CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0941 |
0.0041 |
0.4% |
1.0962 |
| High |
1.0964 |
1.0953 |
-0.0011 |
-0.1% |
1.1004 |
| Low |
1.0871 |
1.0886 |
0.0015 |
0.1% |
1.0804 |
| Close |
1.0931 |
1.0914 |
-0.0017 |
-0.2% |
1.0842 |
| Range |
0.0093 |
0.0067 |
-0.0026 |
-28.0% |
0.0200 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
27,978 |
30,004 |
2,026 |
7.2% |
190,120 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1083 |
1.0951 |
|
| R3 |
1.1052 |
1.1016 |
1.0932 |
|
| R2 |
1.0985 |
1.0985 |
1.0926 |
|
| R1 |
1.0949 |
1.0949 |
1.0920 |
1.0934 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0910 |
| S1 |
1.0882 |
1.0882 |
1.0908 |
1.0867 |
| S2 |
1.0851 |
1.0851 |
1.0902 |
|
| S3 |
1.0784 |
1.0815 |
1.0896 |
|
| S4 |
1.0717 |
1.0748 |
1.0877 |
|
|
| 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 |
1.0964 |
1.0817 |
0.0147 |
1.3% |
0.0083 |
0.8% |
66% |
False |
False |
32,002 |
| 10 |
1.1047 |
1.0804 |
0.0243 |
2.2% |
0.0088 |
0.8% |
45% |
False |
False |
33,421 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0081 |
0.7% |
24% |
False |
False |
31,274 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0082 |
0.8% |
24% |
False |
False |
30,427 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
49% |
False |
False |
23,972 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0076 |
0.7% |
49% |
False |
False |
17,987 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0070 |
0.6% |
65% |
False |
False |
14,391 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0062 |
0.6% |
65% |
False |
False |
11,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1128 |
|
1.618 |
1.1061 |
|
1.000 |
1.1020 |
|
0.618 |
1.0994 |
|
HIGH |
1.0953 |
|
0.618 |
1.0927 |
|
0.500 |
1.0920 |
|
0.382 |
1.0912 |
|
LOW |
1.0886 |
|
0.618 |
1.0845 |
|
1.000 |
1.0819 |
|
1.618 |
1.0778 |
|
2.618 |
1.0711 |
|
4.250 |
1.0601 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0910 |
| PP |
1.0918 |
1.0906 |
| S1 |
1.0916 |
1.0903 |
|