CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1127 |
-0.0023 |
-0.2% |
1.0967 |
| High |
1.1153 |
1.1201 |
0.0048 |
0.4% |
1.1237 |
| Low |
1.1123 |
1.1124 |
0.0001 |
0.0% |
1.0946 |
| Close |
1.1153 |
1.1194 |
0.0041 |
0.4% |
1.1187 |
| Range |
0.0030 |
0.0077 |
0.0047 |
156.7% |
0.0291 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
| Volume |
15 |
84 |
69 |
460.0% |
70 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1376 |
1.1236 |
|
| R3 |
1.1327 |
1.1299 |
1.1215 |
|
| R2 |
1.1250 |
1.1250 |
1.1208 |
|
| R1 |
1.1222 |
1.1222 |
1.1201 |
1.1236 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1180 |
| S1 |
1.1145 |
1.1145 |
1.1187 |
1.1159 |
| S2 |
1.1096 |
1.1096 |
1.1180 |
|
| S3 |
1.1019 |
1.1068 |
1.1173 |
|
| S4 |
1.0942 |
1.0991 |
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 |
1.0958 |
0.0279 |
2.5% |
0.0085 |
0.8% |
85% |
False |
False |
49 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0065 |
0.6% |
85% |
False |
False |
42 |
| 20 |
1.1277 |
1.0946 |
0.0331 |
3.0% |
0.0061 |
0.5% |
75% |
False |
False |
41 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0041 |
0.4% |
66% |
False |
False |
23 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0028 |
0.3% |
72% |
False |
False |
15 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0021 |
0.2% |
72% |
False |
False |
12 |
| 100 |
1.1323 |
1.0695 |
0.0628 |
5.6% |
0.0017 |
0.2% |
79% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1403 |
|
1.618 |
1.1326 |
|
1.000 |
1.1278 |
|
0.618 |
1.1249 |
|
HIGH |
1.1201 |
|
0.618 |
1.1172 |
|
0.500 |
1.1163 |
|
0.382 |
1.1153 |
|
LOW |
1.1124 |
|
0.618 |
1.1076 |
|
1.000 |
1.1047 |
|
1.618 |
1.0999 |
|
2.618 |
1.0922 |
|
4.250 |
1.0797 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1184 |
1.1183 |
| PP |
1.1173 |
1.1173 |
| S1 |
1.1163 |
1.1162 |
|