CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1117 |
-0.0044 |
-0.4% |
1.0980 |
| High |
1.1173 |
1.1196 |
0.0023 |
0.2% |
1.1237 |
| Low |
1.1103 |
1.1103 |
0.0000 |
0.0% |
1.0926 |
| Close |
1.1144 |
1.1185 |
0.0041 |
0.4% |
1.1177 |
| Range |
0.0070 |
0.0093 |
0.0023 |
32.9% |
0.0311 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.3% |
0.0000 |
| Volume |
28,380 |
38,591 |
10,211 |
36.0% |
163,543 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1406 |
1.1236 |
|
| R3 |
1.1347 |
1.1313 |
1.1211 |
|
| R2 |
1.1254 |
1.1254 |
1.1202 |
|
| R1 |
1.1220 |
1.1220 |
1.1194 |
1.1237 |
| PP |
1.1161 |
1.1161 |
1.1161 |
1.1170 |
| S1 |
1.1127 |
1.1127 |
1.1176 |
1.1144 |
| S2 |
1.1068 |
1.1068 |
1.1168 |
|
| S3 |
1.0975 |
1.1034 |
1.1159 |
|
| S4 |
1.0882 |
1.0941 |
1.1134 |
|
|
| 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 |
2.5% |
0.0110 |
1.0% |
82% |
False |
False |
39,802 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0096 |
0.9% |
83% |
False |
False |
34,708 |
| 20 |
1.1285 |
1.0926 |
0.0359 |
3.2% |
0.0091 |
0.8% |
72% |
False |
False |
33,047 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0088 |
0.8% |
58% |
False |
False |
24,964 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0081 |
0.7% |
65% |
False |
False |
16,662 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0073 |
0.7% |
65% |
False |
False |
12,504 |
| 100 |
1.1373 |
1.0682 |
0.0691 |
6.2% |
0.0063 |
0.6% |
73% |
False |
False |
10,005 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0053 |
0.5% |
76% |
False |
False |
8,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1591 |
|
2.618 |
1.1439 |
|
1.618 |
1.1346 |
|
1.000 |
1.1289 |
|
0.618 |
1.1253 |
|
HIGH |
1.1196 |
|
0.618 |
1.1160 |
|
0.500 |
1.1150 |
|
0.382 |
1.1139 |
|
LOW |
1.1103 |
|
0.618 |
1.1046 |
|
1.000 |
1.1010 |
|
1.618 |
1.0953 |
|
2.618 |
1.0860 |
|
4.250 |
1.0708 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1173 |
1.1174 |
| PP |
1.1161 |
1.1163 |
| S1 |
1.1150 |
1.1152 |
|