CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1025 |
1.1090 |
0.0065 |
0.6% |
1.1056 |
| High |
1.1110 |
1.1133 |
0.0023 |
0.2% |
1.1110 |
| Low |
1.1002 |
1.1057 |
0.0055 |
0.5% |
1.0960 |
| Close |
1.1076 |
1.1125 |
0.0049 |
0.4% |
1.1076 |
| Range |
0.0108 |
0.0076 |
-0.0032 |
-29.6% |
0.0150 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
38,072 |
26,711 |
-11,361 |
-29.8% |
174,053 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1305 |
1.1167 |
|
| R3 |
1.1257 |
1.1229 |
1.1146 |
|
| R2 |
1.1181 |
1.1181 |
1.1139 |
|
| R1 |
1.1153 |
1.1153 |
1.1132 |
1.1167 |
| PP |
1.1105 |
1.1105 |
1.1105 |
1.1112 |
| S1 |
1.1077 |
1.1077 |
1.1118 |
1.1091 |
| S2 |
1.1029 |
1.1029 |
1.1111 |
|
| S3 |
1.0953 |
1.1001 |
1.1104 |
|
| S4 |
1.0877 |
1.0925 |
1.1083 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1437 |
1.1159 |
|
| R3 |
1.1349 |
1.1287 |
1.1117 |
|
| R2 |
1.1199 |
1.1199 |
1.1104 |
|
| R1 |
1.1137 |
1.1137 |
1.1090 |
1.1168 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1064 |
| S1 |
1.0987 |
1.0987 |
1.1062 |
1.1018 |
| S2 |
1.0899 |
1.0899 |
1.1049 |
|
| S3 |
1.0749 |
1.0837 |
1.1035 |
|
| S4 |
1.0599 |
1.0687 |
1.0994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1133 |
1.0960 |
0.0173 |
1.6% |
0.0080 |
0.7% |
95% |
True |
False |
32,913 |
| 10 |
1.1294 |
1.0960 |
0.0334 |
3.0% |
0.0090 |
0.8% |
49% |
False |
False |
30,474 |
| 20 |
1.1373 |
1.0960 |
0.0413 |
3.7% |
0.0091 |
0.8% |
40% |
False |
False |
26,902 |
| 40 |
1.1373 |
1.0891 |
0.0482 |
4.3% |
0.0081 |
0.7% |
49% |
False |
False |
15,635 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0076 |
0.7% |
54% |
False |
False |
10,434 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0064 |
0.6% |
54% |
False |
False |
7,830 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0052 |
0.5% |
68% |
False |
False |
6,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1456 |
|
2.618 |
1.1332 |
|
1.618 |
1.1256 |
|
1.000 |
1.1209 |
|
0.618 |
1.1180 |
|
HIGH |
1.1133 |
|
0.618 |
1.1104 |
|
0.500 |
1.1095 |
|
0.382 |
1.1086 |
|
LOW |
1.1057 |
|
0.618 |
1.1010 |
|
1.000 |
1.0981 |
|
1.618 |
1.0934 |
|
2.618 |
1.0858 |
|
4.250 |
1.0734 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1115 |
1.1100 |
| PP |
1.1105 |
1.1074 |
| S1 |
1.1095 |
1.1049 |
|