CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.1168 |
1.1229 |
0.0061 |
0.5% |
1.1027 |
High |
1.1184 |
1.1229 |
0.0045 |
0.4% |
1.1229 |
Low |
1.1168 |
1.1229 |
0.0061 |
0.5% |
1.1027 |
Close |
1.1184 |
1.1229 |
0.0045 |
0.4% |
1.1229 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0202 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.3% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
7 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1229 |
1.1229 |
1.1229 |
|
R3 |
1.1229 |
1.1229 |
1.1229 |
|
R2 |
1.1229 |
1.1229 |
1.1229 |
|
R1 |
1.1229 |
1.1229 |
1.1229 |
1.1229 |
PP |
1.1229 |
1.1229 |
1.1229 |
1.1229 |
S1 |
1.1229 |
1.1229 |
1.1229 |
1.1229 |
S2 |
1.1229 |
1.1229 |
1.1229 |
|
S3 |
1.1229 |
1.1229 |
1.1229 |
|
S4 |
1.1229 |
1.1229 |
1.1229 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1768 |
1.1700 |
1.1340 |
|
R3 |
1.1566 |
1.1498 |
1.1285 |
|
R2 |
1.1364 |
1.1364 |
1.1266 |
|
R1 |
1.1296 |
1.1296 |
1.1248 |
1.1330 |
PP |
1.1162 |
1.1162 |
1.1162 |
1.1179 |
S1 |
1.1094 |
1.1094 |
1.1210 |
1.1128 |
S2 |
1.0960 |
1.0960 |
1.1192 |
|
S3 |
1.0758 |
1.0892 |
1.1173 |
|
S4 |
1.0556 |
1.0690 |
1.1118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1229 |
1.1027 |
0.0202 |
1.8% |
0.0005 |
0.0% |
100% |
True |
False |
1 |
10 |
1.1229 |
1.0986 |
0.0243 |
2.2% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
20 |
1.1229 |
1.0862 |
0.0367 |
3.3% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
40 |
1.1237 |
1.0862 |
0.0375 |
3.3% |
0.0002 |
0.0% |
98% |
False |
False |
1 |
60 |
1.1237 |
1.0792 |
0.0445 |
4.0% |
0.0001 |
0.0% |
98% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1229 |
2.618 |
1.1229 |
1.618 |
1.1229 |
1.000 |
1.1229 |
0.618 |
1.1229 |
HIGH |
1.1229 |
0.618 |
1.1229 |
0.500 |
1.1229 |
0.382 |
1.1229 |
LOW |
1.1229 |
0.618 |
1.1229 |
1.000 |
1.1229 |
1.618 |
1.1229 |
2.618 |
1.1229 |
4.250 |
1.1229 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1229 |
1.1208 |
PP |
1.1229 |
1.1186 |
S1 |
1.1229 |
1.1165 |
|