CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1213 |
0.0055 |
0.5% |
1.1040 |
| High |
1.1221 |
1.1254 |
0.0033 |
0.3% |
1.1221 |
| Low |
1.1131 |
1.1193 |
0.0062 |
0.6% |
1.0976 |
| Close |
1.1206 |
1.1232 |
0.0026 |
0.2% |
1.1206 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0245 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
43,936 |
25,425 |
-18,511 |
-42.1% |
206,130 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1409 |
1.1382 |
1.1266 |
|
| R3 |
1.1348 |
1.1321 |
1.1249 |
|
| R2 |
1.1287 |
1.1287 |
1.1243 |
|
| R1 |
1.1260 |
1.1260 |
1.1238 |
1.1274 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1233 |
| S1 |
1.1199 |
1.1199 |
1.1226 |
1.1213 |
| S2 |
1.1165 |
1.1165 |
1.1221 |
|
| S3 |
1.1104 |
1.1138 |
1.1215 |
|
| S4 |
1.1043 |
1.1077 |
1.1198 |
|
|
| 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 |
1.1254 |
1.0989 |
0.0265 |
2.4% |
0.0089 |
0.8% |
92% |
True |
False |
38,963 |
| 10 |
1.1254 |
1.0952 |
0.0302 |
2.7% |
0.0082 |
0.7% |
93% |
True |
False |
34,349 |
| 20 |
1.1254 |
1.0834 |
0.0420 |
3.7% |
0.0082 |
0.7% |
95% |
True |
False |
31,820 |
| 40 |
1.1254 |
1.0804 |
0.0450 |
4.0% |
0.0085 |
0.8% |
95% |
True |
False |
32,413 |
| 60 |
1.1254 |
1.0770 |
0.0484 |
4.3% |
0.0083 |
0.7% |
95% |
True |
False |
31,286 |
| 80 |
1.1254 |
1.0584 |
0.0670 |
6.0% |
0.0081 |
0.7% |
97% |
True |
False |
24,563 |
| 100 |
1.1254 |
1.0584 |
0.0670 |
6.0% |
0.0076 |
0.7% |
97% |
True |
False |
19,655 |
| 120 |
1.1254 |
1.0298 |
0.0956 |
8.5% |
0.0071 |
0.6% |
98% |
True |
False |
16,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1414 |
|
1.618 |
1.1353 |
|
1.000 |
1.1315 |
|
0.618 |
1.1292 |
|
HIGH |
1.1254 |
|
0.618 |
1.1231 |
|
0.500 |
1.1224 |
|
0.382 |
1.1216 |
|
LOW |
1.1193 |
|
0.618 |
1.1155 |
|
1.000 |
1.1132 |
|
1.618 |
1.1094 |
|
2.618 |
1.1033 |
|
4.250 |
1.0934 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1206 |
| PP |
1.1226 |
1.1179 |
| S1 |
1.1224 |
1.1153 |
|