CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1299 |
0.0006 |
0.1% |
1.1027 |
| High |
1.1293 |
1.1299 |
0.0006 |
0.1% |
1.1229 |
| Low |
1.1293 |
1.1299 |
0.0006 |
0.1% |
1.1027 |
| Close |
1.1293 |
1.1299 |
0.0006 |
0.1% |
1.1229 |
| Range |
|
|
|
|
|
| ATR |
0.0042 |
0.0039 |
-0.0003 |
-6.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1299 |
1.1299 |
|
| R3 |
1.1299 |
1.1299 |
1.1299 |
|
| R2 |
1.1299 |
1.1299 |
1.1299 |
|
| R1 |
1.1299 |
1.1299 |
1.1299 |
1.1299 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1299 |
| S1 |
1.1299 |
1.1299 |
1.1299 |
1.1299 |
| S2 |
1.1299 |
1.1299 |
1.1299 |
|
| S3 |
1.1299 |
1.1299 |
1.1299 |
|
| S4 |
1.1299 |
1.1299 |
1.1299 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1700 |
1.1340 |
|
| R3 |
1.1566 |
1.1498 |
1.1285 |
|
| R2 |
1.1364 |
1.1364 |
1.1266 |
|
| R1 |
1.1296 |
1.1296 |
1.1248 |
1.1330 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1179 |
| S1 |
1.1094 |
1.1094 |
1.1210 |
1.1128 |
| S2 |
1.0960 |
1.0960 |
1.1192 |
|
| S3 |
1.0758 |
1.0892 |
1.1173 |
|
| S4 |
1.0556 |
1.0690 |
1.1118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1299 |
1.1168 |
0.0131 |
1.2% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.1299 |
1.1027 |
0.0272 |
2.4% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 20 |
1.1299 |
1.0912 |
0.0387 |
3.4% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
| 40 |
1.1299 |
1.0862 |
0.0437 |
3.9% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
| 60 |
1.1299 |
1.0862 |
0.0437 |
3.9% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1299 |
|
2.618 |
1.1299 |
|
1.618 |
1.1299 |
|
1.000 |
1.1299 |
|
0.618 |
1.1299 |
|
HIGH |
1.1299 |
|
0.618 |
1.1299 |
|
0.500 |
1.1299 |
|
0.382 |
1.1299 |
|
LOW |
1.1299 |
|
0.618 |
1.1299 |
|
1.000 |
1.1299 |
|
1.618 |
1.1299 |
|
2.618 |
1.1299 |
|
4.250 |
1.1299 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1299 |
1.1292 |
| PP |
1.1299 |
1.1284 |
| S1 |
1.1299 |
1.1277 |
|