CME Swiss Franc Future March 2014
| 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 |
1.1168 |
1.1228 |
0.0060 |
0.5% |
1.1037 |
| High |
1.1234 |
1.1254 |
0.0020 |
0.2% |
1.1234 |
| Low |
1.1145 |
1.1207 |
0.0062 |
0.6% |
1.0993 |
| Close |
1.1218 |
1.1243 |
0.0025 |
0.2% |
1.1218 |
| Range |
0.0089 |
0.0047 |
-0.0042 |
-47.2% |
0.0241 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
10,502 |
6,129 |
-4,373 |
-41.6% |
18,665 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1376 |
1.1356 |
1.1269 |
|
| R3 |
1.1329 |
1.1309 |
1.1256 |
|
| R2 |
1.1282 |
1.1282 |
1.1252 |
|
| R1 |
1.1262 |
1.1262 |
1.1247 |
1.1272 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1240 |
| S1 |
1.1215 |
1.1215 |
1.1239 |
1.1225 |
| S2 |
1.1188 |
1.1188 |
1.1234 |
|
| S3 |
1.1141 |
1.1168 |
1.1230 |
|
| S4 |
1.1094 |
1.1121 |
1.1217 |
|
|
| 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 |
1.1254 |
1.1004 |
0.0250 |
2.2% |
0.0083 |
0.7% |
96% |
True |
False |
4,506 |
| 10 |
1.1254 |
1.0961 |
0.0293 |
2.6% |
0.0078 |
0.7% |
96% |
True |
False |
2,526 |
| 20 |
1.1254 |
1.0850 |
0.0404 |
3.6% |
0.0069 |
0.6% |
97% |
True |
False |
1,288 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.8% |
0.0067 |
0.6% |
96% |
False |
False |
661 |
| 60 |
1.1260 |
1.0797 |
0.0463 |
4.1% |
0.0053 |
0.5% |
96% |
False |
False |
445 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
5.9% |
0.0041 |
0.4% |
97% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1377 |
|
1.618 |
1.1330 |
|
1.000 |
1.1301 |
|
0.618 |
1.1283 |
|
HIGH |
1.1254 |
|
0.618 |
1.1236 |
|
0.500 |
1.1231 |
|
0.382 |
1.1225 |
|
LOW |
1.1207 |
|
0.618 |
1.1178 |
|
1.000 |
1.1160 |
|
1.618 |
1.1131 |
|
2.618 |
1.1084 |
|
4.250 |
1.1007 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1239 |
1.1215 |
| PP |
1.1235 |
1.1187 |
| S1 |
1.1231 |
1.1159 |
|