CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1266 |
0.0037 |
0.3% |
1.1170 |
| High |
1.1294 |
1.1285 |
-0.0009 |
-0.1% |
1.1373 |
| Low |
1.1202 |
1.1199 |
-0.0003 |
0.0% |
1.1152 |
| Close |
1.1277 |
1.1257 |
-0.0020 |
-0.2% |
1.1211 |
| Range |
0.0092 |
0.0086 |
-0.0006 |
-6.5% |
0.0221 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.2% |
0.0000 |
| Volume |
17,852 |
17,167 |
-685 |
-3.8% |
59,053 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1467 |
1.1304 |
|
| R3 |
1.1419 |
1.1381 |
1.1281 |
|
| R2 |
1.1333 |
1.1333 |
1.1273 |
|
| R1 |
1.1295 |
1.1295 |
1.1265 |
1.1271 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1235 |
| S1 |
1.1209 |
1.1209 |
1.1249 |
1.1185 |
| S2 |
1.1161 |
1.1161 |
1.1241 |
|
| S3 |
1.1075 |
1.1123 |
1.1233 |
|
| S4 |
1.0989 |
1.1037 |
1.1210 |
|
|
| 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 |
1.1152 |
0.0221 |
2.0% |
0.0092 |
0.8% |
48% |
False |
False |
15,573 |
| 10 |
1.1373 |
1.1118 |
0.0255 |
2.3% |
0.0097 |
0.9% |
55% |
False |
False |
21,523 |
| 20 |
1.1373 |
1.1004 |
0.0369 |
3.3% |
0.0086 |
0.8% |
69% |
False |
False |
17,627 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0076 |
0.7% |
79% |
False |
False |
8,898 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0068 |
0.6% |
79% |
False |
False |
5,943 |
| 80 |
1.1373 |
1.0715 |
0.0658 |
5.8% |
0.0057 |
0.5% |
82% |
False |
False |
4,459 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0046 |
0.4% |
85% |
False |
False |
3,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1510 |
|
1.618 |
1.1424 |
|
1.000 |
1.1371 |
|
0.618 |
1.1338 |
|
HIGH |
1.1285 |
|
0.618 |
1.1252 |
|
0.500 |
1.1242 |
|
0.382 |
1.1232 |
|
LOW |
1.1199 |
|
0.618 |
1.1146 |
|
1.000 |
1.1113 |
|
1.618 |
1.1060 |
|
2.618 |
1.0974 |
|
4.250 |
1.0834 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1252 |
1.1267 |
| PP |
1.1247 |
1.1263 |
| S1 |
1.1242 |
1.1260 |
|