CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1127 |
1.1172 |
0.0045 |
0.4% |
1.0967 |
| High |
1.1201 |
1.1172 |
-0.0029 |
-0.3% |
1.1237 |
| Low |
1.1124 |
1.1077 |
-0.0047 |
-0.4% |
1.0946 |
| Close |
1.1194 |
1.1084 |
-0.0110 |
-1.0% |
1.1187 |
| Range |
0.0077 |
0.0095 |
0.0018 |
23.4% |
0.0291 |
| ATR |
0.0067 |
0.0070 |
0.0004 |
5.3% |
0.0000 |
| Volume |
84 |
129 |
45 |
53.6% |
70 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1335 |
1.1136 |
|
| R3 |
1.1301 |
1.1240 |
1.1110 |
|
| R2 |
1.1206 |
1.1206 |
1.1101 |
|
| R1 |
1.1145 |
1.1145 |
1.1093 |
1.1128 |
| PP |
1.1111 |
1.1111 |
1.1111 |
1.1103 |
| S1 |
1.1050 |
1.1050 |
1.1075 |
1.1033 |
| S2 |
1.1016 |
1.1016 |
1.1067 |
|
| S3 |
1.0921 |
1.0955 |
1.1058 |
|
| S4 |
1.0826 |
1.0860 |
1.1032 |
|
|
| 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 |
1.1077 |
0.0160 |
1.4% |
0.0064 |
0.6% |
4% |
False |
True |
73 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0071 |
0.6% |
47% |
False |
False |
49 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0063 |
0.6% |
47% |
False |
False |
47 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0044 |
0.4% |
37% |
False |
False |
26 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0030 |
0.3% |
48% |
False |
False |
17 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0023 |
0.2% |
48% |
False |
False |
13 |
| 100 |
1.1323 |
1.0727 |
0.0596 |
5.4% |
0.0018 |
0.2% |
60% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1576 |
|
2.618 |
1.1421 |
|
1.618 |
1.1326 |
|
1.000 |
1.1267 |
|
0.618 |
1.1231 |
|
HIGH |
1.1172 |
|
0.618 |
1.1136 |
|
0.500 |
1.1125 |
|
0.382 |
1.1113 |
|
LOW |
1.1077 |
|
0.618 |
1.1018 |
|
1.000 |
1.0982 |
|
1.618 |
1.0923 |
|
2.618 |
1.0828 |
|
4.250 |
1.0673 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1125 |
1.1139 |
| PP |
1.1111 |
1.1121 |
| S1 |
1.1098 |
1.1102 |
|