CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1083 |
0.0025 |
0.2% |
1.1031 |
| High |
1.1097 |
1.1166 |
0.0069 |
0.6% |
1.1077 |
| Low |
1.1018 |
1.1051 |
0.0033 |
0.3% |
1.0952 |
| Close |
1.1079 |
1.1163 |
0.0084 |
0.8% |
1.1028 |
| Range |
0.0079 |
0.0115 |
0.0036 |
45.6% |
0.0125 |
| ATR |
0.0083 |
0.0086 |
0.0002 |
2.7% |
0.0000 |
| Volume |
47,456 |
46,845 |
-611 |
-1.3% |
111,935 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1472 |
1.1432 |
1.1226 |
|
| R3 |
1.1357 |
1.1317 |
1.1195 |
|
| R2 |
1.1242 |
1.1242 |
1.1184 |
|
| R1 |
1.1202 |
1.1202 |
1.1174 |
1.1222 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1137 |
| S1 |
1.1087 |
1.1087 |
1.1152 |
1.1107 |
| S2 |
1.1012 |
1.1012 |
1.1142 |
|
| S3 |
1.0897 |
1.0972 |
1.1131 |
|
| S4 |
1.0782 |
1.0857 |
1.1100 |
|
|
| 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 |
1.1166 |
1.0976 |
0.0190 |
1.7% |
0.0089 |
0.8% |
98% |
True |
False |
39,234 |
| 10 |
1.1166 |
1.0885 |
0.0281 |
2.5% |
0.0084 |
0.8% |
99% |
True |
False |
33,998 |
| 20 |
1.1166 |
1.0804 |
0.0362 |
3.2% |
0.0089 |
0.8% |
99% |
True |
False |
33,983 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.0% |
0.0085 |
0.8% |
80% |
False |
False |
32,000 |
| 60 |
1.1253 |
1.0711 |
0.0542 |
4.9% |
0.0083 |
0.7% |
83% |
False |
False |
30,959 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0082 |
0.7% |
87% |
False |
False |
23,697 |
| 100 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0075 |
0.7% |
87% |
False |
False |
18,962 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.6% |
0.0071 |
0.6% |
91% |
False |
False |
15,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1655 |
|
2.618 |
1.1467 |
|
1.618 |
1.1352 |
|
1.000 |
1.1281 |
|
0.618 |
1.1237 |
|
HIGH |
1.1166 |
|
0.618 |
1.1122 |
|
0.500 |
1.1109 |
|
0.382 |
1.1095 |
|
LOW |
1.1051 |
|
0.618 |
1.0980 |
|
1.000 |
1.0936 |
|
1.618 |
1.0865 |
|
2.618 |
1.0750 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1145 |
1.1135 |
| PP |
1.1127 |
1.1106 |
| S1 |
1.1109 |
1.1078 |
|