CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.1256 |
1.1292 |
0.0036 |
0.3% |
1.1254 |
High |
1.1256 |
1.1292 |
0.0036 |
0.3% |
1.1299 |
Low |
1.1256 |
1.1292 |
0.0036 |
0.3% |
1.1254 |
Close |
1.1256 |
1.1292 |
0.0036 |
0.3% |
1.1256 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0037 |
0.0000 |
-0.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1292 |
1.1292 |
1.1292 |
|
R3 |
1.1292 |
1.1292 |
1.1292 |
|
R2 |
1.1292 |
1.1292 |
1.1292 |
|
R1 |
1.1292 |
1.1292 |
1.1292 |
1.1292 |
PP |
1.1292 |
1.1292 |
1.1292 |
1.1292 |
S1 |
1.1292 |
1.1292 |
1.1292 |
1.1292 |
S2 |
1.1292 |
1.1292 |
1.1292 |
|
S3 |
1.1292 |
1.1292 |
1.1292 |
|
S4 |
1.1292 |
1.1292 |
1.1292 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1405 |
1.1375 |
1.1281 |
|
R3 |
1.1360 |
1.1330 |
1.1268 |
|
R2 |
1.1315 |
1.1315 |
1.1264 |
|
R1 |
1.1285 |
1.1285 |
1.1260 |
1.1300 |
PP |
1.1270 |
1.1270 |
1.1270 |
1.1277 |
S1 |
1.1240 |
1.1240 |
1.1252 |
1.1255 |
S2 |
1.1225 |
1.1225 |
1.1248 |
|
S3 |
1.1180 |
1.1195 |
1.1244 |
|
S4 |
1.1135 |
1.1150 |
1.1231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1299 |
1.1256 |
0.0043 |
0.4% |
0.0000 |
0.0% |
84% |
False |
False |
1 |
10 |
1.1299 |
1.1075 |
0.0224 |
2.0% |
0.0003 |
0.0% |
97% |
False |
False |
1 |
20 |
1.1299 |
1.0912 |
0.0387 |
3.4% |
0.0001 |
0.0% |
98% |
False |
False |
1 |
40 |
1.1299 |
1.0862 |
0.0437 |
3.9% |
0.0002 |
0.0% |
98% |
False |
False |
1 |
60 |
1.1299 |
1.0862 |
0.0437 |
3.9% |
0.0001 |
0.0% |
98% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1292 |
2.618 |
1.1292 |
1.618 |
1.1292 |
1.000 |
1.1292 |
0.618 |
1.1292 |
HIGH |
1.1292 |
0.618 |
1.1292 |
0.500 |
1.1292 |
0.382 |
1.1292 |
LOW |
1.1292 |
0.618 |
1.1292 |
1.000 |
1.1292 |
1.618 |
1.1292 |
2.618 |
1.1292 |
4.250 |
1.1292 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1292 |
1.1286 |
PP |
1.1292 |
1.1280 |
S1 |
1.1292 |
1.1274 |
|