CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1058 |
0.0056 |
0.5% |
1.1031 |
| High |
1.1087 |
1.1097 |
0.0010 |
0.1% |
1.1077 |
| Low |
1.0989 |
1.1018 |
0.0029 |
0.3% |
1.0952 |
| Close |
1.1055 |
1.1079 |
0.0024 |
0.2% |
1.1028 |
| Range |
0.0098 |
0.0079 |
-0.0019 |
-19.4% |
0.0125 |
| ATR |
0.0084 |
0.0083 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
31,156 |
47,456 |
16,300 |
52.3% |
111,935 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1302 |
1.1269 |
1.1122 |
|
| R3 |
1.1223 |
1.1190 |
1.1101 |
|
| R2 |
1.1144 |
1.1144 |
1.1093 |
|
| R1 |
1.1111 |
1.1111 |
1.1086 |
1.1128 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1073 |
| S1 |
1.1032 |
1.1032 |
1.1072 |
1.1049 |
| S2 |
1.0986 |
1.0986 |
1.1065 |
|
| S3 |
1.0907 |
1.0953 |
1.1057 |
|
| S4 |
1.0828 |
1.0874 |
1.1036 |
|
|
| 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 |
1.1097 |
1.0976 |
0.0121 |
1.1% |
0.0079 |
0.7% |
85% |
True |
False |
34,947 |
| 10 |
1.1097 |
1.0879 |
0.0218 |
2.0% |
0.0087 |
0.8% |
92% |
True |
False |
33,520 |
| 20 |
1.1097 |
1.0804 |
0.0293 |
2.6% |
0.0086 |
0.8% |
94% |
True |
False |
32,782 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0085 |
0.8% |
61% |
False |
False |
31,906 |
| 60 |
1.1253 |
1.0680 |
0.0573 |
5.2% |
0.0083 |
0.7% |
70% |
False |
False |
30,435 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0081 |
0.7% |
74% |
False |
False |
23,112 |
| 100 |
1.1253 |
1.0556 |
0.0697 |
6.3% |
0.0075 |
0.7% |
75% |
False |
False |
18,493 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.6% |
0.0070 |
0.6% |
82% |
False |
False |
15,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1304 |
|
1.618 |
1.1225 |
|
1.000 |
1.1176 |
|
0.618 |
1.1146 |
|
HIGH |
1.1097 |
|
0.618 |
1.1067 |
|
0.500 |
1.1058 |
|
0.382 |
1.1048 |
|
LOW |
1.1018 |
|
0.618 |
1.0969 |
|
1.000 |
1.0939 |
|
1.618 |
1.0890 |
|
2.618 |
1.0811 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1065 |
| PP |
1.1065 |
1.1051 |
| S1 |
1.1058 |
1.1037 |
|