CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1160 |
0.0010 |
0.1% |
1.0967 |
| High |
1.1237 |
1.1160 |
-0.0077 |
-0.7% |
1.1237 |
| Low |
1.1130 |
1.1147 |
0.0017 |
0.2% |
1.0946 |
| Close |
1.1187 |
1.1159 |
-0.0028 |
-0.3% |
1.1187 |
| Range |
0.0107 |
0.0013 |
-0.0094 |
-87.9% |
0.0291 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
24 |
113 |
89 |
370.8% |
70 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1190 |
1.1166 |
|
| R3 |
1.1181 |
1.1177 |
1.1163 |
|
| R2 |
1.1168 |
1.1168 |
1.1161 |
|
| R1 |
1.1164 |
1.1164 |
1.1160 |
1.1160 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1153 |
| S1 |
1.1151 |
1.1151 |
1.1158 |
1.1147 |
| S2 |
1.1142 |
1.1142 |
1.1157 |
|
| S3 |
1.1129 |
1.1138 |
1.1155 |
|
| S4 |
1.1116 |
1.1125 |
1.1152 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1883 |
1.1347 |
|
| R3 |
1.1705 |
1.1592 |
1.1267 |
|
| R2 |
1.1414 |
1.1414 |
1.1240 |
|
| R1 |
1.1301 |
1.1301 |
1.1214 |
1.1358 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1152 |
| S1 |
1.1010 |
1.1010 |
1.1160 |
1.1067 |
| S2 |
1.0832 |
1.0832 |
1.1134 |
|
| S3 |
1.0541 |
1.0719 |
1.1107 |
|
| S4 |
1.0250 |
1.0428 |
1.1027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0077 |
0.7% |
73% |
False |
False |
36 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0063 |
0.6% |
73% |
False |
False |
46 |
| 20 |
1.1300 |
1.0946 |
0.0354 |
3.2% |
0.0064 |
0.6% |
60% |
False |
False |
37 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0038 |
0.3% |
56% |
False |
False |
20 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0027 |
0.2% |
64% |
False |
False |
14 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0020 |
0.2% |
64% |
False |
False |
10 |
| 100 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0016 |
0.1% |
77% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1194 |
|
1.618 |
1.1181 |
|
1.000 |
1.1173 |
|
0.618 |
1.1168 |
|
HIGH |
1.1160 |
|
0.618 |
1.1155 |
|
0.500 |
1.1154 |
|
0.382 |
1.1152 |
|
LOW |
1.1147 |
|
0.618 |
1.1139 |
|
1.000 |
1.1134 |
|
1.618 |
1.1126 |
|
2.618 |
1.1113 |
|
4.250 |
1.1092 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1139 |
| PP |
1.1155 |
1.1118 |
| S1 |
1.1154 |
1.1098 |
|