CME Swiss Franc Future June 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.1027 |
1.1086 |
0.0059 |
0.5% |
1.0986 |
High |
1.1027 |
1.1086 |
0.0059 |
0.5% |
1.1056 |
Low |
1.1027 |
1.1075 |
0.0048 |
0.4% |
1.0986 |
Close |
1.1027 |
1.1075 |
0.0048 |
0.4% |
1.1048 |
Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0070 |
ATR |
0.0040 |
0.0041 |
0.0001 |
3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1112 |
1.1104 |
1.1081 |
|
R3 |
1.1101 |
1.1093 |
1.1078 |
|
R2 |
1.1090 |
1.1090 |
1.1077 |
|
R1 |
1.1082 |
1.1082 |
1.1076 |
1.1081 |
PP |
1.1079 |
1.1079 |
1.1079 |
1.1078 |
S1 |
1.1071 |
1.1071 |
1.1074 |
1.1070 |
S2 |
1.1068 |
1.1068 |
1.1073 |
|
S3 |
1.1057 |
1.1060 |
1.1072 |
|
S4 |
1.1046 |
1.1049 |
1.1069 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1240 |
1.1214 |
1.1087 |
|
R3 |
1.1170 |
1.1144 |
1.1067 |
|
R2 |
1.1100 |
1.1100 |
1.1061 |
|
R1 |
1.1074 |
1.1074 |
1.1054 |
1.1087 |
PP |
1.1030 |
1.1030 |
1.1030 |
1.1037 |
S1 |
1.1004 |
1.1004 |
1.1042 |
1.1017 |
S2 |
1.0960 |
1.0960 |
1.1035 |
|
S3 |
1.0890 |
1.0934 |
1.1029 |
|
S4 |
1.0820 |
1.0864 |
1.1010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1086 |
1.1027 |
0.0059 |
0.5% |
0.0002 |
0.0% |
81% |
True |
False |
1 |
10 |
1.1086 |
1.0912 |
0.0174 |
1.6% |
0.0001 |
0.0% |
94% |
True |
False |
1 |
20 |
1.1086 |
1.0862 |
0.0224 |
2.0% |
0.0004 |
0.0% |
95% |
True |
False |
1 |
40 |
1.1237 |
1.0862 |
0.0375 |
3.4% |
0.0002 |
0.0% |
57% |
False |
False |
1 |
60 |
1.1237 |
1.0727 |
0.0510 |
4.6% |
0.0001 |
0.0% |
68% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1133 |
2.618 |
1.1115 |
1.618 |
1.1104 |
1.000 |
1.1097 |
0.618 |
1.1093 |
HIGH |
1.1086 |
0.618 |
1.1082 |
0.500 |
1.1081 |
0.382 |
1.1079 |
LOW |
1.1075 |
0.618 |
1.1068 |
1.000 |
1.1064 |
1.618 |
1.1057 |
2.618 |
1.1046 |
4.250 |
1.1028 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1081 |
1.1069 |
PP |
1.1079 |
1.1063 |
S1 |
1.1077 |
1.1057 |
|