CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1109 |
0.0069 |
0.6% |
1.1160 |
| High |
1.1115 |
1.1113 |
-0.0002 |
0.0% |
1.1201 |
| Low |
1.1040 |
1.1058 |
0.0018 |
0.2% |
1.1033 |
| Close |
1.1115 |
1.1071 |
-0.0044 |
-0.4% |
1.1034 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0168 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
74 |
10 |
-64 |
-86.5% |
371 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1213 |
1.1101 |
|
| R3 |
1.1191 |
1.1158 |
1.1086 |
|
| R2 |
1.1136 |
1.1136 |
1.1081 |
|
| R1 |
1.1103 |
1.1103 |
1.1076 |
1.1092 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1075 |
| S1 |
1.1048 |
1.1048 |
1.1066 |
1.1037 |
| S2 |
1.1026 |
1.1026 |
1.1061 |
|
| S3 |
1.0971 |
1.0993 |
1.1056 |
|
| S4 |
1.0916 |
1.0938 |
1.1041 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1482 |
1.1126 |
|
| R3 |
1.1425 |
1.1314 |
1.1080 |
|
| R2 |
1.1257 |
1.1257 |
1.1065 |
|
| R1 |
1.1146 |
1.1146 |
1.1049 |
1.1118 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1075 |
| S1 |
1.0978 |
1.0978 |
1.1019 |
1.0950 |
| S2 |
1.0921 |
1.0921 |
1.1003 |
|
| S3 |
1.0753 |
1.0810 |
1.0988 |
|
| S4 |
1.0585 |
1.0642 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0076 |
0.7% |
23% |
False |
False |
65 |
| 10 |
1.1237 |
1.0958 |
0.0279 |
2.5% |
0.0074 |
0.7% |
41% |
False |
False |
50 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0064 |
0.6% |
43% |
False |
False |
45 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0048 |
0.4% |
33% |
False |
False |
29 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0033 |
0.3% |
45% |
False |
False |
19 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.2% |
0.0025 |
0.2% |
45% |
False |
False |
15 |
| 100 |
1.1323 |
1.0779 |
0.0544 |
4.9% |
0.0020 |
0.2% |
54% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1257 |
|
1.618 |
1.1202 |
|
1.000 |
1.1168 |
|
0.618 |
1.1147 |
|
HIGH |
1.1113 |
|
0.618 |
1.1092 |
|
0.500 |
1.1086 |
|
0.382 |
1.1079 |
|
LOW |
1.1058 |
|
0.618 |
1.1024 |
|
1.000 |
1.1003 |
|
1.618 |
1.0969 |
|
2.618 |
1.0914 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1074 |
| PP |
1.1081 |
1.1073 |
| S1 |
1.1076 |
1.1072 |
|