CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1267 |
0.0036 |
0.3% |
1.1040 |
| High |
1.1300 |
1.1313 |
0.0013 |
0.1% |
1.1221 |
| Low |
1.1226 |
1.1253 |
0.0027 |
0.2% |
1.0976 |
| Close |
1.1272 |
1.1278 |
0.0006 |
0.1% |
1.1206 |
| Range |
0.0074 |
0.0060 |
-0.0014 |
-18.9% |
0.0245 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
36,398 |
39,113 |
2,715 |
7.5% |
206,130 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1430 |
1.1311 |
|
| R3 |
1.1401 |
1.1370 |
1.1295 |
|
| R2 |
1.1341 |
1.1341 |
1.1289 |
|
| R1 |
1.1310 |
1.1310 |
1.1284 |
1.1326 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1289 |
| S1 |
1.1250 |
1.1250 |
1.1273 |
1.1266 |
| S2 |
1.1221 |
1.1221 |
1.1267 |
|
| S3 |
1.1161 |
1.1190 |
1.1262 |
|
| S4 |
1.1101 |
1.1130 |
1.1245 |
|
|
| 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 |
1.1313 |
1.1051 |
0.0262 |
2.3% |
0.0080 |
0.7% |
87% |
True |
False |
38,343 |
| 10 |
1.1313 |
1.0976 |
0.0337 |
3.0% |
0.0080 |
0.7% |
90% |
True |
False |
36,645 |
| 20 |
1.1313 |
1.0871 |
0.0442 |
3.9% |
0.0082 |
0.7% |
92% |
True |
False |
32,999 |
| 40 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0084 |
0.7% |
93% |
True |
False |
32,686 |
| 60 |
1.1313 |
1.0797 |
0.0516 |
4.6% |
0.0084 |
0.7% |
93% |
True |
False |
31,835 |
| 80 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0081 |
0.7% |
95% |
True |
False |
25,505 |
| 100 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0077 |
0.7% |
95% |
True |
False |
20,410 |
| 120 |
1.1313 |
1.0298 |
0.1015 |
9.0% |
0.0071 |
0.6% |
97% |
True |
False |
17,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1470 |
|
1.618 |
1.1410 |
|
1.000 |
1.1373 |
|
0.618 |
1.1350 |
|
HIGH |
1.1313 |
|
0.618 |
1.1290 |
|
0.500 |
1.1283 |
|
0.382 |
1.1276 |
|
LOW |
1.1253 |
|
0.618 |
1.1216 |
|
1.000 |
1.1193 |
|
1.618 |
1.1156 |
|
2.618 |
1.1096 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1270 |
| PP |
1.1281 |
1.1261 |
| S1 |
1.1280 |
1.1253 |
|