CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1047 |
1.0967 |
-0.0080 |
-0.7% |
1.1109 |
| High |
1.1047 |
1.0999 |
-0.0048 |
-0.4% |
1.1133 |
| Low |
1.0987 |
1.0946 |
-0.0041 |
-0.4% |
1.0987 |
| Close |
1.0987 |
1.0999 |
0.0012 |
0.1% |
1.0987 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0146 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
67 |
23 |
-44 |
-65.7% |
281 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1123 |
1.1028 |
|
| R3 |
1.1087 |
1.1070 |
1.1014 |
|
| R2 |
1.1034 |
1.1034 |
1.1009 |
|
| R1 |
1.1017 |
1.1017 |
1.1004 |
1.1026 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0986 |
| S1 |
1.0964 |
1.0964 |
1.0994 |
1.0973 |
| S2 |
1.0928 |
1.0928 |
1.0989 |
|
| S3 |
1.0875 |
1.0911 |
1.0984 |
|
| S4 |
1.0822 |
1.0858 |
1.0970 |
|
|
| 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 |
1.1118 |
1.0946 |
0.0172 |
1.6% |
0.0048 |
0.4% |
31% |
False |
True |
55 |
| 10 |
1.1133 |
1.0946 |
0.0187 |
1.7% |
0.0053 |
0.5% |
28% |
False |
True |
40 |
| 20 |
1.1300 |
1.0946 |
0.0354 |
3.2% |
0.0053 |
0.5% |
15% |
False |
True |
31 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0030 |
0.3% |
14% |
False |
True |
16 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0021 |
0.2% |
30% |
False |
False |
11 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0016 |
0.1% |
30% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1224 |
|
2.618 |
1.1138 |
|
1.618 |
1.1085 |
|
1.000 |
1.1052 |
|
0.618 |
1.1032 |
|
HIGH |
1.0999 |
|
0.618 |
1.0979 |
|
0.500 |
1.0973 |
|
0.382 |
1.0966 |
|
LOW |
1.0946 |
|
0.618 |
1.0913 |
|
1.000 |
1.0893 |
|
1.618 |
1.0860 |
|
2.618 |
1.0807 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.1014 |
| PP |
1.0981 |
1.1009 |
| S1 |
1.0973 |
1.1004 |
|