CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0914 |
1.0930 |
0.0016 |
0.1% |
1.0844 |
| High |
1.0957 |
1.0997 |
0.0040 |
0.4% |
1.0964 |
| Low |
1.0882 |
1.0917 |
0.0035 |
0.3% |
1.0834 |
| Close |
1.0929 |
1.0948 |
0.0019 |
0.2% |
1.0929 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0130 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
23,264 |
24,926 |
1,662 |
7.1% |
133,184 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1194 |
1.1151 |
1.0992 |
|
| R3 |
1.1114 |
1.1071 |
1.0970 |
|
| R2 |
1.1034 |
1.1034 |
1.0963 |
|
| R1 |
1.0991 |
1.0991 |
1.0955 |
1.1013 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0965 |
| S1 |
1.0911 |
1.0911 |
1.0941 |
1.0933 |
| S2 |
1.0874 |
1.0874 |
1.0933 |
|
| S3 |
1.0794 |
1.0831 |
1.0926 |
|
| S4 |
1.0714 |
1.0751 |
1.0904 |
|
|
| 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 |
1.0997 |
1.0841 |
0.0156 |
1.4% |
0.0080 |
0.7% |
69% |
True |
False |
27,304 |
| 10 |
1.0998 |
1.0804 |
0.0194 |
1.8% |
0.0086 |
0.8% |
74% |
False |
False |
32,411 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0085 |
0.8% |
32% |
False |
False |
31,502 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0084 |
0.8% |
32% |
False |
False |
30,211 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
54% |
False |
False |
24,773 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0077 |
0.7% |
54% |
False |
False |
18,590 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0071 |
0.7% |
68% |
False |
False |
14,873 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0063 |
0.6% |
68% |
False |
False |
12,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1337 |
|
2.618 |
1.1206 |
|
1.618 |
1.1126 |
|
1.000 |
1.1077 |
|
0.618 |
1.1046 |
|
HIGH |
1.0997 |
|
0.618 |
1.0966 |
|
0.500 |
1.0957 |
|
0.382 |
1.0948 |
|
LOW |
1.0917 |
|
0.618 |
1.0868 |
|
1.000 |
1.0837 |
|
1.618 |
1.0788 |
|
2.618 |
1.0708 |
|
4.250 |
1.0577 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0945 |
| PP |
1.0954 |
1.0942 |
| S1 |
1.0951 |
1.0940 |
|