CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1056 |
-0.0062 |
-0.6% |
1.1061 |
| High |
1.1118 |
1.1056 |
-0.0062 |
-0.6% |
1.1116 |
| Low |
1.1090 |
1.1016 |
-0.0074 |
-0.7% |
1.0975 |
| Close |
1.1090 |
1.1016 |
-0.0074 |
-0.7% |
1.1084 |
| Range |
0.0028 |
0.0040 |
0.0012 |
42.9% |
0.0141 |
| ATR |
0.0058 |
0.0060 |
0.0001 |
1.9% |
0.0000 |
| Volume |
108 |
58 |
-50 |
-46.3% |
143 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1123 |
1.1038 |
|
| R3 |
1.1109 |
1.1083 |
1.1027 |
|
| R2 |
1.1069 |
1.1069 |
1.1023 |
|
| R1 |
1.1043 |
1.1043 |
1.1020 |
1.1036 |
| PP |
1.1029 |
1.1029 |
1.1029 |
1.1026 |
| S1 |
1.1003 |
1.1003 |
1.1012 |
1.0996 |
| S2 |
1.0989 |
1.0989 |
1.1009 |
|
| S3 |
1.0949 |
1.0963 |
1.1005 |
|
| S4 |
1.0909 |
1.0923 |
1.0994 |
|
|
| 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 |
1.0987 |
0.0146 |
1.3% |
0.0052 |
0.5% |
20% |
False |
False |
52 |
| 10 |
1.1166 |
1.0975 |
0.0191 |
1.7% |
0.0056 |
0.5% |
21% |
False |
False |
45 |
| 20 |
1.1323 |
1.0975 |
0.0348 |
3.2% |
0.0050 |
0.5% |
12% |
False |
False |
27 |
| 40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0026 |
0.2% |
25% |
False |
False |
14 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0018 |
0.2% |
33% |
False |
False |
9 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0014 |
0.1% |
33% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1226 |
|
2.618 |
1.1161 |
|
1.618 |
1.1121 |
|
1.000 |
1.1096 |
|
0.618 |
1.1081 |
|
HIGH |
1.1056 |
|
0.618 |
1.1041 |
|
0.500 |
1.1036 |
|
0.382 |
1.1031 |
|
LOW |
1.1016 |
|
0.618 |
1.0991 |
|
1.000 |
1.0976 |
|
1.618 |
1.0951 |
|
2.618 |
1.0911 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1075 |
| PP |
1.1029 |
1.1055 |
| S1 |
1.1023 |
1.1036 |
|