CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.1067 |
0.0057 |
0.5% |
1.1033 |
| High |
1.1096 |
1.1102 |
0.0006 |
0.1% |
1.1081 |
| Low |
1.1004 |
1.1030 |
0.0026 |
0.2% |
1.0961 |
| Close |
1.1065 |
1.1089 |
0.0024 |
0.2% |
1.1037 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.7% |
0.0120 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
570 |
1,796 |
1,226 |
215.1% |
471 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1261 |
1.1129 |
|
| R3 |
1.1218 |
1.1189 |
1.1109 |
|
| R2 |
1.1146 |
1.1146 |
1.1102 |
|
| R1 |
1.1117 |
1.1117 |
1.1096 |
1.1132 |
| PP |
1.1074 |
1.1074 |
1.1074 |
1.1081 |
| S1 |
1.1045 |
1.1045 |
1.1082 |
1.1060 |
| S2 |
1.1002 |
1.1002 |
1.1076 |
|
| S3 |
1.0930 |
1.0973 |
1.1069 |
|
| S4 |
1.0858 |
1.0901 |
1.1049 |
|
|
| 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 |
1.1102 |
1.0979 |
0.0123 |
1.1% |
0.0079 |
0.7% |
89% |
True |
False |
977 |
| 10 |
1.1102 |
1.0891 |
0.0211 |
1.9% |
0.0079 |
0.7% |
94% |
True |
False |
531 |
| 20 |
1.1102 |
1.0829 |
0.0273 |
2.5% |
0.0070 |
0.6% |
95% |
True |
False |
286 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0062 |
0.6% |
60% |
False |
False |
158 |
| 60 |
1.1260 |
1.0727 |
0.0533 |
4.8% |
0.0049 |
0.4% |
68% |
False |
False |
109 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
5.9% |
0.0037 |
0.3% |
74% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1290 |
|
1.618 |
1.1218 |
|
1.000 |
1.1174 |
|
0.618 |
1.1146 |
|
HIGH |
1.1102 |
|
0.618 |
1.1074 |
|
0.500 |
1.1066 |
|
0.382 |
1.1058 |
|
LOW |
1.1030 |
|
0.618 |
1.0986 |
|
1.000 |
1.0958 |
|
1.618 |
1.0914 |
|
2.618 |
1.0842 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1075 |
| PP |
1.1074 |
1.1061 |
| S1 |
1.1066 |
1.1048 |
|