CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1245 |
1.1238 |
-0.0007 |
-0.1% |
1.1213 |
| High |
1.1258 |
1.1299 |
0.0041 |
0.4% |
1.1313 |
| Low |
1.1215 |
1.1238 |
0.0023 |
0.2% |
1.1193 |
| Close |
1.1236 |
1.1274 |
0.0038 |
0.3% |
1.1236 |
| Range |
0.0043 |
0.0061 |
0.0018 |
41.9% |
0.0120 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
7,786 |
568 |
-7,218 |
-92.7% |
145,315 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1453 |
1.1425 |
1.1308 |
|
| R3 |
1.1392 |
1.1364 |
1.1291 |
|
| R2 |
1.1331 |
1.1331 |
1.1285 |
|
| R1 |
1.1303 |
1.1303 |
1.1280 |
1.1317 |
| PP |
1.1270 |
1.1270 |
1.1270 |
1.1278 |
| S1 |
1.1242 |
1.1242 |
1.1268 |
1.1256 |
| S2 |
1.1209 |
1.1209 |
1.1263 |
|
| S3 |
1.1148 |
1.1181 |
1.1257 |
|
| S4 |
1.1087 |
1.1120 |
1.1240 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1542 |
1.1302 |
|
| R3 |
1.1487 |
1.1422 |
1.1269 |
|
| R2 |
1.1367 |
1.1367 |
1.1258 |
|
| R1 |
1.1302 |
1.1302 |
1.1247 |
1.1335 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1264 |
| S1 |
1.1182 |
1.1182 |
1.1225 |
1.1215 |
| S2 |
1.1127 |
1.1127 |
1.1214 |
|
| S3 |
1.1007 |
1.1062 |
1.1203 |
|
| S4 |
1.0887 |
1.0942 |
1.1170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1313 |
1.1215 |
0.0098 |
0.9% |
0.0063 |
0.6% |
60% |
False |
False |
24,091 |
| 10 |
1.1313 |
1.0989 |
0.0324 |
2.9% |
0.0076 |
0.7% |
88% |
False |
False |
31,527 |
| 20 |
1.1313 |
1.0879 |
0.0434 |
3.8% |
0.0079 |
0.7% |
91% |
False |
False |
31,184 |
| 40 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0081 |
0.7% |
92% |
False |
False |
31,171 |
| 60 |
1.1313 |
1.0804 |
0.0509 |
4.5% |
0.0082 |
0.7% |
92% |
False |
False |
30,551 |
| 80 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0080 |
0.7% |
95% |
False |
False |
26,065 |
| 100 |
1.1313 |
1.0584 |
0.0729 |
6.5% |
0.0076 |
0.7% |
95% |
False |
False |
20,859 |
| 120 |
1.1313 |
1.0298 |
0.1015 |
9.0% |
0.0072 |
0.6% |
96% |
False |
False |
17,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1558 |
|
2.618 |
1.1459 |
|
1.618 |
1.1398 |
|
1.000 |
1.1360 |
|
0.618 |
1.1337 |
|
HIGH |
1.1299 |
|
0.618 |
1.1276 |
|
0.500 |
1.1269 |
|
0.382 |
1.1261 |
|
LOW |
1.1238 |
|
0.618 |
1.1200 |
|
1.000 |
1.1177 |
|
1.618 |
1.1139 |
|
2.618 |
1.1078 |
|
4.250 |
1.0979 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1272 |
1.1269 |
| PP |
1.1270 |
1.1264 |
| S1 |
1.1269 |
1.1259 |
|