CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1169 |
1.1162 |
-0.0007 |
-0.1% |
1.1170 |
| High |
1.1181 |
1.1373 |
0.0192 |
1.7% |
1.1373 |
| Low |
1.1158 |
1.1160 |
0.0002 |
0.0% |
1.1152 |
| Close |
1.1164 |
1.1211 |
0.0047 |
0.4% |
1.1211 |
| Range |
0.0023 |
0.0213 |
0.0190 |
826.1% |
0.0221 |
| ATR |
0.0073 |
0.0083 |
0.0010 |
13.6% |
0.0000 |
| Volume |
4,057 |
31,230 |
27,173 |
669.8% |
59,053 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1762 |
1.1328 |
|
| R3 |
1.1674 |
1.1549 |
1.1270 |
|
| R2 |
1.1461 |
1.1461 |
1.1250 |
|
| R1 |
1.1336 |
1.1336 |
1.1231 |
1.1399 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1279 |
| S1 |
1.1123 |
1.1123 |
1.1191 |
1.1186 |
| S2 |
1.1035 |
1.1035 |
1.1172 |
|
| S3 |
1.0822 |
1.0910 |
1.1152 |
|
| S4 |
1.0609 |
1.0697 |
1.1094 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1781 |
1.1333 |
|
| R3 |
1.1687 |
1.1560 |
1.1272 |
|
| R2 |
1.1466 |
1.1466 |
1.1252 |
|
| R1 |
1.1339 |
1.1339 |
1.1231 |
1.1403 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1277 |
| S1 |
1.1118 |
1.1118 |
1.1191 |
1.1182 |
| S2 |
1.1024 |
1.1024 |
1.1170 |
|
| S3 |
1.0803 |
1.0897 |
1.1150 |
|
| S4 |
1.0582 |
1.0676 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1118 |
0.0255 |
2.3% |
0.0085 |
0.8% |
36% |
True |
False |
16,612 |
| 10 |
1.1373 |
1.1118 |
0.0255 |
2.3% |
0.0091 |
0.8% |
36% |
True |
False |
23,330 |
| 20 |
1.1373 |
1.0979 |
0.0394 |
3.5% |
0.0085 |
0.8% |
59% |
True |
False |
15,998 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0075 |
0.7% |
70% |
True |
False |
8,024 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.9% |
0.0066 |
0.6% |
70% |
True |
False |
5,359 |
| 80 |
1.1373 |
1.0602 |
0.0771 |
6.9% |
0.0054 |
0.5% |
79% |
True |
False |
4,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.1931 |
|
1.618 |
1.1718 |
|
1.000 |
1.1586 |
|
0.618 |
1.1505 |
|
HIGH |
1.1373 |
|
0.618 |
1.1292 |
|
0.500 |
1.1267 |
|
0.382 |
1.1241 |
|
LOW |
1.1160 |
|
0.618 |
1.1028 |
|
1.000 |
1.0947 |
|
1.618 |
1.0815 |
|
2.618 |
1.0602 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1263 |
| PP |
1.1248 |
1.1245 |
| S1 |
1.1230 |
1.1228 |
|