CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1181 |
1.1144 |
-0.0037 |
-0.3% |
1.1249 |
| High |
1.1273 |
1.1204 |
-0.0069 |
-0.6% |
1.1333 |
| Low |
1.1135 |
1.1118 |
-0.0017 |
-0.2% |
1.1118 |
| Close |
1.1138 |
1.1171 |
0.0033 |
0.3% |
1.1171 |
| Range |
0.0138 |
0.0086 |
-0.0052 |
-37.7% |
0.0215 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.4% |
0.0000 |
| Volume |
32,184 |
24,009 |
-8,175 |
-25.4% |
144,138 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1383 |
1.1218 |
|
| R3 |
1.1336 |
1.1297 |
1.1195 |
|
| R2 |
1.1250 |
1.1250 |
1.1187 |
|
| R1 |
1.1211 |
1.1211 |
1.1179 |
1.1231 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1174 |
| S1 |
1.1125 |
1.1125 |
1.1163 |
1.1145 |
| S2 |
1.1078 |
1.1078 |
1.1155 |
|
| S3 |
1.0992 |
1.1039 |
1.1147 |
|
| S4 |
1.0906 |
1.0953 |
1.1124 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1852 |
1.1727 |
1.1289 |
|
| R3 |
1.1637 |
1.1512 |
1.1230 |
|
| R2 |
1.1422 |
1.1422 |
1.1210 |
|
| R1 |
1.1297 |
1.1297 |
1.1191 |
1.1252 |
| PP |
1.1207 |
1.1207 |
1.1207 |
1.1185 |
| S1 |
1.1082 |
1.1082 |
1.1151 |
1.1037 |
| S2 |
1.0992 |
1.0992 |
1.1132 |
|
| S3 |
1.0777 |
1.0867 |
1.1112 |
|
| S4 |
1.0562 |
1.0652 |
1.1053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1333 |
1.1118 |
0.0215 |
1.9% |
0.0105 |
0.9% |
25% |
False |
True |
28,827 |
| 10 |
1.1333 |
1.1118 |
0.0215 |
1.9% |
0.0083 |
0.7% |
25% |
False |
True |
24,206 |
| 20 |
1.1333 |
1.0952 |
0.0381 |
3.4% |
0.0083 |
0.7% |
57% |
False |
False |
13,066 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0072 |
0.6% |
68% |
False |
False |
6,550 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0064 |
0.6% |
68% |
False |
False |
4,376 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0050 |
0.4% |
78% |
False |
False |
3,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1429 |
|
1.618 |
1.1343 |
|
1.000 |
1.1290 |
|
0.618 |
1.1257 |
|
HIGH |
1.1204 |
|
0.618 |
1.1171 |
|
0.500 |
1.1161 |
|
0.382 |
1.1151 |
|
LOW |
1.1118 |
|
0.618 |
1.1065 |
|
1.000 |
1.1032 |
|
1.618 |
1.0979 |
|
2.618 |
1.0893 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1225 |
| PP |
1.1164 |
1.1207 |
| S1 |
1.1161 |
1.1189 |
|