CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1185 |
1.1161 |
-0.0024 |
-0.2% |
1.0980 |
| High |
1.1200 |
1.1173 |
-0.0027 |
-0.2% |
1.1237 |
| Low |
1.1135 |
1.1103 |
-0.0032 |
-0.3% |
1.0926 |
| Close |
1.1150 |
1.1144 |
-0.0006 |
-0.1% |
1.1177 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0311 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
30,249 |
28,380 |
-1,869 |
-6.2% |
163,543 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1317 |
1.1183 |
|
| R3 |
1.1280 |
1.1247 |
1.1163 |
|
| R2 |
1.1210 |
1.1210 |
1.1157 |
|
| R1 |
1.1177 |
1.1177 |
1.1150 |
1.1159 |
| PP |
1.1140 |
1.1140 |
1.1140 |
1.1131 |
| S1 |
1.1107 |
1.1107 |
1.1138 |
1.1089 |
| S2 |
1.1070 |
1.1070 |
1.1131 |
|
| S3 |
1.1000 |
1.1037 |
1.1125 |
|
| S4 |
1.0930 |
1.0967 |
1.1106 |
|
|
| 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 |
1.0952 |
0.0285 |
2.6% |
0.0099 |
0.9% |
67% |
False |
False |
36,234 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0092 |
0.8% |
70% |
False |
False |
33,546 |
| 20 |
1.1294 |
1.0926 |
0.0368 |
3.3% |
0.0091 |
0.8% |
59% |
False |
False |
32,010 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
49% |
False |
False |
24,004 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0080 |
0.7% |
58% |
False |
False |
16,019 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0072 |
0.7% |
58% |
False |
False |
12,022 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0062 |
0.6% |
70% |
False |
False |
9,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1471 |
|
2.618 |
1.1356 |
|
1.618 |
1.1286 |
|
1.000 |
1.1243 |
|
0.618 |
1.1216 |
|
HIGH |
1.1173 |
|
0.618 |
1.1146 |
|
0.500 |
1.1138 |
|
0.382 |
1.1130 |
|
LOW |
1.1103 |
|
0.618 |
1.1060 |
|
1.000 |
1.1033 |
|
1.618 |
1.0990 |
|
2.618 |
1.0920 |
|
4.250 |
1.0806 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1142 |
1.1170 |
| PP |
1.1140 |
1.1161 |
| S1 |
1.1138 |
1.1153 |
|