CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1067 |
1.1093 |
0.0026 |
0.2% |
1.1033 |
| High |
1.1102 |
1.1176 |
0.0074 |
0.7% |
1.1081 |
| Low |
1.1030 |
1.1063 |
0.0033 |
0.3% |
1.0961 |
| Close |
1.1089 |
1.1174 |
0.0085 |
0.8% |
1.1037 |
| Range |
0.0072 |
0.0113 |
0.0041 |
56.9% |
0.0120 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.3% |
0.0000 |
| Volume |
1,796 |
3,535 |
1,739 |
96.8% |
471 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1438 |
1.1236 |
|
| R3 |
1.1364 |
1.1325 |
1.1205 |
|
| R2 |
1.1251 |
1.1251 |
1.1195 |
|
| R1 |
1.1212 |
1.1212 |
1.1184 |
1.1232 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1147 |
| S1 |
1.1099 |
1.1099 |
1.1164 |
1.1119 |
| S2 |
1.1025 |
1.1025 |
1.1153 |
|
| S3 |
1.0912 |
1.0986 |
1.1143 |
|
| S4 |
1.0799 |
1.0873 |
1.1112 |
|
|
| 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 |
1.1176 |
1.0979 |
0.0197 |
1.8% |
0.0090 |
0.8% |
99% |
True |
False |
1,669 |
| 10 |
1.1176 |
1.0895 |
0.0281 |
2.5% |
0.0079 |
0.7% |
99% |
True |
False |
883 |
| 20 |
1.1176 |
1.0829 |
0.0347 |
3.1% |
0.0074 |
0.7% |
99% |
True |
False |
462 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0064 |
0.6% |
80% |
False |
False |
246 |
| 60 |
1.1260 |
1.0768 |
0.0492 |
4.4% |
0.0050 |
0.4% |
83% |
False |
False |
168 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
5.9% |
0.0039 |
0.3% |
87% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1472 |
|
1.618 |
1.1359 |
|
1.000 |
1.1289 |
|
0.618 |
1.1246 |
|
HIGH |
1.1176 |
|
0.618 |
1.1133 |
|
0.500 |
1.1120 |
|
0.382 |
1.1106 |
|
LOW |
1.1063 |
|
0.618 |
1.0993 |
|
1.000 |
1.0950 |
|
1.618 |
1.0880 |
|
2.618 |
1.0767 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1146 |
| PP |
1.1138 |
1.1118 |
| S1 |
1.1120 |
1.1090 |
|