CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1047 |
0.0025 |
0.2% |
1.1109 |
| High |
1.1081 |
1.1047 |
-0.0034 |
-0.3% |
1.1133 |
| Low |
1.1022 |
1.0987 |
-0.0035 |
-0.3% |
1.0987 |
| Close |
1.1066 |
1.0987 |
-0.0079 |
-0.7% |
1.0987 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0146 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.3% |
0.0000 |
| Volume |
21 |
67 |
46 |
219.0% |
281 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1147 |
1.1020 |
|
| R3 |
1.1127 |
1.1087 |
1.1004 |
|
| R2 |
1.1067 |
1.1067 |
1.0998 |
|
| R1 |
1.1027 |
1.1027 |
1.0993 |
1.1017 |
| PP |
1.1007 |
1.1007 |
1.1007 |
1.1002 |
| S1 |
1.0967 |
1.0967 |
1.0982 |
1.0957 |
| S2 |
1.0947 |
1.0947 |
1.0976 |
|
| S3 |
1.0887 |
1.0907 |
1.0971 |
|
| S4 |
1.0827 |
1.0847 |
1.0954 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1376 |
1.1067 |
|
| R3 |
1.1328 |
1.1230 |
1.1027 |
|
| R2 |
1.1182 |
1.1182 |
1.1014 |
|
| R1 |
1.1084 |
1.1084 |
1.1000 |
1.1060 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1024 |
| S1 |
1.0938 |
1.0938 |
1.0974 |
1.0914 |
| S2 |
1.0890 |
1.0890 |
1.0960 |
|
| S3 |
1.0744 |
1.0792 |
1.0947 |
|
| S4 |
1.0598 |
1.0646 |
1.0907 |
|
|
| 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% |
0.0049 |
0.4% |
0% |
False |
True |
56 |
| 10 |
1.1133 |
1.0975 |
0.0158 |
1.4% |
0.0054 |
0.5% |
8% |
False |
False |
42 |
| 20 |
1.1300 |
1.0975 |
0.0325 |
3.0% |
0.0053 |
0.5% |
4% |
False |
False |
31 |
| 40 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0029 |
0.3% |
18% |
False |
False |
16 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0020 |
0.2% |
27% |
False |
False |
11 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0015 |
0.1% |
27% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1204 |
|
1.618 |
1.1144 |
|
1.000 |
1.1107 |
|
0.618 |
1.1084 |
|
HIGH |
1.1047 |
|
0.618 |
1.1024 |
|
0.500 |
1.1017 |
|
0.382 |
1.1010 |
|
LOW |
1.0987 |
|
0.618 |
1.0950 |
|
1.000 |
1.0927 |
|
1.618 |
1.0890 |
|
2.618 |
1.0830 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1017 |
1.1034 |
| PP |
1.1007 |
1.1018 |
| S1 |
1.0997 |
1.1003 |
|