CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1181 |
-0.0130 |
-1.1% |
1.1228 |
| High |
1.1331 |
1.1273 |
-0.0058 |
-0.5% |
1.1324 |
| Low |
1.1181 |
1.1135 |
-0.0046 |
-0.4% |
1.1207 |
| Close |
1.1273 |
1.1138 |
-0.0135 |
-1.2% |
1.1246 |
| Range |
0.0150 |
0.0138 |
-0.0012 |
-8.0% |
0.0117 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.7% |
0.0000 |
| Volume |
42,120 |
32,184 |
-9,936 |
-23.6% |
97,928 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1505 |
1.1214 |
|
| R3 |
1.1458 |
1.1367 |
1.1176 |
|
| R2 |
1.1320 |
1.1320 |
1.1163 |
|
| R1 |
1.1229 |
1.1229 |
1.1151 |
1.1206 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1170 |
| S1 |
1.1091 |
1.1091 |
1.1125 |
1.1068 |
| S2 |
1.1044 |
1.1044 |
1.1113 |
|
| S3 |
1.0906 |
1.0953 |
1.1100 |
|
| S4 |
1.0768 |
1.0815 |
1.1062 |
|
|
| 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 |
1.1135 |
0.0198 |
1.8% |
0.0097 |
0.9% |
2% |
False |
True |
30,047 |
| 10 |
1.1333 |
1.1135 |
0.0198 |
1.8% |
0.0083 |
0.7% |
2% |
False |
True |
22,855 |
| 20 |
1.1333 |
1.0895 |
0.0438 |
3.9% |
0.0081 |
0.7% |
55% |
False |
False |
11,869 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0071 |
0.6% |
61% |
False |
False |
5,951 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0062 |
0.6% |
61% |
False |
False |
3,976 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.6% |
0.0049 |
0.4% |
73% |
False |
False |
2,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1860 |
|
2.618 |
1.1634 |
|
1.618 |
1.1496 |
|
1.000 |
1.1411 |
|
0.618 |
1.1358 |
|
HIGH |
1.1273 |
|
0.618 |
1.1220 |
|
0.500 |
1.1204 |
|
0.382 |
1.1188 |
|
LOW |
1.1135 |
|
0.618 |
1.1050 |
|
1.000 |
1.0997 |
|
1.618 |
1.0912 |
|
2.618 |
1.0774 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1204 |
1.1234 |
| PP |
1.1182 |
1.1202 |
| S1 |
1.1160 |
1.1170 |
|