CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1213 |
1.1231 |
0.0018 |
0.2% |
1.1040 |
| High |
1.1254 |
1.1300 |
0.0046 |
0.4% |
1.1221 |
| Low |
1.1193 |
1.1226 |
0.0033 |
0.3% |
1.0976 |
| Close |
1.1232 |
1.1272 |
0.0040 |
0.4% |
1.1206 |
| Range |
0.0061 |
0.0074 |
0.0013 |
21.3% |
0.0245 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
25,425 |
36,398 |
10,973 |
43.2% |
206,130 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1454 |
1.1313 |
|
| R3 |
1.1414 |
1.1380 |
1.1292 |
|
| R2 |
1.1340 |
1.1340 |
1.1286 |
|
| R1 |
1.1306 |
1.1306 |
1.1279 |
1.1323 |
| PP |
1.1266 |
1.1266 |
1.1266 |
1.1275 |
| S1 |
1.1232 |
1.1232 |
1.1265 |
1.1249 |
| S2 |
1.1192 |
1.1192 |
1.1258 |
|
| S3 |
1.1118 |
1.1158 |
1.1252 |
|
| S4 |
1.1044 |
1.1084 |
1.1231 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1869 |
1.1783 |
1.1341 |
|
| R3 |
1.1624 |
1.1538 |
1.1273 |
|
| R2 |
1.1379 |
1.1379 |
1.1251 |
|
| R1 |
1.1293 |
1.1293 |
1.1228 |
1.1336 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1156 |
| S1 |
1.1048 |
1.1048 |
1.1184 |
1.1091 |
| S2 |
1.0889 |
1.0889 |
1.1161 |
|
| S3 |
1.0644 |
1.0803 |
1.1139 |
|
| S4 |
1.0399 |
1.0558 |
1.1071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1018 |
0.0282 |
2.5% |
0.0084 |
0.7% |
90% |
True |
False |
40,012 |
| 10 |
1.1300 |
1.0967 |
0.0333 |
3.0% |
0.0081 |
0.7% |
92% |
True |
False |
35,240 |
| 20 |
1.1300 |
1.0841 |
0.0459 |
4.1% |
0.0083 |
0.7% |
94% |
True |
False |
32,561 |
| 40 |
1.1300 |
1.0804 |
0.0496 |
4.4% |
0.0085 |
0.8% |
94% |
True |
False |
32,774 |
| 60 |
1.1300 |
1.0784 |
0.0516 |
4.6% |
0.0083 |
0.7% |
95% |
True |
False |
31,482 |
| 80 |
1.1300 |
1.0584 |
0.0716 |
6.4% |
0.0081 |
0.7% |
96% |
True |
False |
25,018 |
| 100 |
1.1300 |
1.0584 |
0.0716 |
6.4% |
0.0077 |
0.7% |
96% |
True |
False |
20,019 |
| 120 |
1.1300 |
1.0298 |
0.1002 |
8.9% |
0.0071 |
0.6% |
97% |
True |
False |
16,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1494 |
|
1.618 |
1.1420 |
|
1.000 |
1.1374 |
|
0.618 |
1.1346 |
|
HIGH |
1.1300 |
|
0.618 |
1.1272 |
|
0.500 |
1.1263 |
|
0.382 |
1.1254 |
|
LOW |
1.1226 |
|
0.618 |
1.1180 |
|
1.000 |
1.1152 |
|
1.618 |
1.1106 |
|
2.618 |
1.1032 |
|
4.250 |
1.0912 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1253 |
| PP |
1.1266 |
1.1234 |
| S1 |
1.1263 |
1.1216 |
|