CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1177 |
1.1184 |
0.0007 |
0.1% |
1.1173 |
| High |
1.1177 |
1.1300 |
0.0123 |
1.1% |
1.1300 |
| Low |
1.1172 |
1.1184 |
0.0012 |
0.1% |
1.1172 |
| Close |
1.1174 |
1.1221 |
0.0047 |
0.4% |
1.1221 |
| Range |
0.0005 |
0.0116 |
0.0111 |
2,220.0% |
0.0128 |
| ATR |
0.0041 |
0.0047 |
0.0006 |
14.7% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
43 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1583 |
1.1518 |
1.1285 |
|
| R3 |
1.1467 |
1.1402 |
1.1253 |
|
| R2 |
1.1351 |
1.1351 |
1.1242 |
|
| R1 |
1.1286 |
1.1286 |
1.1232 |
1.1319 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1251 |
| S1 |
1.1170 |
1.1170 |
1.1210 |
1.1203 |
| S2 |
1.1119 |
1.1119 |
1.1200 |
|
| S3 |
1.1003 |
1.1054 |
1.1189 |
|
| S4 |
1.0887 |
1.0938 |
1.1157 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1615 |
1.1546 |
1.1291 |
|
| R3 |
1.1487 |
1.1418 |
1.1256 |
|
| R2 |
1.1359 |
1.1359 |
1.1244 |
|
| R1 |
1.1290 |
1.1290 |
1.1233 |
1.1325 |
| PP |
1.1231 |
1.1231 |
1.1231 |
1.1248 |
| S1 |
1.1162 |
1.1162 |
1.1209 |
1.1197 |
| S2 |
1.1103 |
1.1103 |
1.1198 |
|
| S3 |
1.0975 |
1.1034 |
1.1186 |
|
| S4 |
1.0847 |
1.0906 |
1.1151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1300 |
1.1136 |
0.0164 |
1.5% |
0.0049 |
0.4% |
52% |
True |
False |
11 |
| 10 |
1.1323 |
1.1136 |
0.0187 |
1.7% |
0.0035 |
0.3% |
45% |
False |
False |
7 |
| 20 |
1.1323 |
1.1027 |
0.0296 |
2.6% |
0.0019 |
0.2% |
66% |
False |
False |
4 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0011 |
0.1% |
78% |
False |
False |
2 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0007 |
0.1% |
78% |
False |
False |
2 |
| 80 |
1.1323 |
1.0615 |
0.0708 |
6.3% |
0.0005 |
0.0% |
86% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1604 |
|
1.618 |
1.1488 |
|
1.000 |
1.1416 |
|
0.618 |
1.1372 |
|
HIGH |
1.1300 |
|
0.618 |
1.1256 |
|
0.500 |
1.1242 |
|
0.382 |
1.1228 |
|
LOW |
1.1184 |
|
0.618 |
1.1112 |
|
1.000 |
1.1068 |
|
1.618 |
1.0996 |
|
2.618 |
1.0880 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1236 |
| PP |
1.1235 |
1.1231 |
| S1 |
1.1228 |
1.1226 |
|