CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1036 |
1.1109 |
0.0073 |
0.7% |
1.1061 |
| High |
1.1116 |
1.1133 |
0.0017 |
0.2% |
1.1116 |
| Low |
1.1024 |
1.1076 |
0.0052 |
0.5% |
1.0975 |
| Close |
1.1084 |
1.1133 |
0.0049 |
0.4% |
1.1084 |
| Range |
0.0092 |
0.0057 |
-0.0035 |
-38.0% |
0.0141 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
20 |
27 |
7 |
35.0% |
143 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1266 |
1.1164 |
|
| R3 |
1.1228 |
1.1209 |
1.1149 |
|
| R2 |
1.1171 |
1.1171 |
1.1143 |
|
| R1 |
1.1152 |
1.1152 |
1.1138 |
1.1162 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1119 |
| S1 |
1.1095 |
1.1095 |
1.1128 |
1.1105 |
| S2 |
1.1057 |
1.1057 |
1.1123 |
|
| S3 |
1.1000 |
1.1038 |
1.1117 |
|
| S4 |
1.0943 |
1.0981 |
1.1102 |
|
|
| 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 |
1.1133 |
1.0975 |
0.0158 |
1.4% |
0.0059 |
0.5% |
100% |
True |
False |
25 |
| 10 |
1.1287 |
1.0975 |
0.0312 |
2.8% |
0.0059 |
0.5% |
51% |
False |
False |
30 |
| 20 |
1.1323 |
1.0975 |
0.0348 |
3.1% |
0.0047 |
0.4% |
45% |
False |
False |
18 |
| 40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0024 |
0.2% |
54% |
False |
False |
10 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0017 |
0.2% |
59% |
False |
False |
7 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0013 |
0.1% |
59% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1282 |
|
1.618 |
1.1225 |
|
1.000 |
1.1190 |
|
0.618 |
1.1168 |
|
HIGH |
1.1133 |
|
0.618 |
1.1111 |
|
0.500 |
1.1105 |
|
0.382 |
1.1098 |
|
LOW |
1.1076 |
|
0.618 |
1.1041 |
|
1.000 |
1.1019 |
|
1.618 |
1.0984 |
|
2.618 |
1.0927 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1124 |
1.1109 |
| PP |
1.1114 |
1.1084 |
| S1 |
1.1105 |
1.1060 |
|