CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1110 |
0.0030 |
0.3% |
1.1040 |
| High |
1.1152 |
1.1153 |
0.0001 |
0.0% |
1.1153 |
| Low |
1.1072 |
1.1106 |
0.0034 |
0.3% |
1.1040 |
| Close |
1.1114 |
1.1153 |
0.0039 |
0.4% |
1.1153 |
| Range |
0.0080 |
0.0047 |
-0.0033 |
-41.3% |
0.0113 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
68 |
25 |
-43 |
-63.2% |
215 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1263 |
1.1179 |
|
| R3 |
1.1231 |
1.1216 |
1.1166 |
|
| R2 |
1.1184 |
1.1184 |
1.1162 |
|
| R1 |
1.1169 |
1.1169 |
1.1157 |
1.1177 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1141 |
| S1 |
1.1122 |
1.1122 |
1.1149 |
1.1130 |
| S2 |
1.1090 |
1.1090 |
1.1144 |
|
| S3 |
1.1043 |
1.1075 |
1.1140 |
|
| S4 |
1.0996 |
1.1028 |
1.1127 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1417 |
1.1215 |
|
| R3 |
1.1341 |
1.1304 |
1.1184 |
|
| R2 |
1.1228 |
1.1228 |
1.1174 |
|
| R1 |
1.1191 |
1.1191 |
1.1163 |
1.1210 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1125 |
| S1 |
1.1078 |
1.1078 |
1.1143 |
1.1097 |
| S2 |
1.1002 |
1.1002 |
1.1132 |
|
| S3 |
1.0889 |
1.0965 |
1.1122 |
|
| S4 |
1.0776 |
1.0852 |
1.1091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1153 |
1.1040 |
0.0113 |
1.0% |
0.0062 |
0.6% |
100% |
True |
False |
43 |
| 10 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0061 |
0.5% |
71% |
False |
False |
58 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0066 |
0.6% |
71% |
False |
False |
47 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0053 |
0.5% |
55% |
False |
False |
32 |
| 60 |
1.1323 |
1.0912 |
0.0411 |
3.7% |
0.0036 |
0.3% |
59% |
False |
False |
21 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0027 |
0.2% |
63% |
False |
False |
16 |
| 100 |
1.1323 |
1.0830 |
0.0493 |
4.4% |
0.0022 |
0.2% |
66% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1276 |
|
1.618 |
1.1229 |
|
1.000 |
1.1200 |
|
0.618 |
1.1182 |
|
HIGH |
1.1153 |
|
0.618 |
1.1135 |
|
0.500 |
1.1130 |
|
0.382 |
1.1124 |
|
LOW |
1.1106 |
|
0.618 |
1.1077 |
|
1.000 |
1.1059 |
|
1.618 |
1.1030 |
|
2.618 |
1.0983 |
|
4.250 |
1.0906 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1145 |
1.1137 |
| PP |
1.1137 |
1.1121 |
| S1 |
1.1130 |
1.1105 |
|