CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1311 |
0.0030 |
0.3% |
1.1228 |
| High |
1.1333 |
1.1331 |
-0.0002 |
0.0% |
1.1324 |
| Low |
1.1253 |
1.1181 |
-0.0072 |
-0.6% |
1.1207 |
| Close |
1.1309 |
1.1273 |
-0.0036 |
-0.3% |
1.1246 |
| Range |
0.0080 |
0.0150 |
0.0070 |
87.5% |
0.0117 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
7.9% |
0.0000 |
| Volume |
22,853 |
42,120 |
19,267 |
84.3% |
97,928 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1642 |
1.1356 |
|
| R3 |
1.1562 |
1.1492 |
1.1314 |
|
| R2 |
1.1412 |
1.1412 |
1.1301 |
|
| R1 |
1.1342 |
1.1342 |
1.1287 |
1.1302 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1242 |
| S1 |
1.1192 |
1.1192 |
1.1259 |
1.1152 |
| S2 |
1.1112 |
1.1112 |
1.1246 |
|
| S3 |
1.0962 |
1.1042 |
1.1232 |
|
| S4 |
1.0812 |
1.0892 |
1.1191 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1545 |
1.1310 |
|
| R3 |
1.1493 |
1.1428 |
1.1278 |
|
| R2 |
1.1376 |
1.1376 |
1.1267 |
|
| R1 |
1.1311 |
1.1311 |
1.1257 |
1.1344 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1275 |
| S1 |
1.1194 |
1.1194 |
1.1235 |
1.1227 |
| S2 |
1.1142 |
1.1142 |
1.1225 |
|
| S3 |
1.1025 |
1.1077 |
1.1214 |
|
| S4 |
1.0908 |
1.0960 |
1.1182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1333 |
1.1181 |
0.0152 |
1.3% |
0.0085 |
0.8% |
61% |
False |
True |
28,977 |
| 10 |
1.1333 |
1.1063 |
0.0270 |
2.4% |
0.0081 |
0.7% |
78% |
False |
False |
19,991 |
| 20 |
1.1333 |
1.0891 |
0.0442 |
3.9% |
0.0080 |
0.7% |
86% |
False |
False |
10,261 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0069 |
0.6% |
88% |
False |
False |
5,148 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0060 |
0.5% |
88% |
False |
False |
3,439 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0047 |
0.4% |
92% |
False |
False |
2,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1969 |
|
2.618 |
1.1724 |
|
1.618 |
1.1574 |
|
1.000 |
1.1481 |
|
0.618 |
1.1424 |
|
HIGH |
1.1331 |
|
0.618 |
1.1274 |
|
0.500 |
1.1256 |
|
0.382 |
1.1238 |
|
LOW |
1.1181 |
|
0.618 |
1.1088 |
|
1.000 |
1.1031 |
|
1.618 |
1.0938 |
|
2.618 |
1.0788 |
|
4.250 |
1.0544 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1268 |
| PP |
1.1262 |
1.1262 |
| S1 |
1.1256 |
1.1257 |
|