CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.0962 |
-0.0071 |
-0.6% |
1.1208 |
| High |
1.1047 |
1.1004 |
-0.0043 |
-0.4% |
1.1212 |
| Low |
1.0946 |
1.0929 |
-0.0017 |
-0.2% |
1.0946 |
| Close |
1.0961 |
1.0998 |
0.0037 |
0.3% |
1.0961 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0266 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
34,176 |
24,113 |
-10,063 |
-29.4% |
164,162 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1175 |
1.1039 |
|
| R3 |
1.1127 |
1.1100 |
1.1019 |
|
| R2 |
1.1052 |
1.1052 |
1.1012 |
|
| R1 |
1.1025 |
1.1025 |
1.1005 |
1.1039 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0984 |
| S1 |
1.0950 |
1.0950 |
1.0991 |
1.0964 |
| S2 |
1.0902 |
1.0902 |
1.0984 |
|
| S3 |
1.0827 |
1.0875 |
1.0977 |
|
| S4 |
1.0752 |
1.0800 |
1.0957 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1838 |
1.1665 |
1.1107 |
|
| R3 |
1.1572 |
1.1399 |
1.1034 |
|
| R2 |
1.1306 |
1.1306 |
1.1010 |
|
| R1 |
1.1133 |
1.1133 |
1.0985 |
1.1087 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1016 |
| S1 |
1.0867 |
1.0867 |
1.0937 |
1.0821 |
| S2 |
1.0774 |
1.0774 |
1.0912 |
|
| S3 |
1.0508 |
1.0601 |
1.0888 |
|
| S4 |
1.0242 |
1.0335 |
1.0815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1186 |
1.0929 |
0.0257 |
2.3% |
0.0090 |
0.8% |
27% |
False |
True |
33,787 |
| 10 |
1.1253 |
1.0929 |
0.0324 |
2.9% |
0.0083 |
0.8% |
21% |
False |
True |
30,594 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0085 |
0.8% |
28% |
False |
False |
30,811 |
| 40 |
1.1253 |
1.0680 |
0.0573 |
5.2% |
0.0081 |
0.7% |
55% |
False |
False |
28,706 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0079 |
0.7% |
62% |
False |
False |
19,379 |
| 80 |
1.1253 |
1.0525 |
0.0728 |
6.6% |
0.0072 |
0.7% |
65% |
False |
False |
14,539 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0067 |
0.6% |
73% |
False |
False |
11,632 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.3% |
0.0056 |
0.5% |
75% |
False |
False |
9,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1200 |
|
1.618 |
1.1125 |
|
1.000 |
1.1079 |
|
0.618 |
1.1050 |
|
HIGH |
1.1004 |
|
0.618 |
1.0975 |
|
0.500 |
1.0967 |
|
0.382 |
1.0958 |
|
LOW |
1.0929 |
|
0.618 |
1.0883 |
|
1.000 |
1.0854 |
|
1.618 |
1.0808 |
|
2.618 |
1.0733 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.1028 |
| PP |
1.0977 |
1.1018 |
| S1 |
1.0967 |
1.1008 |
|