CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1144 |
1.1170 |
0.0026 |
0.2% |
1.1249 |
| High |
1.1204 |
1.1215 |
0.0011 |
0.1% |
1.1333 |
| Low |
1.1118 |
1.1160 |
0.0042 |
0.4% |
1.1118 |
| Close |
1.1171 |
1.1190 |
0.0019 |
0.2% |
1.1171 |
| Range |
0.0086 |
0.0055 |
-0.0031 |
-36.0% |
0.0215 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
24,009 |
16,205 |
-7,804 |
-32.5% |
144,138 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1353 |
1.1327 |
1.1220 |
|
| R3 |
1.1298 |
1.1272 |
1.1205 |
|
| R2 |
1.1243 |
1.1243 |
1.1200 |
|
| R1 |
1.1217 |
1.1217 |
1.1195 |
1.1230 |
| PP |
1.1188 |
1.1188 |
1.1188 |
1.1195 |
| S1 |
1.1162 |
1.1162 |
1.1185 |
1.1175 |
| S2 |
1.1133 |
1.1133 |
1.1180 |
|
| S3 |
1.1078 |
1.1107 |
1.1175 |
|
| S4 |
1.1023 |
1.1052 |
1.1160 |
|
|
| 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% |
0.0102 |
0.9% |
33% |
False |
False |
27,474 |
| 10 |
1.1333 |
1.1118 |
0.0215 |
1.9% |
0.0084 |
0.7% |
33% |
False |
False |
25,214 |
| 20 |
1.1333 |
1.0961 |
0.0372 |
3.3% |
0.0081 |
0.7% |
62% |
False |
False |
13,870 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0072 |
0.6% |
72% |
False |
False |
6,954 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0064 |
0.6% |
72% |
False |
False |
4,646 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0051 |
0.5% |
80% |
False |
False |
3,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1359 |
|
1.618 |
1.1304 |
|
1.000 |
1.1270 |
|
0.618 |
1.1249 |
|
HIGH |
1.1215 |
|
0.618 |
1.1194 |
|
0.500 |
1.1188 |
|
0.382 |
1.1181 |
|
LOW |
1.1160 |
|
0.618 |
1.1126 |
|
1.000 |
1.1105 |
|
1.618 |
1.1071 |
|
2.618 |
1.1016 |
|
4.250 |
1.0926 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1189 |
1.1196 |
| PP |
1.1188 |
1.1194 |
| S1 |
1.1188 |
1.1192 |
|