CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.0994 |
1.1167 |
0.0173 |
1.6% |
1.1082 |
High |
1.0994 |
1.1167 |
0.0173 |
1.6% |
1.1144 |
Low |
1.0994 |
1.1167 |
0.0173 |
1.6% |
1.0997 |
Close |
1.0994 |
1.1167 |
0.0173 |
1.6% |
1.0997 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0053 |
0.0009 |
20.8% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1167 |
1.1167 |
1.1167 |
|
R3 |
1.1167 |
1.1167 |
1.1167 |
|
R2 |
1.1167 |
1.1167 |
1.1167 |
|
R1 |
1.1167 |
1.1167 |
1.1167 |
1.1167 |
PP |
1.1167 |
1.1167 |
1.1167 |
1.1167 |
S1 |
1.1167 |
1.1167 |
1.1167 |
1.1167 |
S2 |
1.1167 |
1.1167 |
1.1167 |
|
S3 |
1.1167 |
1.1167 |
1.1167 |
|
S4 |
1.1167 |
1.1167 |
1.1167 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1487 |
1.1389 |
1.1078 |
|
R3 |
1.1340 |
1.1242 |
1.1037 |
|
R2 |
1.1193 |
1.1193 |
1.1024 |
|
R1 |
1.1095 |
1.1095 |
1.1010 |
1.1071 |
PP |
1.1046 |
1.1046 |
1.1046 |
1.1034 |
S1 |
1.0948 |
1.0948 |
1.0984 |
1.0924 |
S2 |
1.0899 |
1.0899 |
1.0970 |
|
S3 |
1.0752 |
1.0801 |
1.0957 |
|
S4 |
1.0605 |
1.0654 |
1.0916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1167 |
1.0994 |
0.0173 |
1.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.1167 |
1.0994 |
0.0173 |
1.5% |
0.0006 |
0.1% |
100% |
True |
False |
1 |
20 |
1.1298 |
1.0994 |
0.0304 |
2.7% |
0.0003 |
0.0% |
57% |
False |
False |
1 |
40 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0002 |
0.0% |
51% |
False |
False |
1 |
60 |
1.1330 |
1.0875 |
0.0455 |
4.1% |
0.0003 |
0.0% |
64% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1167 |
2.618 |
1.1167 |
1.618 |
1.1167 |
1.000 |
1.1167 |
0.618 |
1.1167 |
HIGH |
1.1167 |
0.618 |
1.1167 |
0.500 |
1.1167 |
0.382 |
1.1167 |
LOW |
1.1167 |
0.618 |
1.1167 |
1.000 |
1.1167 |
1.618 |
1.1167 |
2.618 |
1.1167 |
4.250 |
1.1167 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1167 |
1.1138 |
PP |
1.1167 |
1.1109 |
S1 |
1.1167 |
1.1081 |
|