CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1037 |
0.0017 |
0.2% |
1.1033 |
| High |
1.1081 |
1.1064 |
-0.0017 |
-0.2% |
1.1081 |
| Low |
1.0979 |
1.0993 |
0.0014 |
0.1% |
1.0961 |
| Close |
1.1037 |
1.1016 |
-0.0021 |
-0.2% |
1.1037 |
| Range |
0.0102 |
0.0071 |
-0.0031 |
-30.4% |
0.0120 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
182 |
2,262 |
2,080 |
1,142.9% |
471 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1198 |
1.1055 |
|
| R3 |
1.1166 |
1.1127 |
1.1036 |
|
| R2 |
1.1095 |
1.1095 |
1.1029 |
|
| R1 |
1.1056 |
1.1056 |
1.1023 |
1.1040 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1017 |
| S1 |
1.0985 |
1.0985 |
1.1009 |
1.0969 |
| S2 |
1.0953 |
1.0953 |
1.1003 |
|
| S3 |
1.0882 |
1.0914 |
1.0996 |
|
| S4 |
1.0811 |
1.0843 |
1.0977 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1332 |
1.1103 |
|
| R3 |
1.1266 |
1.1212 |
1.1070 |
|
| R2 |
1.1146 |
1.1146 |
1.1059 |
|
| R1 |
1.1092 |
1.1092 |
1.1048 |
1.1119 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1040 |
| S1 |
1.0972 |
1.0972 |
1.1026 |
1.0999 |
| S2 |
1.0906 |
1.0906 |
1.1015 |
|
| S3 |
1.0786 |
1.0852 |
1.1004 |
|
| S4 |
1.0666 |
1.0732 |
1.0971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0961 |
0.0120 |
1.1% |
0.0074 |
0.7% |
46% |
False |
False |
546 |
| 10 |
1.1081 |
1.0891 |
0.0190 |
1.7% |
0.0070 |
0.6% |
66% |
False |
False |
307 |
| 20 |
1.1081 |
1.0829 |
0.0252 |
2.3% |
0.0066 |
0.6% |
74% |
False |
False |
169 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0059 |
0.5% |
43% |
False |
False |
101 |
| 60 |
1.1260 |
1.0715 |
0.0545 |
4.9% |
0.0047 |
0.4% |
55% |
False |
False |
70 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0036 |
0.3% |
63% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1250 |
|
1.618 |
1.1179 |
|
1.000 |
1.1135 |
|
0.618 |
1.1108 |
|
HIGH |
1.1064 |
|
0.618 |
1.1037 |
|
0.500 |
1.1029 |
|
0.382 |
1.1020 |
|
LOW |
1.0993 |
|
0.618 |
1.0949 |
|
1.000 |
1.0922 |
|
1.618 |
1.0878 |
|
2.618 |
1.0807 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1030 |
| PP |
1.1024 |
1.1025 |
| S1 |
1.1020 |
1.1021 |
|