CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1169 |
-0.0027 |
-0.2% |
1.1249 |
| High |
1.1199 |
1.1181 |
-0.0018 |
-0.2% |
1.1333 |
| Low |
1.1152 |
1.1158 |
0.0006 |
0.1% |
1.1118 |
| Close |
1.1169 |
1.1164 |
-0.0005 |
0.0% |
1.1171 |
| Range |
0.0047 |
0.0023 |
-0.0024 |
-51.1% |
0.0215 |
| ATR |
0.0077 |
0.0073 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
7,561 |
4,057 |
-3,504 |
-46.3% |
144,138 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1237 |
1.1223 |
1.1177 |
|
| R3 |
1.1214 |
1.1200 |
1.1170 |
|
| R2 |
1.1191 |
1.1191 |
1.1168 |
|
| R1 |
1.1177 |
1.1177 |
1.1166 |
1.1173 |
| PP |
1.1168 |
1.1168 |
1.1168 |
1.1165 |
| S1 |
1.1154 |
1.1154 |
1.1162 |
1.1150 |
| S2 |
1.1145 |
1.1145 |
1.1160 |
|
| S3 |
1.1122 |
1.1131 |
1.1158 |
|
| S4 |
1.1099 |
1.1108 |
1.1151 |
|
|
| 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 |
1.1273 |
1.1118 |
0.0155 |
1.4% |
0.0070 |
0.6% |
30% |
False |
False |
16,803 |
| 10 |
1.1333 |
1.1118 |
0.0215 |
1.9% |
0.0078 |
0.7% |
21% |
False |
False |
22,890 |
| 20 |
1.1333 |
1.0979 |
0.0354 |
3.2% |
0.0078 |
0.7% |
52% |
False |
False |
14,440 |
| 40 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0071 |
0.6% |
66% |
False |
False |
7,244 |
| 60 |
1.1333 |
1.0829 |
0.0504 |
4.5% |
0.0064 |
0.6% |
66% |
False |
False |
4,839 |
| 80 |
1.1333 |
1.0602 |
0.0731 |
6.5% |
0.0052 |
0.5% |
77% |
False |
False |
3,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1241 |
|
1.618 |
1.1218 |
|
1.000 |
1.1204 |
|
0.618 |
1.1195 |
|
HIGH |
1.1181 |
|
0.618 |
1.1172 |
|
0.500 |
1.1170 |
|
0.382 |
1.1167 |
|
LOW |
1.1158 |
|
0.618 |
1.1144 |
|
1.000 |
1.1135 |
|
1.618 |
1.1121 |
|
2.618 |
1.1098 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1170 |
1.1184 |
| PP |
1.1168 |
1.1177 |
| S1 |
1.1166 |
1.1171 |
|