CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1196 |
0.0026 |
0.2% |
1.1249 |
| High |
1.1215 |
1.1199 |
-0.0016 |
-0.1% |
1.1333 |
| Low |
1.1160 |
1.1152 |
-0.0008 |
-0.1% |
1.1118 |
| Close |
1.1190 |
1.1169 |
-0.0021 |
-0.2% |
1.1171 |
| Range |
0.0055 |
0.0047 |
-0.0008 |
-14.5% |
0.0215 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
16,205 |
7,561 |
-8,644 |
-53.3% |
144,138 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1314 |
1.1289 |
1.1195 |
|
| R3 |
1.1267 |
1.1242 |
1.1182 |
|
| R2 |
1.1220 |
1.1220 |
1.1178 |
|
| R1 |
1.1195 |
1.1195 |
1.1173 |
1.1184 |
| PP |
1.1173 |
1.1173 |
1.1173 |
1.1168 |
| S1 |
1.1148 |
1.1148 |
1.1165 |
1.1137 |
| S2 |
1.1126 |
1.1126 |
1.1160 |
|
| S3 |
1.1079 |
1.1101 |
1.1156 |
|
| S4 |
1.1032 |
1.1054 |
1.1143 |
|
|
| 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 |
1.1331 |
1.1118 |
0.0213 |
1.9% |
0.0095 |
0.9% |
24% |
False |
False |
24,415 |
| 10 |
1.1333 |
1.1118 |
0.0215 |
1.9% |
0.0081 |
0.7% |
24% |
False |
False |
24,465 |
| 20 |
1.1333 |
1.0979 |
0.0354 |
3.2% |
0.0080 |
0.7% |
54% |
False |
False |
14,243 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0072 |
0.6% |
67% |
False |
False |
7,143 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0065 |
0.6% |
67% |
False |
False |
4,772 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0051 |
0.5% |
78% |
False |
False |
3,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1399 |
|
2.618 |
1.1322 |
|
1.618 |
1.1275 |
|
1.000 |
1.1246 |
|
0.618 |
1.1228 |
|
HIGH |
1.1199 |
|
0.618 |
1.1181 |
|
0.500 |
1.1176 |
|
0.382 |
1.1170 |
|
LOW |
1.1152 |
|
0.618 |
1.1123 |
|
1.000 |
1.1105 |
|
1.618 |
1.1076 |
|
2.618 |
1.1029 |
|
4.250 |
1.0952 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1176 |
1.1168 |
| PP |
1.1173 |
1.1167 |
| S1 |
1.1171 |
1.1167 |
|