CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1111 |
1.1080 |
-0.0031 |
-0.3% |
1.1160 |
| High |
1.1111 |
1.1152 |
0.0041 |
0.4% |
1.1201 |
| Low |
1.1056 |
1.1072 |
0.0016 |
0.1% |
1.1033 |
| Close |
1.1083 |
1.1114 |
0.0031 |
0.3% |
1.1034 |
| Range |
0.0055 |
0.0080 |
0.0025 |
45.5% |
0.0168 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
1.1% |
0.0000 |
| Volume |
38 |
68 |
30 |
78.9% |
371 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1313 |
1.1158 |
|
| R3 |
1.1273 |
1.1233 |
1.1136 |
|
| R2 |
1.1193 |
1.1193 |
1.1129 |
|
| R1 |
1.1153 |
1.1153 |
1.1121 |
1.1173 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1123 |
| S1 |
1.1073 |
1.1073 |
1.1107 |
1.1093 |
| S2 |
1.1033 |
1.1033 |
1.1099 |
|
| S3 |
1.0953 |
1.0993 |
1.1092 |
|
| S4 |
1.0873 |
1.0913 |
1.1070 |
|
|
| 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 |
1.1152 |
1.1033 |
0.0119 |
1.1% |
0.0069 |
0.6% |
68% |
True |
False |
44 |
| 10 |
1.1237 |
1.1033 |
0.0204 |
1.8% |
0.0067 |
0.6% |
40% |
False |
False |
58 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0066 |
0.6% |
58% |
False |
False |
49 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0051 |
0.5% |
45% |
False |
False |
31 |
| 60 |
1.1323 |
1.0890 |
0.0433 |
3.9% |
0.0035 |
0.3% |
52% |
False |
False |
21 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0027 |
0.2% |
55% |
False |
False |
16 |
| 100 |
1.1323 |
1.0809 |
0.0514 |
4.6% |
0.0021 |
0.2% |
59% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1361 |
|
1.618 |
1.1281 |
|
1.000 |
1.1232 |
|
0.618 |
1.1201 |
|
HIGH |
1.1152 |
|
0.618 |
1.1121 |
|
0.500 |
1.1112 |
|
0.382 |
1.1103 |
|
LOW |
1.1072 |
|
0.618 |
1.1023 |
|
1.000 |
1.0992 |
|
1.618 |
1.0943 |
|
2.618 |
1.0863 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1113 |
1.1111 |
| PP |
1.1113 |
1.1107 |
| S1 |
1.1112 |
1.1104 |
|