CME Swiss Franc Future June 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 |
1.1173 |
1.1194 |
0.0021 |
0.2% |
1.1292 |
| High |
1.1213 |
1.1194 |
-0.0019 |
-0.2% |
1.1323 |
| Low |
1.1173 |
1.1179 |
0.0006 |
0.1% |
1.1136 |
| Close |
1.1199 |
1.1179 |
-0.0020 |
-0.2% |
1.1181 |
| Range |
0.0040 |
0.0015 |
-0.0025 |
-62.5% |
0.0187 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
32 |
6 |
-26 |
-81.3% |
31 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1219 |
1.1187 |
|
| R3 |
1.1214 |
1.1204 |
1.1183 |
|
| R2 |
1.1199 |
1.1199 |
1.1182 |
|
| R1 |
1.1189 |
1.1189 |
1.1180 |
1.1187 |
| PP |
1.1184 |
1.1184 |
1.1184 |
1.1183 |
| S1 |
1.1174 |
1.1174 |
1.1178 |
1.1172 |
| S2 |
1.1169 |
1.1169 |
1.1176 |
|
| S3 |
1.1154 |
1.1159 |
1.1175 |
|
| S4 |
1.1139 |
1.1144 |
1.1171 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1774 |
1.1665 |
1.1284 |
|
| R3 |
1.1587 |
1.1478 |
1.1232 |
|
| R2 |
1.1400 |
1.1400 |
1.1215 |
|
| R1 |
1.1291 |
1.1291 |
1.1198 |
1.1252 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1194 |
| S1 |
1.1104 |
1.1104 |
1.1164 |
1.1065 |
| S2 |
1.1026 |
1.1026 |
1.1147 |
|
| S3 |
1.0839 |
1.0917 |
1.1130 |
|
| S4 |
1.0652 |
1.0730 |
1.1078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1316 |
1.1136 |
0.0180 |
1.6% |
0.0045 |
0.4% |
24% |
False |
False |
13 |
| 10 |
1.1323 |
1.1136 |
0.0187 |
1.7% |
0.0023 |
0.2% |
23% |
False |
False |
7 |
| 20 |
1.1323 |
1.1027 |
0.0296 |
2.6% |
0.0013 |
0.1% |
51% |
False |
False |
4 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0008 |
0.1% |
69% |
False |
False |
2 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0005 |
0.0% |
69% |
False |
False |
2 |
| 80 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0004 |
0.0% |
80% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1233 |
|
1.618 |
1.1218 |
|
1.000 |
1.1209 |
|
0.618 |
1.1203 |
|
HIGH |
1.1194 |
|
0.618 |
1.1188 |
|
0.500 |
1.1187 |
|
0.382 |
1.1185 |
|
LOW |
1.1179 |
|
0.618 |
1.1170 |
|
1.000 |
1.1164 |
|
1.618 |
1.1155 |
|
2.618 |
1.1140 |
|
4.250 |
1.1115 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1178 |
| PP |
1.1184 |
1.1176 |
| S1 |
1.1182 |
1.1175 |
|