CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1010 |
-0.0027 |
-0.2% |
1.1033 |
| High |
1.1064 |
1.1096 |
0.0032 |
0.3% |
1.1081 |
| Low |
1.0993 |
1.1004 |
0.0011 |
0.1% |
1.0961 |
| Close |
1.1016 |
1.1065 |
0.0049 |
0.4% |
1.1037 |
| Range |
0.0071 |
0.0092 |
0.0021 |
29.6% |
0.0120 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
2,262 |
570 |
-1,692 |
-74.8% |
471 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1290 |
1.1116 |
|
| R3 |
1.1239 |
1.1198 |
1.1090 |
|
| R2 |
1.1147 |
1.1147 |
1.1082 |
|
| R1 |
1.1106 |
1.1106 |
1.1073 |
1.1127 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1065 |
| S1 |
1.1014 |
1.1014 |
1.1057 |
1.1035 |
| S2 |
1.0963 |
1.0963 |
1.1048 |
|
| S3 |
1.0871 |
1.0922 |
1.1040 |
|
| S4 |
1.0779 |
1.0830 |
1.1014 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1332 |
1.1103 |
|
| R3 |
1.1266 |
1.1212 |
1.1070 |
|
| R2 |
1.1146 |
1.1146 |
1.1059 |
|
| R1 |
1.1092 |
1.1092 |
1.1048 |
1.1119 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1040 |
| S1 |
1.0972 |
1.0972 |
1.1026 |
1.0999 |
| S2 |
1.0906 |
1.0906 |
1.1015 |
|
| S3 |
1.0786 |
1.0852 |
1.1004 |
|
| S4 |
1.0666 |
1.0732 |
1.0971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1096 |
1.0979 |
0.0117 |
1.1% |
0.0078 |
0.7% |
74% |
True |
False |
640 |
| 10 |
1.1096 |
1.0891 |
0.0205 |
1.9% |
0.0075 |
0.7% |
85% |
True |
False |
360 |
| 20 |
1.1096 |
1.0829 |
0.0267 |
2.4% |
0.0068 |
0.6% |
88% |
True |
False |
197 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0061 |
0.5% |
55% |
False |
False |
114 |
| 60 |
1.1260 |
1.0715 |
0.0545 |
4.9% |
0.0048 |
0.4% |
64% |
False |
False |
79 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
5.9% |
0.0037 |
0.3% |
70% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1487 |
|
2.618 |
1.1337 |
|
1.618 |
1.1245 |
|
1.000 |
1.1188 |
|
0.618 |
1.1153 |
|
HIGH |
1.1096 |
|
0.618 |
1.1061 |
|
0.500 |
1.1050 |
|
0.382 |
1.1039 |
|
LOW |
1.1004 |
|
0.618 |
1.0947 |
|
1.000 |
1.0912 |
|
1.618 |
1.0855 |
|
2.618 |
1.0763 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1056 |
| PP |
1.1055 |
1.1047 |
| S1 |
1.1050 |
1.1038 |
|