CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1101 |
0.0068 |
0.6% |
1.1185 |
| High |
1.1110 |
1.1105 |
-0.0005 |
0.0% |
1.1200 |
| Low |
1.1014 |
1.1038 |
0.0024 |
0.2% |
1.1016 |
| Close |
1.1105 |
1.1061 |
-0.0044 |
-0.4% |
1.1024 |
| Range |
0.0096 |
0.0067 |
-0.0029 |
-30.2% |
0.0184 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
32,470 |
23,886 |
-8,584 |
-26.4% |
166,542 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1232 |
1.1098 |
|
| R3 |
1.1202 |
1.1165 |
1.1079 |
|
| R2 |
1.1135 |
1.1135 |
1.1073 |
|
| R1 |
1.1098 |
1.1098 |
1.1067 |
1.1083 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1061 |
| S1 |
1.1031 |
1.1031 |
1.1055 |
1.1016 |
| S2 |
1.1001 |
1.1001 |
1.1049 |
|
| S3 |
1.0934 |
1.0964 |
1.1043 |
|
| S4 |
1.0867 |
1.0897 |
1.1024 |
|
|
| 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 |
1.1196 |
1.1014 |
0.0182 |
1.6% |
0.0095 |
0.9% |
26% |
False |
False |
32,853 |
| 10 |
1.1237 |
1.0952 |
0.0285 |
2.6% |
0.0097 |
0.9% |
38% |
False |
False |
34,543 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0090 |
0.8% |
43% |
False |
False |
33,215 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0089 |
0.8% |
30% |
False |
False |
27,902 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0084 |
0.8% |
43% |
False |
False |
18,755 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0077 |
0.7% |
43% |
False |
False |
14,074 |
| 100 |
1.1373 |
1.0768 |
0.0605 |
5.5% |
0.0066 |
0.6% |
48% |
False |
False |
11,261 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0056 |
0.5% |
60% |
False |
False |
9,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1280 |
|
1.618 |
1.1213 |
|
1.000 |
1.1172 |
|
0.618 |
1.1146 |
|
HIGH |
1.1105 |
|
0.618 |
1.1079 |
|
0.500 |
1.1072 |
|
0.382 |
1.1064 |
|
LOW |
1.1038 |
|
0.618 |
1.0997 |
|
1.000 |
1.0971 |
|
1.618 |
1.0930 |
|
2.618 |
1.0863 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1062 |
| PP |
1.1068 |
1.1062 |
| S1 |
1.1065 |
1.1061 |
|