CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0992 |
0.0030 |
0.3% |
1.1208 |
| High |
1.1004 |
1.0998 |
-0.0006 |
-0.1% |
1.1212 |
| Low |
1.0929 |
1.0934 |
0.0005 |
0.0% |
1.0946 |
| Close |
1.0998 |
1.0958 |
-0.0040 |
-0.4% |
1.0961 |
| Range |
0.0075 |
0.0064 |
-0.0011 |
-14.7% |
0.0266 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
24,113 |
30,567 |
6,454 |
26.8% |
164,162 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1121 |
1.0993 |
|
| R3 |
1.1091 |
1.1057 |
1.0976 |
|
| R2 |
1.1027 |
1.1027 |
1.0970 |
|
| R1 |
1.0993 |
1.0993 |
1.0964 |
1.0978 |
| PP |
1.0963 |
1.0963 |
1.0963 |
1.0956 |
| S1 |
1.0929 |
1.0929 |
1.0952 |
1.0914 |
| S2 |
1.0899 |
1.0899 |
1.0946 |
|
| S3 |
1.0835 |
1.0865 |
1.0940 |
|
| S4 |
1.0771 |
1.0801 |
1.0923 |
|
|
| 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 |
1.1176 |
1.0929 |
0.0247 |
2.3% |
0.0088 |
0.8% |
12% |
False |
False |
33,117 |
| 10 |
1.1253 |
1.0929 |
0.0324 |
3.0% |
0.0077 |
0.7% |
9% |
False |
False |
30,185 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0085 |
0.8% |
16% |
False |
False |
31,030 |
| 40 |
1.1253 |
1.0680 |
0.0573 |
5.2% |
0.0081 |
0.7% |
49% |
False |
False |
29,261 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0080 |
0.7% |
56% |
False |
False |
19,888 |
| 80 |
1.1253 |
1.0556 |
0.0697 |
6.4% |
0.0072 |
0.7% |
58% |
False |
False |
14,921 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0067 |
0.6% |
69% |
False |
False |
11,938 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.3% |
0.0057 |
0.5% |
71% |
False |
False |
9,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1270 |
|
2.618 |
1.1166 |
|
1.618 |
1.1102 |
|
1.000 |
1.1062 |
|
0.618 |
1.1038 |
|
HIGH |
1.0998 |
|
0.618 |
1.0974 |
|
0.500 |
1.0966 |
|
0.382 |
1.0958 |
|
LOW |
1.0934 |
|
0.618 |
1.0894 |
|
1.000 |
1.0870 |
|
1.618 |
1.0830 |
|
2.618 |
1.0766 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0988 |
| PP |
1.0963 |
1.0978 |
| S1 |
1.0961 |
1.0968 |
|