CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1229 |
0.0067 |
0.6% |
1.1170 |
| High |
1.1373 |
1.1294 |
-0.0079 |
-0.7% |
1.1373 |
| Low |
1.1160 |
1.1202 |
0.0042 |
0.4% |
1.1152 |
| Close |
1.1211 |
1.1277 |
0.0066 |
0.6% |
1.1211 |
| Range |
0.0213 |
0.0092 |
-0.0121 |
-56.8% |
0.0221 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
31,230 |
17,852 |
-13,378 |
-42.8% |
59,053 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1497 |
1.1328 |
|
| R3 |
1.1442 |
1.1405 |
1.1302 |
|
| R2 |
1.1350 |
1.1350 |
1.1294 |
|
| R1 |
1.1313 |
1.1313 |
1.1285 |
1.1332 |
| PP |
1.1258 |
1.1258 |
1.1258 |
1.1267 |
| S1 |
1.1221 |
1.1221 |
1.1269 |
1.1240 |
| S2 |
1.1166 |
1.1166 |
1.1260 |
|
| S3 |
1.1074 |
1.1129 |
1.1252 |
|
| S4 |
1.0982 |
1.1037 |
1.1226 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1781 |
1.1333 |
|
| R3 |
1.1687 |
1.1560 |
1.1272 |
|
| R2 |
1.1466 |
1.1466 |
1.1252 |
|
| R1 |
1.1339 |
1.1339 |
1.1231 |
1.1403 |
| PP |
1.1245 |
1.1245 |
1.1245 |
1.1277 |
| S1 |
1.1118 |
1.1118 |
1.1191 |
1.1182 |
| S2 |
1.1024 |
1.1024 |
1.1170 |
|
| S3 |
1.0803 |
1.0897 |
1.1150 |
|
| S4 |
1.0582 |
1.0676 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.1152 |
0.0221 |
2.0% |
0.0086 |
0.8% |
57% |
False |
False |
15,381 |
| 10 |
1.1373 |
1.1118 |
0.0255 |
2.3% |
0.0096 |
0.8% |
62% |
False |
False |
22,104 |
| 20 |
1.1373 |
1.0993 |
0.0380 |
3.4% |
0.0085 |
0.8% |
75% |
False |
False |
16,881 |
| 40 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0075 |
0.7% |
82% |
False |
False |
8,470 |
| 60 |
1.1373 |
1.0829 |
0.0544 |
4.8% |
0.0067 |
0.6% |
82% |
False |
False |
5,657 |
| 80 |
1.1373 |
1.0682 |
0.0691 |
6.1% |
0.0055 |
0.5% |
86% |
False |
False |
4,244 |
| 100 |
1.1373 |
1.0602 |
0.0771 |
6.8% |
0.0045 |
0.4% |
88% |
False |
False |
3,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1685 |
|
2.618 |
1.1535 |
|
1.618 |
1.1443 |
|
1.000 |
1.1386 |
|
0.618 |
1.1351 |
|
HIGH |
1.1294 |
|
0.618 |
1.1259 |
|
0.500 |
1.1248 |
|
0.382 |
1.1237 |
|
LOW |
1.1202 |
|
0.618 |
1.1145 |
|
1.000 |
1.1110 |
|
1.618 |
1.1053 |
|
2.618 |
1.0961 |
|
4.250 |
1.0811 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1273 |
| PP |
1.1258 |
1.1269 |
| S1 |
1.1248 |
1.1266 |
|