CME Swiss Franc Future March 2014
| 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 |
1.1252 |
1.1249 |
-0.0003 |
0.0% |
1.1228 |
| High |
1.1269 |
1.1315 |
0.0046 |
0.4% |
1.1324 |
| Low |
1.1224 |
1.1242 |
0.0018 |
0.2% |
1.1207 |
| Close |
1.1246 |
1.1282 |
0.0036 |
0.3% |
1.1246 |
| Range |
0.0045 |
0.0073 |
0.0028 |
62.2% |
0.0117 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
30,109 |
22,972 |
-7,137 |
-23.7% |
97,928 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1463 |
1.1322 |
|
| R3 |
1.1426 |
1.1390 |
1.1302 |
|
| R2 |
1.1353 |
1.1353 |
1.1295 |
|
| R1 |
1.1317 |
1.1317 |
1.1289 |
1.1335 |
| PP |
1.1280 |
1.1280 |
1.1280 |
1.1289 |
| S1 |
1.1244 |
1.1244 |
1.1275 |
1.1262 |
| S2 |
1.1207 |
1.1207 |
1.1269 |
|
| S3 |
1.1134 |
1.1171 |
1.1262 |
|
| S4 |
1.1061 |
1.1098 |
1.1242 |
|
|
| 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 |
1.1224 |
0.0100 |
0.9% |
0.0066 |
0.6% |
58% |
False |
False |
22,954 |
| 10 |
1.1324 |
1.1004 |
0.0320 |
2.8% |
0.0074 |
0.7% |
87% |
False |
False |
13,730 |
| 20 |
1.1324 |
1.0891 |
0.0433 |
3.8% |
0.0072 |
0.6% |
90% |
False |
False |
7,018 |
| 40 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0066 |
0.6% |
92% |
False |
False |
3,526 |
| 60 |
1.1324 |
1.0829 |
0.0495 |
4.4% |
0.0057 |
0.5% |
92% |
False |
False |
2,356 |
| 80 |
1.1324 |
1.0602 |
0.0722 |
6.4% |
0.0044 |
0.4% |
94% |
False |
False |
1,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1625 |
|
2.618 |
1.1506 |
|
1.618 |
1.1433 |
|
1.000 |
1.1388 |
|
0.618 |
1.1360 |
|
HIGH |
1.1315 |
|
0.618 |
1.1287 |
|
0.500 |
1.1279 |
|
0.382 |
1.1270 |
|
LOW |
1.1242 |
|
0.618 |
1.1197 |
|
1.000 |
1.1169 |
|
1.618 |
1.1124 |
|
2.618 |
1.1051 |
|
4.250 |
1.0932 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1281 |
1.1278 |
| PP |
1.1280 |
1.1274 |
| S1 |
1.1279 |
1.1270 |
|