CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1147 |
1.1185 |
0.0038 |
0.3% |
1.0980 |
| High |
1.1237 |
1.1200 |
-0.0037 |
-0.3% |
1.1237 |
| Low |
1.1126 |
1.1135 |
0.0009 |
0.1% |
1.0926 |
| Close |
1.1177 |
1.1150 |
-0.0027 |
-0.2% |
1.1177 |
| Range |
0.0111 |
0.0065 |
-0.0046 |
-41.4% |
0.0311 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
45,735 |
30,249 |
-15,486 |
-33.9% |
163,543 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1357 |
1.1318 |
1.1186 |
|
| R3 |
1.1292 |
1.1253 |
1.1168 |
|
| R2 |
1.1227 |
1.1227 |
1.1162 |
|
| R1 |
1.1188 |
1.1188 |
1.1156 |
1.1175 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1155 |
| S1 |
1.1123 |
1.1123 |
1.1144 |
1.1110 |
| S2 |
1.1097 |
1.1097 |
1.1138 |
|
| S3 |
1.1032 |
1.1058 |
1.1132 |
|
| S4 |
1.0967 |
1.0993 |
1.1114 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.1923 |
1.1348 |
|
| R3 |
1.1735 |
1.1612 |
1.1263 |
|
| R2 |
1.1424 |
1.1424 |
1.1234 |
|
| R1 |
1.1301 |
1.1301 |
1.1206 |
1.1363 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1144 |
| S1 |
1.0990 |
1.0990 |
1.1148 |
1.1052 |
| S2 |
1.0802 |
1.0802 |
1.1120 |
|
| S3 |
1.0491 |
1.0679 |
1.1091 |
|
| S4 |
1.0180 |
1.0368 |
1.1006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0103 |
0.9% |
72% |
False |
False |
38,758 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0093 |
0.8% |
72% |
False |
False |
33,379 |
| 20 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0098 |
0.9% |
50% |
False |
False |
32,152 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
50% |
False |
False |
23,296 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0080 |
0.7% |
59% |
False |
False |
15,547 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0072 |
0.6% |
59% |
False |
False |
11,668 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0061 |
0.5% |
71% |
False |
False |
9,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1370 |
|
1.618 |
1.1305 |
|
1.000 |
1.1265 |
|
0.618 |
1.1240 |
|
HIGH |
1.1200 |
|
0.618 |
1.1175 |
|
0.500 |
1.1168 |
|
0.382 |
1.1160 |
|
LOW |
1.1135 |
|
0.618 |
1.1095 |
|
1.000 |
1.1070 |
|
1.618 |
1.1030 |
|
2.618 |
1.0965 |
|
4.250 |
1.0859 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1132 |
| PP |
1.1162 |
1.1113 |
| S1 |
1.1156 |
1.1095 |
|