CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1031 |
1.1036 |
0.0005 |
0.0% |
1.1061 |
| High |
1.1031 |
1.1116 |
0.0085 |
0.8% |
1.1116 |
| Low |
1.0987 |
1.1024 |
0.0037 |
0.3% |
1.0975 |
| Close |
1.1021 |
1.1084 |
0.0063 |
0.6% |
1.1084 |
| Range |
0.0044 |
0.0092 |
0.0048 |
109.1% |
0.0141 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.7% |
0.0000 |
| Volume |
50 |
20 |
-30 |
-60.0% |
143 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1309 |
1.1135 |
|
| R3 |
1.1259 |
1.1217 |
1.1109 |
|
| R2 |
1.1167 |
1.1167 |
1.1101 |
|
| R1 |
1.1125 |
1.1125 |
1.1092 |
1.1146 |
| PP |
1.1075 |
1.1075 |
1.1075 |
1.1085 |
| S1 |
1.1033 |
1.1033 |
1.1076 |
1.1054 |
| S2 |
1.0983 |
1.0983 |
1.1067 |
|
| S3 |
1.0891 |
1.0941 |
1.1059 |
|
| S4 |
1.0799 |
1.0849 |
1.1033 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1424 |
1.1162 |
|
| R3 |
1.1340 |
1.1283 |
1.1123 |
|
| R2 |
1.1199 |
1.1199 |
1.1110 |
|
| R1 |
1.1142 |
1.1142 |
1.1097 |
1.1171 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1073 |
| S1 |
1.1001 |
1.1001 |
1.1071 |
1.1030 |
| S2 |
1.0917 |
1.0917 |
1.1058 |
|
| S3 |
1.0776 |
1.0860 |
1.1045 |
|
| S4 |
1.0635 |
1.0719 |
1.1006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1116 |
1.0975 |
0.0141 |
1.3% |
0.0059 |
0.5% |
77% |
True |
False |
28 |
| 10 |
1.1300 |
1.0975 |
0.0325 |
2.9% |
0.0065 |
0.6% |
34% |
False |
False |
27 |
| 20 |
1.1323 |
1.0975 |
0.0348 |
3.1% |
0.0044 |
0.4% |
31% |
False |
False |
17 |
| 40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0023 |
0.2% |
42% |
False |
False |
9 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0016 |
0.1% |
48% |
False |
False |
6 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0012 |
0.1% |
48% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1507 |
|
2.618 |
1.1357 |
|
1.618 |
1.1265 |
|
1.000 |
1.1208 |
|
0.618 |
1.1173 |
|
HIGH |
1.1116 |
|
0.618 |
1.1081 |
|
0.500 |
1.1070 |
|
0.382 |
1.1059 |
|
LOW |
1.1024 |
|
0.618 |
1.0967 |
|
1.000 |
1.0932 |
|
1.618 |
1.0875 |
|
2.618 |
1.0783 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1071 |
| PP |
1.1075 |
1.1058 |
| S1 |
1.1070 |
1.1046 |
|