CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1294 |
0.0014 |
0.1% |
1.1037 |
| High |
1.1324 |
1.1314 |
-0.0010 |
-0.1% |
1.1234 |
| Low |
1.1265 |
1.1235 |
-0.0030 |
-0.3% |
1.0993 |
| Close |
1.1289 |
1.1253 |
-0.0036 |
-0.3% |
1.1218 |
| Range |
0.0059 |
0.0079 |
0.0020 |
33.9% |
0.0241 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
0.7% |
0.0000 |
| Volume |
19,802 |
26,835 |
7,033 |
35.5% |
18,665 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1458 |
1.1296 |
|
| R3 |
1.1425 |
1.1379 |
1.1275 |
|
| R2 |
1.1346 |
1.1346 |
1.1267 |
|
| R1 |
1.1300 |
1.1300 |
1.1260 |
1.1284 |
| PP |
1.1267 |
1.1267 |
1.1267 |
1.1259 |
| S1 |
1.1221 |
1.1221 |
1.1246 |
1.1205 |
| S2 |
1.1188 |
1.1188 |
1.1239 |
|
| S3 |
1.1109 |
1.1142 |
1.1231 |
|
| S4 |
1.1030 |
1.1063 |
1.1210 |
|
|
| 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 |
1.1145 |
0.0179 |
1.6% |
0.0069 |
0.6% |
60% |
False |
False |
15,664 |
| 10 |
1.1324 |
1.0979 |
0.0345 |
3.1% |
0.0080 |
0.7% |
79% |
False |
False |
8,666 |
| 20 |
1.1324 |
1.0891 |
0.0433 |
3.8% |
0.0072 |
0.6% |
84% |
False |
False |
4,369 |
| 40 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0068 |
0.6% |
86% |
False |
False |
2,201 |
| 60 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0055 |
0.5% |
86% |
False |
False |
1,473 |
| 80 |
1.1324 |
1.0602 |
0.0722 |
6.4% |
0.0043 |
0.4% |
90% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1521 |
|
1.618 |
1.1442 |
|
1.000 |
1.1393 |
|
0.618 |
1.1363 |
|
HIGH |
1.1314 |
|
0.618 |
1.1284 |
|
0.500 |
1.1275 |
|
0.382 |
1.1265 |
|
LOW |
1.1235 |
|
0.618 |
1.1186 |
|
1.000 |
1.1156 |
|
1.618 |
1.1107 |
|
2.618 |
1.1028 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1275 |
1.1280 |
| PP |
1.1267 |
1.1271 |
| S1 |
1.1260 |
1.1262 |
|