0903 |
1.1000 |
|
| S4 |
1.0781 |
1.0814 |
1.0975 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1512 |
1.1125 |
|
| R3 |
1.1448 |
1.1328 |
1.1075 |
|
| R2 |
1.1264 |
1.1264 |
1.1058 |
|
| R1 |
1.1144 |
1.1144 |
1.1041 |
1.1112 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1064 |
| S1 |
1.0960 |
1.0960 |
1.1007 |
1.0928 |
| S2 |
1.0896 |
1.0896 |
1.0990 |
|
| S3 |
1.0712 |
1.0776 |
1.0973 |
|
| S4 |
1.0528 |
1.0592 |
1.0923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.1016 |
0.0184 |
1.7% |
0.0089 |
0.8% |
4% |
False |
True |
33,308 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0099 |
0.9% |
32% |
False |
False |
35,571 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
32% |
False |
False |
33,578 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.1% |
0.0089 |
0.8% |
22% |
False |
False |
26,626 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0082 |
0.7% |
36% |
False |
False |
17,816 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0075 |
0.7% |
36% |
False |
False |
13,370 |
| 100 |
1.1373 |
1.0715 |
0.0658 |
6.0% |
0.0064 |
0.6% |
47% |
False |
False |
10,698 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0054 |
0.5% |
55% |
False |
False |
8,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1483 |
|
2.618 |
1.1338 |
|
1.618 |
1.1249 |
|
1.000 |
1.1194 |
|
0.618 |
1.1160 |
|
HIGH |
1.1105 |
|
0.618 |
1.1071 |
|
0.500 |
1.1061 |
|
0.382 |
1.1050 |
|
LOW |
1.1016 |
|
0.618 |
1.0961 |
|
1.000 |
1.0927 |
|
1.618 |
1.0872 |
|
2.618 |
1.0783 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1106 |
| PP |
1.1048 |
1.1079 |
| S1 |
1.1036 |
1.1051 |
|