CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.1022 |
1.1040 |
0.0018 |
0.2% |
1.1031 |
High |
1.1077 |
1.1059 |
-0.0018 |
-0.2% |
1.1077 |
Low |
1.1006 |
1.0976 |
-0.0030 |
-0.3% |
1.0952 |
Close |
1.1028 |
1.1007 |
-0.0021 |
-0.2% |
1.1028 |
Range |
0.0071 |
0.0083 |
0.0012 |
16.9% |
0.0125 |
ATR |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0000 |
Volume |
33,976 |
36,737 |
2,761 |
8.1% |
111,935 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1263 |
1.1218 |
1.1053 |
|
R3 |
1.1180 |
1.1135 |
1.1030 |
|
R2 |
1.1097 |
1.1097 |
1.1022 |
|
R1 |
1.1052 |
1.1052 |
1.1015 |
1.1033 |
PP |
1.1014 |
1.1014 |
1.1014 |
1.1005 |
S1 |
1.0969 |
1.0969 |
1.0999 |
1.0950 |
S2 |
1.0931 |
1.0931 |
1.0992 |
|
S3 |
1.0848 |
1.0886 |
1.0984 |
|
S4 |
1.0765 |
1.0803 |
1.0961 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1394 |
1.1336 |
1.1097 |
|
R3 |
1.1269 |
1.1211 |
1.1062 |
|
R2 |
1.1144 |
1.1144 |
1.1051 |
|
R1 |
1.1086 |
1.1086 |
1.1039 |
1.1053 |
PP |
1.1019 |
1.1019 |
1.1019 |
1.1002 |
S1 |
1.0961 |
1.0961 |
1.1017 |
1.0928 |
S2 |
1.0894 |
1.0894 |
1.1005 |
|
S3 |
1.0769 |
1.0836 |
1.0994 |
|
S4 |
1.0644 |
1.0711 |
1.0959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1077 |
1.0952 |
0.0125 |
1.1% |
0.0075 |
0.7% |
44% |
False |
False |
29,734 |
10 |
1.1077 |
1.0879 |
0.0198 |
1.8% |
0.0082 |
0.7% |
65% |
False |
False |
30,841 |
20 |
1.1077 |
1.0804 |
0.0273 |
2.5% |
0.0084 |
0.8% |
74% |
False |
False |
31,585 |
40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0084 |
0.8% |
45% |
False |
False |
31,152 |
60 |
1.1253 |
1.0656 |
0.0597 |
5.4% |
0.0082 |
0.7% |
59% |
False |
False |
29,336 |
80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0080 |
0.7% |
63% |
False |
False |
22,131 |
100 |
1.1253 |
1.0525 |
0.0728 |
6.6% |
0.0074 |
0.7% |
66% |
False |
False |
17,708 |
120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0070 |
0.6% |
74% |
False |
False |
14,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1412 |
2.618 |
1.1276 |
1.618 |
1.1193 |
1.000 |
1.1142 |
0.618 |
1.1110 |
HIGH |
1.1059 |
0.618 |
1.1027 |
0.500 |
1.1018 |
0.382 |
1.1008 |
LOW |
1.0976 |
0.618 |
1.0925 |
1.000 |
1.0893 |
1.618 |
1.0842 |
2.618 |
1.0759 |
4.250 |
1.0623 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1018 |
1.1027 |
PP |
1.1014 |
1.1020 |
S1 |
1.1011 |
1.1014 |
|