CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1002 |
-0.0038 |
-0.3% |
1.1031 |
| High |
1.1059 |
1.1087 |
0.0028 |
0.3% |
1.1077 |
| Low |
1.0976 |
1.0989 |
0.0013 |
0.1% |
1.0952 |
| Close |
1.1007 |
1.1055 |
0.0048 |
0.4% |
1.1028 |
| Range |
0.0083 |
0.0098 |
0.0015 |
18.1% |
0.0125 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.3% |
0.0000 |
| Volume |
36,737 |
31,156 |
-5,581 |
-15.2% |
111,935 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1294 |
1.1109 |
|
| R3 |
1.1240 |
1.1196 |
1.1082 |
|
| R2 |
1.1142 |
1.1142 |
1.1073 |
|
| R1 |
1.1098 |
1.1098 |
1.1064 |
1.1120 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1055 |
| S1 |
1.1000 |
1.1000 |
1.1046 |
1.1022 |
| S2 |
1.0946 |
1.0946 |
1.1037 |
|
| S3 |
1.0848 |
1.0902 |
1.1028 |
|
| S4 |
1.0750 |
1.0804 |
1.1001 |
|
|
| 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 |
1.1087 |
1.0967 |
0.0120 |
1.1% |
0.0077 |
0.7% |
73% |
True |
False |
30,469 |
| 10 |
1.1087 |
1.0879 |
0.0208 |
1.9% |
0.0084 |
0.8% |
85% |
True |
False |
31,464 |
| 20 |
1.1087 |
1.0804 |
0.0283 |
2.6% |
0.0085 |
0.8% |
89% |
True |
False |
31,938 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0085 |
0.8% |
56% |
False |
False |
31,374 |
| 60 |
1.1253 |
1.0680 |
0.0573 |
5.2% |
0.0082 |
0.7% |
65% |
False |
False |
29,783 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
70% |
False |
False |
22,519 |
| 100 |
1.1253 |
1.0525 |
0.0728 |
6.6% |
0.0075 |
0.7% |
73% |
False |
False |
18,019 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.6% |
0.0070 |
0.6% |
79% |
False |
False |
15,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1344 |
|
1.618 |
1.1246 |
|
1.000 |
1.1185 |
|
0.618 |
1.1148 |
|
HIGH |
1.1087 |
|
0.618 |
1.1050 |
|
0.500 |
1.1038 |
|
0.382 |
1.1026 |
|
LOW |
1.0989 |
|
0.618 |
1.0928 |
|
1.000 |
1.0891 |
|
1.618 |
1.0830 |
|
2.618 |
1.0732 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1049 |
1.1047 |
| PP |
1.1044 |
1.1039 |
| S1 |
1.1038 |
1.1032 |
|