CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1109 |
1.1111 |
0.0002 |
0.0% |
1.1160 |
| High |
1.1113 |
1.1111 |
-0.0002 |
0.0% |
1.1201 |
| Low |
1.1058 |
1.1056 |
-0.0002 |
0.0% |
1.1033 |
| Close |
1.1071 |
1.1083 |
0.0012 |
0.1% |
1.1034 |
| Range |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0168 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
10 |
38 |
28 |
280.0% |
371 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1221 |
1.1113 |
|
| R3 |
1.1193 |
1.1166 |
1.1098 |
|
| R2 |
1.1138 |
1.1138 |
1.1093 |
|
| R1 |
1.1111 |
1.1111 |
1.1088 |
1.1097 |
| PP |
1.1083 |
1.1083 |
1.1083 |
1.1077 |
| S1 |
1.1056 |
1.1056 |
1.1078 |
1.1042 |
| S2 |
1.1028 |
1.1028 |
1.1073 |
|
| S3 |
1.0973 |
1.1001 |
1.1068 |
|
| S4 |
1.0918 |
1.0946 |
1.1053 |
|
|
| 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 |
1.1172 |
1.1033 |
0.0139 |
1.3% |
0.0072 |
0.6% |
36% |
False |
False |
56 |
| 10 |
1.1237 |
1.0958 |
0.0279 |
2.5% |
0.0078 |
0.7% |
45% |
False |
False |
53 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0064 |
0.6% |
47% |
False |
False |
46 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0049 |
0.4% |
36% |
False |
False |
29 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0034 |
0.3% |
48% |
False |
False |
20 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0026 |
0.2% |
48% |
False |
False |
15 |
| 100 |
1.1323 |
1.0792 |
0.0531 |
4.8% |
0.0021 |
0.2% |
55% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1255 |
|
1.618 |
1.1200 |
|
1.000 |
1.1166 |
|
0.618 |
1.1145 |
|
HIGH |
1.1111 |
|
0.618 |
1.1090 |
|
0.500 |
1.1084 |
|
0.382 |
1.1077 |
|
LOW |
1.1056 |
|
0.618 |
1.1022 |
|
1.000 |
1.1001 |
|
1.618 |
1.0967 |
|
2.618 |
1.0912 |
|
4.250 |
1.0822 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1084 |
1.1081 |
| PP |
1.1083 |
1.1079 |
| S1 |
1.1083 |
1.1078 |
|