CME Swiss Franc Future September 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.1206 |
1.1096 |
-0.0110 |
-1.0% |
1.1010 |
High |
1.1206 |
1.1096 |
-0.0110 |
-1.0% |
1.1199 |
Low |
1.1206 |
1.1096 |
-0.0110 |
-1.0% |
1.0994 |
Close |
1.1206 |
1.1096 |
-0.0110 |
-1.0% |
1.1199 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0051 |
0.0005 |
9.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1096 |
1.1096 |
1.1096 |
|
R3 |
1.1096 |
1.1096 |
1.1096 |
|
R2 |
1.1096 |
1.1096 |
1.1096 |
|
R1 |
1.1096 |
1.1096 |
1.1096 |
1.1096 |
PP |
1.1096 |
1.1096 |
1.1096 |
1.1096 |
S1 |
1.1096 |
1.1096 |
1.1096 |
1.1096 |
S2 |
1.1096 |
1.1096 |
1.1096 |
|
S3 |
1.1096 |
1.1096 |
1.1096 |
|
S4 |
1.1096 |
1.1096 |
1.1096 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1746 |
1.1677 |
1.1312 |
|
R3 |
1.1541 |
1.1472 |
1.1255 |
|
R2 |
1.1336 |
1.1336 |
1.1237 |
|
R1 |
1.1267 |
1.1267 |
1.1218 |
1.1302 |
PP |
1.1131 |
1.1131 |
1.1131 |
1.1148 |
S1 |
1.1062 |
1.1062 |
1.1180 |
1.1097 |
S2 |
1.0926 |
1.0926 |
1.1161 |
|
S3 |
1.0721 |
1.0857 |
1.1143 |
|
S4 |
1.0516 |
1.0652 |
1.1086 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1206 |
1.1096 |
0.0110 |
1.0% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.1206 |
1.0994 |
0.0212 |
1.9% |
0.0000 |
0.0% |
48% |
False |
False |
1 |
20 |
1.1206 |
1.0994 |
0.0212 |
1.9% |
0.0003 |
0.0% |
48% |
False |
False |
1 |
40 |
1.1330 |
1.0994 |
0.0336 |
3.0% |
0.0002 |
0.0% |
30% |
False |
False |
1 |
60 |
1.1330 |
1.0875 |
0.0455 |
4.1% |
0.0003 |
0.0% |
49% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1096 |
2.618 |
1.1096 |
1.618 |
1.1096 |
1.000 |
1.1096 |
0.618 |
1.1096 |
HIGH |
1.1096 |
0.618 |
1.1096 |
0.500 |
1.1096 |
0.382 |
1.1096 |
LOW |
1.1096 |
0.618 |
1.1096 |
1.000 |
1.1096 |
1.618 |
1.1096 |
2.618 |
1.1096 |
4.250 |
1.1096 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.1096 |
1.1151 |
PP |
1.1096 |
1.1133 |
S1 |
1.1096 |
1.1114 |
|