CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1066 |
-0.0035 |
-0.3% |
1.1185 |
| High |
1.1105 |
1.1109 |
0.0004 |
0.0% |
1.1200 |
| Low |
1.1038 |
1.1044 |
0.0006 |
0.1% |
1.1016 |
| Close |
1.1061 |
1.1074 |
0.0013 |
0.1% |
1.1024 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0184 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
23,886 |
29,013 |
5,127 |
21.5% |
166,542 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1271 |
1.1237 |
1.1110 |
|
| R3 |
1.1206 |
1.1172 |
1.1092 |
|
| R2 |
1.1141 |
1.1141 |
1.1086 |
|
| R1 |
1.1107 |
1.1107 |
1.1080 |
1.1124 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1084 |
| S1 |
1.1042 |
1.1042 |
1.1068 |
1.1059 |
| S2 |
1.1011 |
1.1011 |
1.1062 |
|
| S3 |
1.0946 |
1.0977 |
1.1056 |
|
| S4 |
1.0881 |
1.0912 |
1.1038 |
|
|
| 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 |
1.1186 |
1.1014 |
0.0172 |
1.6% |
0.0089 |
0.8% |
35% |
False |
False |
30,938 |
| 10 |
1.1237 |
1.0952 |
0.0285 |
2.6% |
0.0100 |
0.9% |
43% |
False |
False |
35,370 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
48% |
False |
False |
33,270 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
33% |
False |
False |
28,365 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0083 |
0.7% |
45% |
False |
False |
19,239 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0077 |
0.7% |
45% |
False |
False |
14,436 |
| 100 |
1.1373 |
1.0780 |
0.0593 |
5.4% |
0.0066 |
0.6% |
50% |
False |
False |
11,552 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0056 |
0.5% |
61% |
False |
False |
9,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1385 |
|
2.618 |
1.1279 |
|
1.618 |
1.1214 |
|
1.000 |
1.1174 |
|
0.618 |
1.1149 |
|
HIGH |
1.1109 |
|
0.618 |
1.1084 |
|
0.500 |
1.1077 |
|
0.382 |
1.1069 |
|
LOW |
1.1044 |
|
0.618 |
1.1004 |
|
1.000 |
1.0979 |
|
1.618 |
1.0939 |
|
2.618 |
1.0874 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1070 |
| PP |
1.1076 |
1.1066 |
| S1 |
1.1075 |
1.1062 |
|