CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.0917 |
-0.0050 |
-0.5% |
1.0962 |
| High |
1.0982 |
1.0936 |
-0.0046 |
-0.4% |
1.1004 |
| Low |
1.0804 |
1.0817 |
0.0013 |
0.1% |
1.0804 |
| Close |
1.0920 |
1.0842 |
-0.0078 |
-0.7% |
1.0842 |
| Range |
0.0178 |
0.0119 |
-0.0059 |
-33.1% |
0.0200 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.7% |
0.0000 |
| Volume |
62,516 |
50,090 |
-12,426 |
-19.9% |
190,120 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1151 |
1.0907 |
|
| R3 |
1.1103 |
1.1032 |
1.0875 |
|
| R2 |
1.0984 |
1.0984 |
1.0864 |
|
| R1 |
1.0913 |
1.0913 |
1.0853 |
1.0889 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0853 |
| S1 |
1.0794 |
1.0794 |
1.0831 |
1.0770 |
| S2 |
1.0746 |
1.0746 |
1.0820 |
|
| S3 |
1.0627 |
1.0675 |
1.0809 |
|
| S4 |
1.0508 |
1.0556 |
1.0777 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1363 |
1.0952 |
|
| R3 |
1.1283 |
1.1163 |
1.0897 |
|
| R2 |
1.1083 |
1.1083 |
1.0879 |
|
| R1 |
1.0963 |
1.0963 |
1.0860 |
1.0923 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0864 |
| S1 |
1.0763 |
1.0763 |
1.0824 |
1.0723 |
| S2 |
1.0683 |
1.0683 |
1.0805 |
|
| S3 |
1.0483 |
1.0563 |
1.0787 |
|
| S4 |
1.0283 |
1.0363 |
1.0732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1004 |
1.0804 |
0.0200 |
1.8% |
0.0097 |
0.9% |
19% |
False |
False |
38,024 |
| 10 |
1.1212 |
1.0804 |
0.0408 |
3.8% |
0.0091 |
0.8% |
9% |
False |
False |
35,428 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0089 |
0.8% |
8% |
False |
False |
33,006 |
| 40 |
1.1253 |
1.0770 |
0.0483 |
4.5% |
0.0084 |
0.8% |
15% |
False |
False |
31,018 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.2% |
0.0081 |
0.7% |
39% |
False |
False |
22,144 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.2% |
0.0075 |
0.7% |
39% |
False |
False |
16,614 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0069 |
0.6% |
57% |
False |
False |
13,292 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.4% |
0.0060 |
0.5% |
60% |
False |
False |
11,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1248 |
|
1.618 |
1.1129 |
|
1.000 |
1.1055 |
|
0.618 |
1.1010 |
|
HIGH |
1.0936 |
|
0.618 |
1.0891 |
|
0.500 |
1.0877 |
|
0.382 |
1.0862 |
|
LOW |
1.0817 |
|
0.618 |
1.0743 |
|
1.000 |
1.0698 |
|
1.618 |
1.0624 |
|
2.618 |
1.0505 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0900 |
| PP |
1.0865 |
1.0880 |
| S1 |
1.0854 |
1.0861 |
|