CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1033 |
-0.0050 |
-0.5% |
1.1185 |
| High |
1.1105 |
1.1110 |
0.0005 |
0.0% |
1.1200 |
| Low |
1.1016 |
1.1014 |
-0.0002 |
0.0% |
1.1016 |
| Close |
1.1024 |
1.1105 |
0.0081 |
0.7% |
1.1024 |
| Range |
0.0089 |
0.0096 |
0.0007 |
7.9% |
0.0184 |
| ATR |
0.0092 |
0.0093 |
0.0000 |
0.3% |
0.0000 |
| Volume |
35,045 |
32,470 |
-2,575 |
-7.3% |
166,542 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1331 |
1.1158 |
|
| R3 |
1.1268 |
1.1235 |
1.1131 |
|
| R2 |
1.1172 |
1.1172 |
1.1123 |
|
| R1 |
1.1139 |
1.1139 |
1.1114 |
1.1156 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1085 |
| S1 |
1.1043 |
1.1043 |
1.1096 |
1.1060 |
| S2 |
1.0980 |
1.0980 |
1.1087 |
|
| S3 |
1.0884 |
1.0947 |
1.1079 |
|
| S4 |
1.0788 |
1.0851 |
1.1052 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1632 |
1.1512 |
1.1125 |
|
| R3 |
1.1448 |
1.1328 |
1.1075 |
|
| R2 |
1.1264 |
1.1264 |
1.1058 |
|
| R1 |
1.1144 |
1.1144 |
1.1041 |
1.1112 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1064 |
| S1 |
1.0960 |
1.0960 |
1.1007 |
1.0928 |
| S2 |
1.0896 |
1.0896 |
1.0990 |
|
| S3 |
1.0712 |
1.0776 |
1.0973 |
|
| S4 |
1.0528 |
1.0592 |
1.0923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1196 |
1.1014 |
0.0182 |
1.6% |
0.0096 |
0.9% |
50% |
False |
True |
33,752 |
| 10 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0099 |
0.9% |
58% |
False |
False |
36,255 |
| 20 |
1.1237 |
1.0926 |
0.0311 |
2.8% |
0.0089 |
0.8% |
58% |
False |
False |
33,830 |
| 40 |
1.1373 |
1.0926 |
0.0447 |
4.0% |
0.0090 |
0.8% |
40% |
False |
False |
27,393 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0083 |
0.8% |
51% |
False |
False |
18,358 |
| 80 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0076 |
0.7% |
51% |
False |
False |
13,776 |
| 100 |
1.1373 |
1.0727 |
0.0646 |
5.8% |
0.0065 |
0.6% |
59% |
False |
False |
11,023 |
| 120 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0055 |
0.5% |
65% |
False |
False |
9,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1518 |
|
2.618 |
1.1361 |
|
1.618 |
1.1265 |
|
1.000 |
1.1206 |
|
0.618 |
1.1169 |
|
HIGH |
1.1110 |
|
0.618 |
1.1073 |
|
0.500 |
1.1062 |
|
0.382 |
1.1051 |
|
LOW |
1.1014 |
|
0.618 |
1.0955 |
|
1.000 |
1.0918 |
|
1.618 |
1.0859 |
|
2.618 |
1.0763 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1103 |
| PP |
1.1076 |
1.1102 |
| S1 |
1.1062 |
1.1100 |
|