CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1282 |
0.0015 |
0.1% |
1.1040 |
| High |
1.1313 |
1.1302 |
-0.0011 |
-0.1% |
1.1221 |
| Low |
1.1253 |
1.1224 |
-0.0029 |
-0.3% |
1.0976 |
| Close |
1.1278 |
1.1242 |
-0.0036 |
-0.3% |
1.1206 |
| Range |
0.0060 |
0.0078 |
0.0018 |
30.0% |
0.0245 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39,113 |
36,593 |
-2,520 |
-6.4% |
206,130 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1490 |
1.1444 |
1.1285 |
|
| R3 |
1.1412 |
1.1366 |
1.1263 |
|
| R2 |
1.1334 |
1.1334 |
1.1256 |
|
| R1 |
1.1288 |
1.1288 |
1.1249 |
1.1272 |
| PP |
1.1256 |
1.1256 |
1.1256 |
1.1248 |
| S1 |
1.1210 |
1.1210 |
1.1235 |
1.1194 |
| S2 |
1.1178 |
1.1178 |
1.1228 |
|
| S3 |
1.1100 |
1.1132 |
1.1221 |
|
| S4 |
1.1022 |
1.1054 |
1.1199 |
|
|
| 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 |
1.1131 |
0.0182 |
1.6% |
0.0073 |
0.6% |
61% |
False |
False |
36,293 |
| 10 |
1.1313 |
1.0976 |
0.0337 |
3.0% |
0.0081 |
0.7% |
79% |
False |
False |
37,763 |
| 20 |
1.1313 |
1.0879 |
0.0434 |
3.9% |
0.0081 |
0.7% |
84% |
False |
False |
33,430 |
| 40 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0083 |
0.7% |
86% |
False |
False |
32,629 |
| 60 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0082 |
0.7% |
86% |
False |
False |
31,640 |
| 80 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0081 |
0.7% |
90% |
False |
False |
25,963 |
| 100 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0077 |
0.7% |
90% |
False |
False |
20,776 |
| 120 |
1.1313 |
1.0298 |
0.1015 |
9.0% |
0.0071 |
0.6% |
93% |
False |
False |
17,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1634 |
|
2.618 |
1.1506 |
|
1.618 |
1.1428 |
|
1.000 |
1.1380 |
|
0.618 |
1.1350 |
|
HIGH |
1.1302 |
|
0.618 |
1.1272 |
|
0.500 |
1.1263 |
|
0.382 |
1.1254 |
|
LOW |
1.1224 |
|
0.618 |
1.1176 |
|
1.000 |
1.1146 |
|
1.618 |
1.1098 |
|
2.618 |
1.1020 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1269 |
| PP |
1.1256 |
1.1260 |
| S1 |
1.1249 |
1.1251 |
|