CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.0959 |
-0.0036 |
-0.3% |
1.1109 |
| High |
1.0995 |
1.1156 |
0.0161 |
1.5% |
1.1133 |
| Low |
1.0979 |
1.0958 |
-0.0021 |
-0.2% |
1.0987 |
| Close |
1.0983 |
1.1156 |
0.0173 |
1.6% |
1.0987 |
| Range |
0.0016 |
0.0198 |
0.0182 |
1,137.5% |
0.0146 |
| ATR |
0.0058 |
0.0068 |
0.0010 |
17.3% |
0.0000 |
| Volume |
10 |
13 |
3 |
30.0% |
281 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1618 |
1.1265 |
|
| R3 |
1.1486 |
1.1420 |
1.1210 |
|
| R2 |
1.1288 |
1.1288 |
1.1192 |
|
| R1 |
1.1222 |
1.1222 |
1.1174 |
1.1255 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1107 |
| S1 |
1.1024 |
1.1024 |
1.1138 |
1.1057 |
| S2 |
1.0892 |
1.0892 |
1.1120 |
|
| S3 |
1.0694 |
1.0826 |
1.1102 |
|
| S4 |
1.0496 |
1.0628 |
1.1047 |
|
|
| 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 |
1.1156 |
1.0946 |
0.0210 |
1.9% |
0.0077 |
0.7% |
100% |
True |
False |
26 |
| 10 |
1.1156 |
1.0946 |
0.0210 |
1.9% |
0.0065 |
0.6% |
100% |
True |
False |
39 |
| 20 |
1.1300 |
1.0946 |
0.0354 |
3.2% |
0.0059 |
0.5% |
59% |
False |
False |
30 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0035 |
0.3% |
56% |
False |
False |
17 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0025 |
0.2% |
64% |
False |
False |
11 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0018 |
0.2% |
64% |
False |
False |
9 |
| 100 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0015 |
0.1% |
76% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1998 |
|
2.618 |
1.1674 |
|
1.618 |
1.1476 |
|
1.000 |
1.1354 |
|
0.618 |
1.1278 |
|
HIGH |
1.1156 |
|
0.618 |
1.1080 |
|
0.500 |
1.1057 |
|
0.382 |
1.1034 |
|
LOW |
1.0958 |
|
0.618 |
1.0836 |
|
1.000 |
1.0760 |
|
1.618 |
1.0638 |
|
2.618 |
1.0440 |
|
4.250 |
1.0117 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1121 |
| PP |
1.1090 |
1.1086 |
| S1 |
1.1057 |
1.1051 |
|