CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0951 |
1.0967 |
0.0016 |
0.1% |
1.1208 |
| High |
1.0995 |
1.0982 |
-0.0013 |
-0.1% |
1.1212 |
| Low |
1.0945 |
1.0804 |
-0.0141 |
-1.3% |
1.0946 |
| Close |
1.0969 |
1.0920 |
-0.0049 |
-0.4% |
1.0961 |
| Range |
0.0050 |
0.0178 |
0.0128 |
256.0% |
0.0266 |
| ATR |
0.0079 |
0.0087 |
0.0007 |
8.9% |
0.0000 |
| Volume |
22,834 |
62,516 |
39,682 |
173.8% |
164,162 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1356 |
1.1018 |
|
| R3 |
1.1258 |
1.1178 |
1.0969 |
|
| R2 |
1.1080 |
1.1080 |
1.0953 |
|
| R1 |
1.1000 |
1.1000 |
1.0936 |
1.0951 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0878 |
| S1 |
1.0822 |
1.0822 |
1.0904 |
1.0773 |
| S2 |
1.0724 |
1.0724 |
1.0887 |
|
| S3 |
1.0546 |
1.0644 |
1.0871 |
|
| S4 |
1.0368 |
1.0466 |
1.0822 |
|
|
| 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 |
1.1047 |
1.0804 |
0.0243 |
2.2% |
0.0094 |
0.9% |
48% |
False |
True |
34,841 |
| 10 |
1.1250 |
1.0804 |
0.0446 |
4.1% |
0.0088 |
0.8% |
26% |
False |
True |
33,156 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0087 |
0.8% |
26% |
False |
True |
31,922 |
| 40 |
1.1253 |
1.0711 |
0.0542 |
5.0% |
0.0082 |
0.8% |
39% |
False |
False |
30,595 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
50% |
False |
False |
21,310 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0073 |
0.7% |
50% |
False |
False |
15,988 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0069 |
0.6% |
65% |
False |
False |
12,791 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.4% |
0.0059 |
0.5% |
67% |
False |
False |
10,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1448 |
|
1.618 |
1.1270 |
|
1.000 |
1.1160 |
|
0.618 |
1.1092 |
|
HIGH |
1.0982 |
|
0.618 |
1.0914 |
|
0.500 |
1.0893 |
|
0.382 |
1.0872 |
|
LOW |
1.0804 |
|
0.618 |
1.0694 |
|
1.000 |
1.0626 |
|
1.618 |
1.0516 |
|
2.618 |
1.0338 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0914 |
| PP |
1.0902 |
1.0907 |
| S1 |
1.0893 |
1.0901 |
|