CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0844 |
-0.0073 |
-0.7% |
1.0962 |
| High |
1.0936 |
1.0885 |
-0.0051 |
-0.5% |
1.1004 |
| Low |
1.0817 |
1.0834 |
0.0017 |
0.2% |
1.0804 |
| Close |
1.0842 |
1.0871 |
0.0029 |
0.3% |
1.0842 |
| Range |
0.0119 |
0.0051 |
-0.0068 |
-57.1% |
0.0200 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
50,090 |
21,586 |
-28,504 |
-56.9% |
190,120 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0995 |
1.0899 |
|
| R3 |
1.0965 |
1.0944 |
1.0885 |
|
| R2 |
1.0914 |
1.0914 |
1.0880 |
|
| R1 |
1.0893 |
1.0893 |
1.0876 |
1.0904 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0869 |
| S1 |
1.0842 |
1.0842 |
1.0866 |
1.0853 |
| S2 |
1.0812 |
1.0812 |
1.0862 |
|
| S3 |
1.0761 |
1.0791 |
1.0857 |
|
| S4 |
1.0710 |
1.0740 |
1.0843 |
|
|
| 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 |
1.0998 |
1.0804 |
0.0194 |
1.8% |
0.0092 |
0.8% |
35% |
False |
False |
37,518 |
| 10 |
1.1186 |
1.0804 |
0.0382 |
3.5% |
0.0091 |
0.8% |
18% |
False |
False |
35,653 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0088 |
0.8% |
15% |
False |
False |
32,986 |
| 40 |
1.1253 |
1.0784 |
0.0469 |
4.3% |
0.0083 |
0.8% |
19% |
False |
False |
30,942 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.2% |
0.0080 |
0.7% |
43% |
False |
False |
22,503 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.2% |
0.0075 |
0.7% |
43% |
False |
False |
16,884 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0069 |
0.6% |
60% |
False |
False |
13,508 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0060 |
0.6% |
60% |
False |
False |
11,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1102 |
|
2.618 |
1.1019 |
|
1.618 |
1.0968 |
|
1.000 |
1.0936 |
|
0.618 |
1.0917 |
|
HIGH |
1.0885 |
|
0.618 |
1.0866 |
|
0.500 |
1.0860 |
|
0.382 |
1.0853 |
|
LOW |
1.0834 |
|
0.618 |
1.0802 |
|
1.000 |
1.0783 |
|
1.618 |
1.0751 |
|
2.618 |
1.0700 |
|
4.250 |
1.0617 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0893 |
| PP |
1.0863 |
1.0886 |
| S1 |
1.0860 |
1.0878 |
|