CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0914 |
-0.0027 |
-0.2% |
1.0844 |
| High |
1.0953 |
1.0957 |
0.0004 |
0.0% |
1.0964 |
| Low |
1.0886 |
1.0882 |
-0.0004 |
0.0% |
1.0834 |
| Close |
1.0914 |
1.0929 |
0.0015 |
0.1% |
1.0929 |
| Range |
0.0067 |
0.0075 |
0.0008 |
11.9% |
0.0130 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
30,004 |
23,264 |
-6,740 |
-22.5% |
133,184 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1113 |
1.0970 |
|
| R3 |
1.1073 |
1.1038 |
1.0950 |
|
| R2 |
1.0998 |
1.0998 |
1.0943 |
|
| R1 |
1.0963 |
1.0963 |
1.0936 |
1.0981 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0931 |
| S1 |
1.0888 |
1.0888 |
1.0922 |
1.0906 |
| S2 |
1.0848 |
1.0848 |
1.0915 |
|
| S3 |
1.0773 |
1.0813 |
1.0908 |
|
| S4 |
1.0698 |
1.0738 |
1.0888 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1244 |
1.1001 |
|
| R3 |
1.1169 |
1.1114 |
1.0965 |
|
| R2 |
1.1039 |
1.1039 |
1.0953 |
|
| R1 |
1.0984 |
1.0984 |
1.0941 |
1.1012 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0923 |
| S1 |
1.0854 |
1.0854 |
1.0917 |
1.0882 |
| S2 |
1.0779 |
1.0779 |
1.0905 |
|
| S3 |
1.0649 |
1.0724 |
1.0893 |
|
| S4 |
1.0519 |
1.0594 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0964 |
1.0834 |
0.0130 |
1.2% |
0.0074 |
0.7% |
73% |
False |
False |
26,636 |
| 10 |
1.1004 |
1.0804 |
0.0200 |
1.8% |
0.0086 |
0.8% |
63% |
False |
False |
32,330 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0083 |
0.8% |
28% |
False |
False |
31,157 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0083 |
0.8% |
28% |
False |
False |
30,234 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
52% |
False |
False |
24,359 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0076 |
0.7% |
52% |
False |
False |
18,278 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0071 |
0.6% |
66% |
False |
False |
14,624 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0063 |
0.6% |
66% |
False |
False |
12,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1276 |
|
2.618 |
1.1153 |
|
1.618 |
1.1078 |
|
1.000 |
1.1032 |
|
0.618 |
1.1003 |
|
HIGH |
1.0957 |
|
0.618 |
1.0928 |
|
0.500 |
1.0920 |
|
0.382 |
1.0911 |
|
LOW |
1.0882 |
|
0.618 |
1.0836 |
|
1.000 |
1.0807 |
|
1.618 |
1.0761 |
|
2.618 |
1.0686 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0925 |
| PP |
1.0923 |
1.0921 |
| S1 |
1.0920 |
1.0918 |
|