CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1249 |
1.1281 |
0.0032 |
0.3% |
1.1228 |
| High |
1.1315 |
1.1333 |
0.0018 |
0.2% |
1.1324 |
| Low |
1.1242 |
1.1253 |
0.0011 |
0.1% |
1.1207 |
| Close |
1.1282 |
1.1309 |
0.0027 |
0.2% |
1.1246 |
| Range |
0.0073 |
0.0080 |
0.0007 |
9.6% |
0.0117 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
22,972 |
22,853 |
-119 |
-0.5% |
97,928 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1538 |
1.1504 |
1.1353 |
|
| R3 |
1.1458 |
1.1424 |
1.1331 |
|
| R2 |
1.1378 |
1.1378 |
1.1324 |
|
| R1 |
1.1344 |
1.1344 |
1.1316 |
1.1361 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1307 |
| S1 |
1.1264 |
1.1264 |
1.1302 |
1.1281 |
| S2 |
1.1218 |
1.1218 |
1.1294 |
|
| S3 |
1.1138 |
1.1184 |
1.1287 |
|
| S4 |
1.1058 |
1.1104 |
1.1265 |
|
|
| 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 |
1.1333 |
1.1224 |
0.0109 |
1.0% |
0.0067 |
0.6% |
78% |
True |
False |
24,514 |
| 10 |
1.1333 |
1.1030 |
0.0303 |
2.7% |
0.0073 |
0.6% |
92% |
True |
False |
15,958 |
| 20 |
1.1333 |
1.0891 |
0.0442 |
3.9% |
0.0074 |
0.7% |
95% |
True |
False |
8,159 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0068 |
0.6% |
95% |
True |
False |
4,095 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0058 |
0.5% |
95% |
True |
False |
2,737 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0045 |
0.4% |
97% |
True |
False |
2,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1673 |
|
2.618 |
1.1542 |
|
1.618 |
1.1462 |
|
1.000 |
1.1413 |
|
0.618 |
1.1382 |
|
HIGH |
1.1333 |
|
0.618 |
1.1302 |
|
0.500 |
1.1293 |
|
0.382 |
1.1284 |
|
LOW |
1.1253 |
|
0.618 |
1.1204 |
|
1.000 |
1.1173 |
|
1.618 |
1.1124 |
|
2.618 |
1.1044 |
|
4.250 |
1.0913 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1304 |
1.1299 |
| PP |
1.1298 |
1.1289 |
| S1 |
1.1293 |
1.1279 |
|