CME Swiss Franc Future March 2014
| 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 |
1.1093 |
1.1168 |
0.0075 |
0.7% |
1.1037 |
| High |
1.1176 |
1.1234 |
0.0058 |
0.5% |
1.1234 |
| Low |
1.1063 |
1.1145 |
0.0082 |
0.7% |
1.0993 |
| Close |
1.1174 |
1.1218 |
0.0044 |
0.4% |
1.1218 |
| Range |
0.0113 |
0.0089 |
-0.0024 |
-21.2% |
0.0241 |
| ATR |
0.0073 |
0.0075 |
0.0001 |
1.5% |
0.0000 |
| Volume |
3,535 |
10,502 |
6,967 |
197.1% |
18,665 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1466 |
1.1431 |
1.1267 |
|
| R3 |
1.1377 |
1.1342 |
1.1242 |
|
| R2 |
1.1288 |
1.1288 |
1.1234 |
|
| R1 |
1.1253 |
1.1253 |
1.1226 |
1.1271 |
| PP |
1.1199 |
1.1199 |
1.1199 |
1.1208 |
| S1 |
1.1164 |
1.1164 |
1.1210 |
1.1182 |
| S2 |
1.1110 |
1.1110 |
1.1202 |
|
| S3 |
1.1021 |
1.1075 |
1.1194 |
|
| S4 |
1.0932 |
1.0986 |
1.1169 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1871 |
1.1786 |
1.1351 |
|
| R3 |
1.1630 |
1.1545 |
1.1284 |
|
| R2 |
1.1389 |
1.1389 |
1.1262 |
|
| R1 |
1.1304 |
1.1304 |
1.1240 |
1.1347 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1170 |
| S1 |
1.1063 |
1.1063 |
1.1196 |
1.1106 |
| S2 |
1.0907 |
1.0907 |
1.1174 |
|
| S3 |
1.0666 |
1.0822 |
1.1152 |
|
| S4 |
1.0425 |
1.0581 |
1.1085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1234 |
1.0993 |
0.0241 |
2.1% |
0.0087 |
0.8% |
93% |
True |
False |
3,733 |
| 10 |
1.1234 |
1.0952 |
0.0282 |
2.5% |
0.0082 |
0.7% |
94% |
True |
False |
1,927 |
| 20 |
1.1234 |
1.0829 |
0.0405 |
3.6% |
0.0072 |
0.6% |
96% |
True |
False |
987 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.8% |
0.0066 |
0.6% |
90% |
False |
False |
508 |
| 60 |
1.1260 |
1.0780 |
0.0480 |
4.3% |
0.0052 |
0.5% |
91% |
False |
False |
343 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
5.9% |
0.0040 |
0.4% |
94% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1612 |
|
2.618 |
1.1467 |
|
1.618 |
1.1378 |
|
1.000 |
1.1323 |
|
0.618 |
1.1289 |
|
HIGH |
1.1234 |
|
0.618 |
1.1200 |
|
0.500 |
1.1190 |
|
0.382 |
1.1179 |
|
LOW |
1.1145 |
|
0.618 |
1.1090 |
|
1.000 |
1.1056 |
|
1.618 |
1.1001 |
|
2.618 |
1.0912 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1189 |
| PP |
1.1199 |
1.1161 |
| S1 |
1.1190 |
1.1132 |
|