CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.1150 |
0.0191 |
1.7% |
1.0967 |
| High |
1.1156 |
1.1237 |
0.0081 |
0.7% |
1.1237 |
| Low |
1.0958 |
1.1130 |
0.0172 |
1.6% |
1.0946 |
| Close |
1.1156 |
1.1187 |
0.0031 |
0.3% |
1.1187 |
| Range |
0.0198 |
0.0107 |
-0.0091 |
-46.0% |
0.0291 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.1% |
0.0000 |
| Volume |
13 |
24 |
11 |
84.6% |
70 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1506 |
1.1453 |
1.1246 |
|
| R3 |
1.1399 |
1.1346 |
1.1216 |
|
| R2 |
1.1292 |
1.1292 |
1.1207 |
|
| R1 |
1.1239 |
1.1239 |
1.1197 |
1.1266 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1198 |
| S1 |
1.1132 |
1.1132 |
1.1177 |
1.1159 |
| S2 |
1.1078 |
1.1078 |
1.1167 |
|
| S3 |
1.0971 |
1.1025 |
1.1158 |
|
| S4 |
1.0864 |
1.0918 |
1.1128 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1883 |
1.1347 |
|
| R3 |
1.1705 |
1.1592 |
1.1267 |
|
| R2 |
1.1414 |
1.1414 |
1.1240 |
|
| R1 |
1.1301 |
1.1301 |
1.1214 |
1.1358 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1152 |
| S1 |
1.1010 |
1.1010 |
1.1160 |
1.1067 |
| S2 |
1.0832 |
1.0832 |
1.1134 |
|
| S3 |
1.0541 |
1.0719 |
1.1107 |
|
| S4 |
1.0250 |
1.0428 |
1.1027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0087 |
0.8% |
83% |
True |
False |
27 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0071 |
0.6% |
83% |
True |
False |
37 |
| 20 |
1.1300 |
1.0946 |
0.0354 |
3.2% |
0.0063 |
0.6% |
68% |
False |
False |
31 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0038 |
0.3% |
64% |
False |
False |
17 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0026 |
0.2% |
70% |
False |
False |
12 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0020 |
0.2% |
70% |
False |
False |
9 |
| 100 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0016 |
0.1% |
81% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1517 |
|
1.618 |
1.1410 |
|
1.000 |
1.1344 |
|
0.618 |
1.1303 |
|
HIGH |
1.1237 |
|
0.618 |
1.1196 |
|
0.500 |
1.1184 |
|
0.382 |
1.1171 |
|
LOW |
1.1130 |
|
0.618 |
1.1064 |
|
1.000 |
1.1023 |
|
1.618 |
1.0957 |
|
2.618 |
1.0850 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1186 |
1.1157 |
| PP |
1.1185 |
1.1127 |
| S1 |
1.1184 |
1.1098 |
|