CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1160 |
1.1150 |
-0.0010 |
-0.1% |
1.0967 |
| High |
1.1160 |
1.1153 |
-0.0007 |
-0.1% |
1.1237 |
| Low |
1.1147 |
1.1123 |
-0.0024 |
-0.2% |
1.0946 |
| Close |
1.1159 |
1.1153 |
-0.0006 |
-0.1% |
1.1187 |
| Range |
0.0013 |
0.0030 |
0.0017 |
130.8% |
0.0291 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
113 |
15 |
-98 |
-86.7% |
70 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1223 |
1.1170 |
|
| R3 |
1.1203 |
1.1193 |
1.1161 |
|
| R2 |
1.1173 |
1.1173 |
1.1159 |
|
| R1 |
1.1163 |
1.1163 |
1.1156 |
1.1168 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1146 |
| S1 |
1.1133 |
1.1133 |
1.1150 |
1.1138 |
| S2 |
1.1113 |
1.1113 |
1.1148 |
|
| S3 |
1.1083 |
1.1103 |
1.1145 |
|
| S4 |
1.1053 |
1.1073 |
1.1137 |
|
|
| 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 |
1.0958 |
0.0279 |
2.5% |
0.0073 |
0.7% |
70% |
False |
False |
35 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0060 |
0.5% |
71% |
False |
False |
45 |
| 20 |
1.1287 |
1.0946 |
0.0341 |
3.1% |
0.0060 |
0.5% |
61% |
False |
False |
37 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0039 |
0.4% |
55% |
False |
False |
21 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0027 |
0.2% |
63% |
False |
False |
14 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0020 |
0.2% |
63% |
False |
False |
11 |
| 100 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0016 |
0.1% |
76% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1232 |
|
1.618 |
1.1202 |
|
1.000 |
1.1183 |
|
0.618 |
1.1172 |
|
HIGH |
1.1153 |
|
0.618 |
1.1142 |
|
0.500 |
1.1138 |
|
0.382 |
1.1134 |
|
LOW |
1.1123 |
|
0.618 |
1.1104 |
|
1.000 |
1.1093 |
|
1.618 |
1.1074 |
|
2.618 |
1.1044 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1148 |
1.1180 |
| PP |
1.1143 |
1.1171 |
| S1 |
1.1138 |
1.1162 |
|