CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0844 |
1.0875 |
0.0031 |
0.3% |
1.0962 |
| High |
1.0885 |
1.0926 |
0.0041 |
0.4% |
1.1004 |
| Low |
1.0834 |
1.0841 |
0.0007 |
0.1% |
1.0804 |
| Close |
1.0871 |
1.0893 |
0.0022 |
0.2% |
1.0842 |
| Range |
0.0051 |
0.0085 |
0.0034 |
66.7% |
0.0200 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
21,586 |
30,352 |
8,766 |
40.6% |
190,120 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1102 |
1.0940 |
|
| R3 |
1.1057 |
1.1017 |
1.0916 |
|
| R2 |
1.0972 |
1.0972 |
1.0909 |
|
| R1 |
1.0932 |
1.0932 |
1.0901 |
1.0952 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0897 |
| S1 |
1.0847 |
1.0847 |
1.0885 |
1.0867 |
| S2 |
1.0802 |
1.0802 |
1.0877 |
|
| S3 |
1.0717 |
1.0762 |
1.0870 |
|
| S4 |
1.0632 |
1.0677 |
1.0846 |
|
|
| 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 |
1.0995 |
1.0804 |
0.0191 |
1.8% |
0.0097 |
0.9% |
47% |
False |
False |
37,475 |
| 10 |
1.1176 |
1.0804 |
0.0372 |
3.4% |
0.0092 |
0.8% |
24% |
False |
False |
35,296 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
20% |
False |
False |
32,372 |
| 40 |
1.1253 |
1.0797 |
0.0456 |
4.2% |
0.0085 |
0.8% |
21% |
False |
False |
31,253 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
46% |
False |
False |
23,007 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0075 |
0.7% |
46% |
False |
False |
17,263 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0069 |
0.6% |
62% |
False |
False |
13,811 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0061 |
0.6% |
62% |
False |
False |
11,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1149 |
|
1.618 |
1.1064 |
|
1.000 |
1.1011 |
|
0.618 |
1.0979 |
|
HIGH |
1.0926 |
|
0.618 |
1.0894 |
|
0.500 |
1.0884 |
|
0.382 |
1.0873 |
|
LOW |
1.0841 |
|
0.618 |
1.0788 |
|
1.000 |
1.0756 |
|
1.618 |
1.0703 |
|
2.618 |
1.0618 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0888 |
| PP |
1.0887 |
1.0882 |
| S1 |
1.0884 |
1.0877 |
|