CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1228 |
1.1244 |
0.0016 |
0.1% |
1.1037 |
| High |
1.1254 |
1.1311 |
0.0057 |
0.5% |
1.1234 |
| Low |
1.1207 |
1.1238 |
0.0031 |
0.3% |
1.0993 |
| Close |
1.1243 |
1.1283 |
0.0040 |
0.4% |
1.1218 |
| Range |
0.0047 |
0.0073 |
0.0026 |
55.3% |
0.0241 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
6,129 |
15,053 |
8,924 |
145.6% |
18,665 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1463 |
1.1323 |
|
| R3 |
1.1423 |
1.1390 |
1.1303 |
|
| R2 |
1.1350 |
1.1350 |
1.1296 |
|
| R1 |
1.1317 |
1.1317 |
1.1290 |
1.1334 |
| PP |
1.1277 |
1.1277 |
1.1277 |
1.1286 |
| S1 |
1.1244 |
1.1244 |
1.1276 |
1.1261 |
| S2 |
1.1204 |
1.1204 |
1.1270 |
|
| S3 |
1.1131 |
1.1171 |
1.1263 |
|
| S4 |
1.1058 |
1.1098 |
1.1243 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1871 |
1.1786 |
1.1351 |
|
| R3 |
1.1630 |
1.1545 |
1.1284 |
|
| R2 |
1.1389 |
1.1389 |
1.1262 |
|
| R1 |
1.1304 |
1.1304 |
1.1240 |
1.1347 |
| PP |
1.1148 |
1.1148 |
1.1148 |
1.1170 |
| S1 |
1.1063 |
1.1063 |
1.1196 |
1.1106 |
| S2 |
1.0907 |
1.0907 |
1.1174 |
|
| S3 |
1.0666 |
1.0822 |
1.1152 |
|
| S4 |
1.0425 |
1.0581 |
1.1085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1311 |
1.1030 |
0.0281 |
2.5% |
0.0079 |
0.7% |
90% |
True |
False |
7,403 |
| 10 |
1.1311 |
1.0979 |
0.0332 |
2.9% |
0.0078 |
0.7% |
92% |
True |
False |
4,021 |
| 20 |
1.1311 |
1.0872 |
0.0439 |
3.9% |
0.0071 |
0.6% |
94% |
True |
False |
2,038 |
| 40 |
1.1311 |
1.0829 |
0.0482 |
4.3% |
0.0068 |
0.6% |
94% |
True |
False |
1,037 |
| 60 |
1.1311 |
1.0818 |
0.0493 |
4.4% |
0.0054 |
0.5% |
94% |
True |
False |
696 |
| 80 |
1.1311 |
1.0602 |
0.0709 |
6.3% |
0.0042 |
0.4% |
96% |
True |
False |
522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1621 |
|
2.618 |
1.1502 |
|
1.618 |
1.1429 |
|
1.000 |
1.1384 |
|
0.618 |
1.1356 |
|
HIGH |
1.1311 |
|
0.618 |
1.1283 |
|
0.500 |
1.1275 |
|
0.382 |
1.1266 |
|
LOW |
1.1238 |
|
0.618 |
1.1193 |
|
1.000 |
1.1165 |
|
1.618 |
1.1120 |
|
2.618 |
1.1047 |
|
4.250 |
1.0928 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1280 |
1.1265 |
| PP |
1.1277 |
1.1246 |
| S1 |
1.1275 |
1.1228 |
|