CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1158 |
0.0075 |
0.7% |
1.1040 |
| High |
1.1166 |
1.1221 |
0.0055 |
0.5% |
1.1221 |
| Low |
1.1051 |
1.1131 |
0.0080 |
0.7% |
1.0976 |
| Close |
1.1163 |
1.1206 |
0.0043 |
0.4% |
1.1206 |
| Range |
0.0115 |
0.0090 |
-0.0025 |
-21.7% |
0.0245 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.4% |
0.0000 |
| Volume |
46,845 |
43,936 |
-2,909 |
-6.2% |
206,130 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1421 |
1.1256 |
|
| R3 |
1.1366 |
1.1331 |
1.1231 |
|
| R2 |
1.1276 |
1.1276 |
1.1223 |
|
| R1 |
1.1241 |
1.1241 |
1.1214 |
1.1259 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1195 |
| S1 |
1.1151 |
1.1151 |
1.1198 |
1.1169 |
| S2 |
1.1096 |
1.1096 |
1.1190 |
|
| S3 |
1.1006 |
1.1061 |
1.1181 |
|
| S4 |
1.0916 |
1.0971 |
1.1157 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1869 |
1.1783 |
1.1341 |
|
| R3 |
1.1624 |
1.1538 |
1.1273 |
|
| R2 |
1.1379 |
1.1379 |
1.1251 |
|
| R1 |
1.1293 |
1.1293 |
1.1228 |
1.1336 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1156 |
| S1 |
1.1048 |
1.1048 |
1.1184 |
1.1091 |
| S2 |
1.0889 |
1.0889 |
1.1161 |
|
| S3 |
1.0644 |
1.0803 |
1.1139 |
|
| S4 |
1.0399 |
1.0558 |
1.1071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1221 |
1.0976 |
0.0245 |
2.2% |
0.0093 |
0.8% |
94% |
True |
False |
41,226 |
| 10 |
1.1221 |
1.0930 |
0.0291 |
2.6% |
0.0086 |
0.8% |
95% |
True |
False |
35,058 |
| 20 |
1.1221 |
1.0817 |
0.0404 |
3.6% |
0.0085 |
0.8% |
96% |
True |
False |
33,054 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.0% |
0.0086 |
0.8% |
90% |
False |
False |
32,488 |
| 60 |
1.1253 |
1.0711 |
0.0542 |
4.8% |
0.0083 |
0.7% |
91% |
False |
False |
31,415 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0082 |
0.7% |
93% |
False |
False |
24,246 |
| 100 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0076 |
0.7% |
93% |
False |
False |
19,401 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0072 |
0.6% |
95% |
False |
False |
16,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1457 |
|
1.618 |
1.1367 |
|
1.000 |
1.1311 |
|
0.618 |
1.1277 |
|
HIGH |
1.1221 |
|
0.618 |
1.1187 |
|
0.500 |
1.1176 |
|
0.382 |
1.1165 |
|
LOW |
1.1131 |
|
0.618 |
1.1075 |
|
1.000 |
1.1041 |
|
1.618 |
1.0985 |
|
2.618 |
1.0895 |
|
4.250 |
1.0749 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1196 |
1.1177 |
| PP |
1.1186 |
1.1148 |
| S1 |
1.1176 |
1.1120 |
|