CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1252 |
-0.0042 |
-0.4% |
1.1228 |
| High |
1.1314 |
1.1269 |
-0.0045 |
-0.4% |
1.1324 |
| Low |
1.1235 |
1.1224 |
-0.0011 |
-0.1% |
1.1207 |
| Close |
1.1253 |
1.1246 |
-0.0007 |
-0.1% |
1.1246 |
| Range |
0.0079 |
0.0045 |
-0.0034 |
-43.0% |
0.0117 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
26,835 |
30,109 |
3,274 |
12.2% |
97,928 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1381 |
1.1359 |
1.1271 |
|
| R3 |
1.1336 |
1.1314 |
1.1258 |
|
| R2 |
1.1291 |
1.1291 |
1.1254 |
|
| R1 |
1.1269 |
1.1269 |
1.1250 |
1.1258 |
| PP |
1.1246 |
1.1246 |
1.1246 |
1.1241 |
| S1 |
1.1224 |
1.1224 |
1.1242 |
1.1213 |
| S2 |
1.1201 |
1.1201 |
1.1238 |
|
| S3 |
1.1156 |
1.1179 |
1.1234 |
|
| S4 |
1.1111 |
1.1134 |
1.1221 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1545 |
1.1310 |
|
| R3 |
1.1493 |
1.1428 |
1.1278 |
|
| R2 |
1.1376 |
1.1376 |
1.1267 |
|
| R1 |
1.1311 |
1.1311 |
1.1257 |
1.1344 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1275 |
| S1 |
1.1194 |
1.1194 |
1.1235 |
1.1227 |
| S2 |
1.1142 |
1.1142 |
1.1225 |
|
| S3 |
1.1025 |
1.1077 |
1.1214 |
|
| S4 |
1.0908 |
1.0960 |
1.1182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1324 |
1.1207 |
0.0117 |
1.0% |
0.0061 |
0.5% |
33% |
False |
False |
19,585 |
| 10 |
1.1324 |
1.0993 |
0.0331 |
2.9% |
0.0074 |
0.7% |
76% |
False |
False |
11,659 |
| 20 |
1.1324 |
1.0891 |
0.0433 |
3.9% |
0.0072 |
0.6% |
82% |
False |
False |
5,873 |
| 40 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0065 |
0.6% |
84% |
False |
False |
2,953 |
| 60 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0056 |
0.5% |
84% |
False |
False |
1,974 |
| 80 |
1.1324 |
1.0602 |
0.0722 |
6.4% |
0.0044 |
0.4% |
89% |
False |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1460 |
|
2.618 |
1.1387 |
|
1.618 |
1.1342 |
|
1.000 |
1.1314 |
|
0.618 |
1.1297 |
|
HIGH |
1.1269 |
|
0.618 |
1.1252 |
|
0.500 |
1.1247 |
|
0.382 |
1.1241 |
|
LOW |
1.1224 |
|
0.618 |
1.1196 |
|
1.000 |
1.1179 |
|
1.618 |
1.1151 |
|
2.618 |
1.1106 |
|
4.250 |
1.1033 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1274 |
| PP |
1.1246 |
1.1265 |
| S1 |
1.1246 |
1.1255 |
|