CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1122 |
1.1056 |
-0.0066 |
-0.6% |
1.1229 |
| High |
1.1130 |
1.1092 |
-0.0038 |
-0.3% |
1.1294 |
| Low |
1.1043 |
1.1030 |
-0.0013 |
-0.1% |
1.1043 |
| Close |
1.1060 |
1.1067 |
0.0007 |
0.1% |
1.1060 |
| Range |
0.0087 |
0.0062 |
-0.0025 |
-28.7% |
0.0251 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
27,420 |
36,195 |
8,775 |
32.0% |
103,977 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1220 |
1.1101 |
|
| R3 |
1.1187 |
1.1158 |
1.1084 |
|
| R2 |
1.1125 |
1.1125 |
1.1078 |
|
| R1 |
1.1096 |
1.1096 |
1.1073 |
1.1111 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1070 |
| S1 |
1.1034 |
1.1034 |
1.1061 |
1.1049 |
| S2 |
1.1001 |
1.1001 |
1.1056 |
|
| S3 |
1.0939 |
1.0972 |
1.1050 |
|
| S4 |
1.0877 |
1.0910 |
1.1033 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1724 |
1.1198 |
|
| R3 |
1.1634 |
1.1473 |
1.1129 |
|
| R2 |
1.1383 |
1.1383 |
1.1106 |
|
| R1 |
1.1222 |
1.1222 |
1.1083 |
1.1177 |
| PP |
1.1132 |
1.1132 |
1.1132 |
1.1110 |
| S1 |
1.0971 |
1.0971 |
1.1037 |
1.0926 |
| S2 |
1.0881 |
1.0881 |
1.1014 |
|
| S3 |
1.0630 |
1.0720 |
1.0991 |
|
| S4 |
1.0379 |
1.0469 |
1.0922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1294 |
1.1030 |
0.0264 |
2.4% |
0.0101 |
0.9% |
14% |
False |
True |
28,034 |
| 10 |
1.1373 |
1.1030 |
0.0343 |
3.1% |
0.0093 |
0.8% |
11% |
False |
True |
22,323 |
| 20 |
1.1373 |
1.1030 |
0.0343 |
3.1% |
0.0088 |
0.8% |
11% |
False |
True |
22,589 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0081 |
0.7% |
44% |
False |
False |
11,526 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0072 |
0.7% |
44% |
False |
False |
7,694 |
| 80 |
1.1373 |
1.0768 |
0.0605 |
5.5% |
0.0060 |
0.5% |
49% |
False |
False |
5,773 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0049 |
0.4% |
60% |
False |
False |
4,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1254 |
|
1.618 |
1.1192 |
|
1.000 |
1.1154 |
|
0.618 |
1.1130 |
|
HIGH |
1.1092 |
|
0.618 |
1.1068 |
|
0.500 |
1.1061 |
|
0.382 |
1.1054 |
|
LOW |
1.1030 |
|
0.618 |
1.0992 |
|
1.000 |
1.0968 |
|
1.618 |
1.0930 |
|
2.618 |
1.0868 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1144 |
| PP |
1.1063 |
1.1118 |
| S1 |
1.1061 |
1.1093 |
|