CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0900 |
0.0025 |
0.2% |
1.0962 |
| High |
1.0926 |
1.0964 |
0.0038 |
0.3% |
1.1004 |
| Low |
1.0841 |
1.0871 |
0.0030 |
0.3% |
1.0804 |
| Close |
1.0893 |
1.0931 |
0.0038 |
0.3% |
1.0842 |
| Range |
0.0085 |
0.0093 |
0.0008 |
9.4% |
0.0200 |
| ATR |
0.0086 |
0.0087 |
0.0000 |
0.6% |
0.0000 |
| Volume |
30,352 |
27,978 |
-2,374 |
-7.8% |
190,120 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1201 |
1.1159 |
1.0982 |
|
| R3 |
1.1108 |
1.1066 |
1.0957 |
|
| R2 |
1.1015 |
1.1015 |
1.0948 |
|
| R1 |
1.0973 |
1.0973 |
1.0940 |
1.0994 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0933 |
| S1 |
1.0880 |
1.0880 |
1.0922 |
1.0901 |
| S2 |
1.0829 |
1.0829 |
1.0914 |
|
| S3 |
1.0736 |
1.0787 |
1.0905 |
|
| S4 |
1.0643 |
1.0694 |
1.0880 |
|
|
| 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 |
1.0982 |
1.0804 |
0.0178 |
1.6% |
0.0105 |
1.0% |
71% |
False |
False |
38,504 |
| 10 |
1.1127 |
1.0804 |
0.0323 |
3.0% |
0.0092 |
0.8% |
39% |
False |
False |
34,834 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
28% |
False |
False |
31,828 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0082 |
0.8% |
28% |
False |
False |
30,745 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
52% |
False |
False |
23,474 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0076 |
0.7% |
52% |
False |
False |
17,613 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0070 |
0.6% |
66% |
False |
False |
14,091 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0062 |
0.6% |
66% |
False |
False |
11,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1207 |
|
1.618 |
1.1114 |
|
1.000 |
1.1057 |
|
0.618 |
1.1021 |
|
HIGH |
1.0964 |
|
0.618 |
1.0928 |
|
0.500 |
1.0918 |
|
0.382 |
1.0907 |
|
LOW |
1.0871 |
|
0.618 |
1.0814 |
|
1.000 |
1.0778 |
|
1.618 |
1.0721 |
|
2.618 |
1.0628 |
|
4.250 |
1.0476 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0920 |
| PP |
1.0922 |
1.0910 |
| S1 |
1.0918 |
1.0899 |
|