CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1066 |
1.1070 |
0.0004 |
0.0% |
1.1185 |
| High |
1.1109 |
1.1155 |
0.0046 |
0.4% |
1.1200 |
| Low |
1.1044 |
1.1035 |
-0.0009 |
-0.1% |
1.1016 |
| Close |
1.1074 |
1.1105 |
0.0031 |
0.3% |
1.1024 |
| Range |
0.0065 |
0.0120 |
0.0055 |
84.6% |
0.0184 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
29,013 |
35,071 |
6,058 |
20.9% |
166,542 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1402 |
1.1171 |
|
| R3 |
1.1338 |
1.1282 |
1.1138 |
|
| R2 |
1.1218 |
1.1218 |
1.1127 |
|
| R1 |
1.1162 |
1.1162 |
1.1116 |
1.1190 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1113 |
| S1 |
1.1042 |
1.1042 |
1.1094 |
1.1070 |
| S2 |
1.0978 |
1.0978 |
1.1083 |
|
| S3 |
1.0858 |
1.0922 |
1.1072 |
|
| S4 |
1.0738 |
1.0802 |
1.1039 |
|
|
| 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 |
1.1155 |
1.1014 |
0.0141 |
1.3% |
0.0087 |
0.8% |
65% |
True |
False |
31,097 |
| 10 |
1.1237 |
1.1014 |
0.0223 |
2.0% |
0.0091 |
0.8% |
41% |
False |
False |
33,271 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0092 |
0.8% |
58% |
False |
False |
33,273 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0090 |
0.8% |
40% |
False |
False |
29,088 |
| 60 |
1.1373 |
1.0850 |
0.0523 |
4.7% |
0.0083 |
0.7% |
49% |
False |
False |
19,822 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0078 |
0.7% |
51% |
False |
False |
14,875 |
| 100 |
1.1373 |
1.0797 |
0.0576 |
5.2% |
0.0068 |
0.6% |
53% |
False |
False |
11,902 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0057 |
0.5% |
65% |
False |
False |
9,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1665 |
|
2.618 |
1.1469 |
|
1.618 |
1.1349 |
|
1.000 |
1.1275 |
|
0.618 |
1.1229 |
|
HIGH |
1.1155 |
|
0.618 |
1.1109 |
|
0.500 |
1.1095 |
|
0.382 |
1.1081 |
|
LOW |
1.1035 |
|
0.618 |
1.0961 |
|
1.000 |
1.0915 |
|
1.618 |
1.0841 |
|
2.618 |
1.0721 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1102 |
1.1102 |
| PP |
1.1098 |
1.1098 |
| S1 |
1.1095 |
1.1095 |
|