CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.1109 |
1.1118 |
0.0009 |
0.1% |
1.1061 |
High |
1.1133 |
1.1118 |
-0.0015 |
-0.1% |
1.1116 |
Low |
1.1076 |
1.1090 |
0.0014 |
0.1% |
1.0975 |
Close |
1.1133 |
1.1090 |
-0.0043 |
-0.4% |
1.1084 |
Range |
0.0057 |
0.0028 |
-0.0029 |
-50.9% |
0.0141 |
ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
27 |
108 |
81 |
300.0% |
143 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1183 |
1.1165 |
1.1105 |
|
R3 |
1.1155 |
1.1137 |
1.1098 |
|
R2 |
1.1127 |
1.1127 |
1.1095 |
|
R1 |
1.1109 |
1.1109 |
1.1093 |
1.1104 |
PP |
1.1099 |
1.1099 |
1.1099 |
1.1097 |
S1 |
1.1081 |
1.1081 |
1.1087 |
1.1076 |
S2 |
1.1071 |
1.1071 |
1.1085 |
|
S3 |
1.1043 |
1.1053 |
1.1082 |
|
S4 |
1.1015 |
1.1025 |
1.1075 |
|
|
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% |
0.0054 |
0.5% |
73% |
False |
False |
43 |
10 |
1.1277 |
1.0975 |
0.0302 |
2.7% |
0.0057 |
0.5% |
38% |
False |
False |
40 |
20 |
1.1323 |
1.0975 |
0.0348 |
3.1% |
0.0048 |
0.4% |
33% |
False |
False |
24 |
40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0025 |
0.2% |
43% |
False |
False |
12 |
60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0018 |
0.2% |
49% |
False |
False |
8 |
80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0013 |
0.1% |
49% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1237 |
2.618 |
1.1191 |
1.618 |
1.1163 |
1.000 |
1.1146 |
0.618 |
1.1135 |
HIGH |
1.1118 |
0.618 |
1.1107 |
0.500 |
1.1104 |
0.382 |
1.1101 |
LOW |
1.1090 |
0.618 |
1.1073 |
1.000 |
1.1062 |
1.618 |
1.1045 |
2.618 |
1.1017 |
4.250 |
1.0971 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1104 |
1.1086 |
PP |
1.1099 |
1.1082 |
S1 |
1.1095 |
1.1079 |
|