CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0995 |
0.0028 |
0.3% |
1.1109 |
| High |
1.0999 |
1.0995 |
-0.0004 |
0.0% |
1.1133 |
| Low |
1.0946 |
1.0979 |
0.0033 |
0.3% |
1.0987 |
| Close |
1.0999 |
1.0983 |
-0.0016 |
-0.1% |
1.0987 |
| Range |
0.0053 |
0.0016 |
-0.0037 |
-69.8% |
0.0146 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
23 |
10 |
-13 |
-56.5% |
281 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1024 |
1.0992 |
|
| R3 |
1.1018 |
1.1008 |
1.0987 |
|
| R2 |
1.1002 |
1.1002 |
1.0986 |
|
| R1 |
1.0992 |
1.0992 |
1.0984 |
1.0989 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0984 |
| S1 |
1.0976 |
1.0976 |
1.0982 |
1.0973 |
| S2 |
1.0970 |
1.0970 |
1.0980 |
|
| S3 |
1.0954 |
1.0960 |
1.0979 |
|
| S4 |
1.0938 |
1.0944 |
1.0974 |
|
|
| 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 |
1.1081 |
1.0946 |
0.0135 |
1.2% |
0.0046 |
0.4% |
27% |
False |
False |
35 |
| 10 |
1.1133 |
1.0946 |
0.0187 |
1.7% |
0.0050 |
0.5% |
20% |
False |
False |
39 |
| 20 |
1.1300 |
1.0946 |
0.0354 |
3.2% |
0.0051 |
0.5% |
10% |
False |
False |
31 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0031 |
0.3% |
10% |
False |
False |
17 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0021 |
0.2% |
26% |
False |
False |
11 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0016 |
0.1% |
26% |
False |
False |
9 |
| 100 |
1.1323 |
1.0615 |
0.0708 |
6.4% |
0.0013 |
0.1% |
52% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.1037 |
|
1.618 |
1.1021 |
|
1.000 |
1.1011 |
|
0.618 |
1.1005 |
|
HIGH |
1.0995 |
|
0.618 |
1.0989 |
|
0.500 |
1.0987 |
|
0.382 |
1.0985 |
|
LOW |
1.0979 |
|
0.618 |
1.0969 |
|
1.000 |
1.0963 |
|
1.618 |
1.0953 |
|
2.618 |
1.0937 |
|
4.250 |
1.0911 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0997 |
| PP |
1.0986 |
1.0992 |
| S1 |
1.0984 |
1.0988 |
|