CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1280 |
0.0036 |
0.3% |
1.1037 |
| High |
1.1311 |
1.1324 |
0.0013 |
0.1% |
1.1234 |
| Low |
1.1238 |
1.1265 |
0.0027 |
0.2% |
1.0993 |
| Close |
1.1283 |
1.1289 |
0.0006 |
0.1% |
1.1218 |
| Range |
0.0073 |
0.0059 |
-0.0014 |
-19.2% |
0.0241 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
15,053 |
19,802 |
4,749 |
31.5% |
18,665 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1438 |
1.1321 |
|
| R3 |
1.1411 |
1.1379 |
1.1305 |
|
| R2 |
1.1352 |
1.1352 |
1.1300 |
|
| R1 |
1.1320 |
1.1320 |
1.1294 |
1.1336 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1301 |
| S1 |
1.1261 |
1.1261 |
1.1284 |
1.1277 |
| S2 |
1.1234 |
1.1234 |
1.1278 |
|
| S3 |
1.1175 |
1.1202 |
1.1273 |
|
| S4 |
1.1116 |
1.1143 |
1.1257 |
|
|
| 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 |
1.1324 |
1.1063 |
0.0261 |
2.3% |
0.0076 |
0.7% |
87% |
True |
False |
11,004 |
| 10 |
1.1324 |
1.0979 |
0.0345 |
3.1% |
0.0078 |
0.7% |
90% |
True |
False |
5,990 |
| 20 |
1.1324 |
1.0891 |
0.0433 |
3.8% |
0.0071 |
0.6% |
92% |
True |
False |
3,027 |
| 40 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0067 |
0.6% |
93% |
True |
False |
1,532 |
| 60 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0055 |
0.5% |
93% |
True |
False |
1,025 |
| 80 |
1.1324 |
1.0602 |
0.0722 |
6.4% |
0.0042 |
0.4% |
95% |
True |
False |
770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1478 |
|
1.618 |
1.1419 |
|
1.000 |
1.1383 |
|
0.618 |
1.1360 |
|
HIGH |
1.1324 |
|
0.618 |
1.1301 |
|
0.500 |
1.1295 |
|
0.382 |
1.1288 |
|
LOW |
1.1265 |
|
0.618 |
1.1229 |
|
1.000 |
1.1206 |
|
1.618 |
1.1170 |
|
2.618 |
1.1111 |
|
4.250 |
1.1014 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1281 |
| PP |
1.1293 |
1.1273 |
| S1 |
1.1291 |
1.1266 |
|