CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1172 |
1.1076 |
-0.0096 |
-0.9% |
1.1160 |
| High |
1.1172 |
1.1111 |
-0.0061 |
-0.5% |
1.1201 |
| Low |
1.1077 |
1.1033 |
-0.0044 |
-0.4% |
1.1033 |
| Close |
1.1084 |
1.1034 |
-0.0050 |
-0.5% |
1.1034 |
| Range |
0.0095 |
0.0078 |
-0.0017 |
-17.9% |
0.0168 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
129 |
30 |
-99 |
-76.7% |
371 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1293 |
1.1242 |
1.1077 |
|
| R3 |
1.1215 |
1.1164 |
1.1055 |
|
| R2 |
1.1137 |
1.1137 |
1.1048 |
|
| R1 |
1.1086 |
1.1086 |
1.1041 |
1.1073 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1053 |
| S1 |
1.1008 |
1.1008 |
1.1027 |
1.0995 |
| S2 |
1.0981 |
1.0981 |
1.1020 |
|
| S3 |
1.0903 |
1.0930 |
1.1013 |
|
| S4 |
1.0825 |
1.0852 |
1.0991 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1482 |
1.1126 |
|
| R3 |
1.1425 |
1.1314 |
1.1080 |
|
| R2 |
1.1257 |
1.1257 |
1.1065 |
|
| R1 |
1.1146 |
1.1146 |
1.1049 |
1.1118 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1075 |
| S1 |
1.0978 |
1.0978 |
1.1019 |
1.0950 |
| S2 |
1.0921 |
1.0921 |
1.1003 |
|
| S3 |
1.0753 |
1.0810 |
1.0988 |
|
| S4 |
1.0585 |
1.0642 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0059 |
0.5% |
1% |
False |
True |
74 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0073 |
0.7% |
30% |
False |
False |
50 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0064 |
0.6% |
30% |
False |
False |
47 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0045 |
0.4% |
23% |
False |
False |
27 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0031 |
0.3% |
37% |
False |
False |
18 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0023 |
0.2% |
37% |
False |
False |
14 |
| 100 |
1.1323 |
1.0727 |
0.0596 |
5.4% |
0.0019 |
0.2% |
52% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1443 |
|
2.618 |
1.1315 |
|
1.618 |
1.1237 |
|
1.000 |
1.1189 |
|
0.618 |
1.1159 |
|
HIGH |
1.1111 |
|
0.618 |
1.1081 |
|
0.500 |
1.1072 |
|
0.382 |
1.1063 |
|
LOW |
1.1033 |
|
0.618 |
1.0985 |
|
1.000 |
1.0955 |
|
1.618 |
1.0907 |
|
2.618 |
1.0829 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1117 |
| PP |
1.1059 |
1.1089 |
| S1 |
1.1047 |
1.1062 |
|