CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1004 |
1.0977 |
-0.0027 |
-0.2% |
1.1229 |
| High |
1.1022 |
1.1040 |
0.0018 |
0.2% |
1.1294 |
| Low |
1.0960 |
1.0964 |
0.0004 |
0.0% |
1.1043 |
| Close |
1.0987 |
1.1013 |
0.0026 |
0.2% |
1.1060 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0251 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
35,002 |
36,874 |
1,872 |
5.3% |
103,977 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1199 |
1.1055 |
|
| R3 |
1.1158 |
1.1123 |
1.1034 |
|
| R2 |
1.1082 |
1.1082 |
1.1027 |
|
| R1 |
1.1047 |
1.1047 |
1.1020 |
1.1065 |
| PP |
1.1006 |
1.1006 |
1.1006 |
1.1014 |
| S1 |
1.0971 |
1.0971 |
1.1006 |
1.0989 |
| S2 |
1.0930 |
1.0930 |
1.0999 |
|
| S3 |
1.0854 |
1.0895 |
1.0992 |
|
| S4 |
1.0778 |
1.0819 |
1.0971 |
|
|
| 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 |
1.1130 |
1.0960 |
0.0170 |
1.5% |
0.0073 |
0.7% |
31% |
False |
False |
32,680 |
| 10 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0095 |
0.9% |
13% |
False |
False |
27,524 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.8% |
0.0088 |
0.8% |
13% |
False |
False |
25,994 |
| 40 |
1.1373 |
1.0872 |
0.0501 |
4.5% |
0.0080 |
0.7% |
28% |
False |
False |
14,016 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0075 |
0.7% |
34% |
False |
False |
9,356 |
| 80 |
1.1373 |
1.0818 |
0.0555 |
5.0% |
0.0062 |
0.6% |
35% |
False |
False |
7,020 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
7.0% |
0.0051 |
0.5% |
53% |
False |
False |
5,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1239 |
|
1.618 |
1.1163 |
|
1.000 |
1.1116 |
|
0.618 |
1.1087 |
|
HIGH |
1.1040 |
|
0.618 |
1.1011 |
|
0.500 |
1.1002 |
|
0.382 |
1.0993 |
|
LOW |
1.0964 |
|
0.618 |
1.0917 |
|
1.000 |
1.0888 |
|
1.618 |
1.0841 |
|
2.618 |
1.0765 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.1016 |
| PP |
1.1006 |
1.1015 |
| S1 |
1.1002 |
1.1014 |
|