CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1276 |
0.0036 |
0.3% |
1.1173 |
| High |
1.1287 |
1.1277 |
-0.0010 |
-0.1% |
1.1300 |
| Low |
1.1240 |
1.1227 |
-0.0013 |
-0.1% |
1.1172 |
| Close |
1.1287 |
1.1267 |
-0.0020 |
-0.2% |
1.1221 |
| Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0128 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.7% |
0.0000 |
| Volume |
9 |
8 |
-1 |
-11.1% |
43 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1407 |
1.1387 |
1.1295 |
|
| R3 |
1.1357 |
1.1337 |
1.1281 |
|
| R2 |
1.1307 |
1.1307 |
1.1276 |
|
| R1 |
1.1287 |
1.1287 |
1.1272 |
1.1272 |
| PP |
1.1257 |
1.1257 |
1.1257 |
1.1250 |
| S1 |
1.1237 |
1.1237 |
1.1262 |
1.1222 |
| S2 |
1.1207 |
1.1207 |
1.1258 |
|
| S3 |
1.1157 |
1.1187 |
1.1253 |
|
| S4 |
1.1107 |
1.1137 |
1.1240 |
|
|
| 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 |
1.1172 |
0.0128 |
1.1% |
0.0047 |
0.4% |
74% |
False |
False |
5 |
| 10 |
1.1323 |
1.1136 |
0.0187 |
1.7% |
0.0045 |
0.4% |
70% |
False |
False |
9 |
| 20 |
1.1323 |
1.1075 |
0.0248 |
2.2% |
0.0024 |
0.2% |
77% |
False |
False |
5 |
| 40 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0013 |
0.1% |
88% |
False |
False |
3 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0009 |
0.1% |
88% |
False |
False |
2 |
| 80 |
1.1323 |
1.0727 |
0.0596 |
5.3% |
0.0007 |
0.1% |
91% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1490 |
|
2.618 |
1.1408 |
|
1.618 |
1.1358 |
|
1.000 |
1.1327 |
|
0.618 |
1.1308 |
|
HIGH |
1.1277 |
|
0.618 |
1.1258 |
|
0.500 |
1.1252 |
|
0.382 |
1.1246 |
|
LOW |
1.1227 |
|
0.618 |
1.1196 |
|
1.000 |
1.1177 |
|
1.618 |
1.1146 |
|
2.618 |
1.1096 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1262 |
1.1259 |
| PP |
1.1257 |
1.1250 |
| S1 |
1.1252 |
1.1242 |
|