CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1184 |
1.1240 |
0.0056 |
0.5% |
1.1173 |
| High |
1.1300 |
1.1287 |
-0.0013 |
-0.1% |
1.1300 |
| Low |
1.1184 |
1.1240 |
0.0056 |
0.5% |
1.1172 |
| Close |
1.1221 |
1.1287 |
0.0066 |
0.6% |
1.1221 |
| Range |
0.0116 |
0.0047 |
-0.0069 |
-59.5% |
0.0128 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.8% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
43 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1397 |
1.1313 |
|
| R3 |
1.1365 |
1.1350 |
1.1300 |
|
| R2 |
1.1318 |
1.1318 |
1.1296 |
|
| R1 |
1.1303 |
1.1303 |
1.1291 |
1.1311 |
| PP |
1.1271 |
1.1271 |
1.1271 |
1.1275 |
| S1 |
1.1256 |
1.1256 |
1.1283 |
1.1264 |
| S2 |
1.1224 |
1.1224 |
1.1278 |
|
| S3 |
1.1177 |
1.1209 |
1.1274 |
|
| S4 |
1.1130 |
1.1162 |
1.1261 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1546 |
1.1291 |
|
| R3 |
1.1487 |
1.1418 |
1.1256 |
|
| R2 |
1.1359 |
1.1359 |
1.1244 |
|
| R1 |
1.1290 |
1.1290 |
1.1233 |
1.1325 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1248 |
| S1 |
1.1162 |
1.1162 |
1.1209 |
1.1197 |
| S2 |
1.1103 |
1.1103 |
1.1198 |
|
| S3 |
1.0975 |
1.1034 |
1.1186 |
|
| S4 |
1.0847 |
1.0906 |
1.1151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1172 |
0.0128 |
1.1% |
0.0045 |
0.4% |
90% |
False |
False |
10 |
| 10 |
1.1323 |
1.1136 |
0.0187 |
1.7% |
0.0040 |
0.4% |
81% |
False |
False |
8 |
| 20 |
1.1323 |
1.1027 |
0.0296 |
2.6% |
0.0021 |
0.2% |
88% |
False |
False |
4 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0012 |
0.1% |
92% |
False |
False |
2 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0008 |
0.1% |
92% |
False |
False |
2 |
| 80 |
1.1323 |
1.0695 |
0.0628 |
5.6% |
0.0006 |
0.1% |
94% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1410 |
|
1.618 |
1.1363 |
|
1.000 |
1.1334 |
|
0.618 |
1.1316 |
|
HIGH |
1.1287 |
|
0.618 |
1.1269 |
|
0.500 |
1.1264 |
|
0.382 |
1.1258 |
|
LOW |
1.1240 |
|
0.618 |
1.1211 |
|
1.000 |
1.1193 |
|
1.618 |
1.1164 |
|
2.618 |
1.1117 |
|
4.250 |
1.1040 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1270 |
| PP |
1.1271 |
1.1253 |
| S1 |
1.1264 |
1.1236 |
|