CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1168 |
0.0068 |
0.6% |
1.0986 |
| High |
1.1100 |
1.1184 |
0.0084 |
0.8% |
1.1056 |
| Low |
1.1100 |
1.1168 |
0.0068 |
0.6% |
1.0986 |
| Close |
1.1100 |
1.1184 |
0.0084 |
0.8% |
1.1048 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0070 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
7.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1221 |
1.1193 |
|
| R3 |
1.1211 |
1.1205 |
1.1188 |
|
| R2 |
1.1195 |
1.1195 |
1.1187 |
|
| R1 |
1.1189 |
1.1189 |
1.1185 |
1.1192 |
| PP |
1.1179 |
1.1179 |
1.1179 |
1.1180 |
| S1 |
1.1173 |
1.1173 |
1.1183 |
1.1176 |
| S2 |
1.1163 |
1.1163 |
1.1181 |
|
| S3 |
1.1147 |
1.1157 |
1.1180 |
|
| S4 |
1.1131 |
1.1141 |
1.1175 |
|
|
| 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 |
1.1184 |
1.1027 |
0.0157 |
1.4% |
0.0005 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.1184 |
1.0949 |
0.0235 |
2.1% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 20 |
1.1184 |
1.0862 |
0.0322 |
2.9% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
| 40 |
1.1237 |
1.0862 |
0.0375 |
3.4% |
0.0002 |
0.0% |
86% |
False |
False |
1 |
| 60 |
1.1237 |
1.0779 |
0.0458 |
4.1% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1226 |
|
1.618 |
1.1210 |
|
1.000 |
1.1200 |
|
0.618 |
1.1194 |
|
HIGH |
1.1184 |
|
0.618 |
1.1178 |
|
0.500 |
1.1176 |
|
0.382 |
1.1174 |
|
LOW |
1.1168 |
|
0.618 |
1.1158 |
|
1.000 |
1.1152 |
|
1.618 |
1.1142 |
|
2.618 |
1.1126 |
|
4.250 |
1.1100 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1166 |
| PP |
1.1179 |
1.1148 |
| S1 |
1.1176 |
1.1130 |
|