CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1245 |
-0.0037 |
-0.3% |
1.1213 |
| High |
1.1302 |
1.1258 |
-0.0044 |
-0.4% |
1.1313 |
| Low |
1.1224 |
1.1215 |
-0.0009 |
-0.1% |
1.1193 |
| Close |
1.1242 |
1.1236 |
-0.0006 |
-0.1% |
1.1236 |
| Range |
0.0078 |
0.0043 |
-0.0035 |
-44.9% |
0.0120 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
36,593 |
7,786 |
-28,807 |
-78.7% |
145,315 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1344 |
1.1260 |
|
| R3 |
1.1322 |
1.1301 |
1.1248 |
|
| R2 |
1.1279 |
1.1279 |
1.1244 |
|
| R1 |
1.1258 |
1.1258 |
1.1240 |
1.1247 |
| PP |
1.1236 |
1.1236 |
1.1236 |
1.1231 |
| S1 |
1.1215 |
1.1215 |
1.1232 |
1.1204 |
| S2 |
1.1193 |
1.1193 |
1.1228 |
|
| S3 |
1.1150 |
1.1172 |
1.1224 |
|
| S4 |
1.1107 |
1.1129 |
1.1212 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1542 |
1.1302 |
|
| R3 |
1.1487 |
1.1422 |
1.1269 |
|
| R2 |
1.1367 |
1.1367 |
1.1258 |
|
| R1 |
1.1302 |
1.1302 |
1.1247 |
1.1335 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1264 |
| S1 |
1.1182 |
1.1182 |
1.1225 |
1.1215 |
| S2 |
1.1127 |
1.1127 |
1.1214 |
|
| S3 |
1.1007 |
1.1062 |
1.1203 |
|
| S4 |
1.0887 |
1.0942 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1313 |
1.1193 |
0.0120 |
1.1% |
0.0063 |
0.6% |
36% |
False |
False |
29,063 |
| 10 |
1.1313 |
1.0976 |
0.0337 |
3.0% |
0.0078 |
0.7% |
77% |
False |
False |
35,144 |
| 20 |
1.1313 |
1.0879 |
0.0434 |
3.9% |
0.0080 |
0.7% |
82% |
False |
False |
32,319 |
| 40 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0080 |
0.7% |
85% |
False |
False |
31,796 |
| 60 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0081 |
0.7% |
85% |
False |
False |
31,058 |
| 80 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0080 |
0.7% |
89% |
False |
False |
26,059 |
| 100 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0077 |
0.7% |
89% |
False |
False |
20,854 |
| 120 |
1.1313 |
1.0298 |
0.1015 |
9.0% |
0.0072 |
0.6% |
92% |
False |
False |
17,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1371 |
|
1.618 |
1.1328 |
|
1.000 |
1.1301 |
|
0.618 |
1.1285 |
|
HIGH |
1.1258 |
|
0.618 |
1.1242 |
|
0.500 |
1.1237 |
|
0.382 |
1.1231 |
|
LOW |
1.1215 |
|
0.618 |
1.1188 |
|
1.000 |
1.1172 |
|
1.618 |
1.1145 |
|
2.618 |
1.1102 |
|
4.250 |
1.1032 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1264 |
| PP |
1.1236 |
1.1255 |
| S1 |
1.1236 |
1.1245 |
|