CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0954 |
0.0024 |
0.2% |
1.0844 |
| High |
1.0997 |
1.0988 |
-0.0009 |
-0.1% |
1.0964 |
| Low |
1.0917 |
1.0937 |
0.0020 |
0.2% |
1.0834 |
| Close |
1.0948 |
1.0974 |
0.0026 |
0.2% |
1.0929 |
| Range |
0.0080 |
0.0051 |
-0.0029 |
-36.3% |
0.0130 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
24,926 |
26,897 |
1,971 |
7.9% |
133,184 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1098 |
1.1002 |
|
| R3 |
1.1068 |
1.1047 |
1.0988 |
|
| R2 |
1.1017 |
1.1017 |
1.0983 |
|
| R1 |
1.0996 |
1.0996 |
1.0979 |
1.1007 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0972 |
| S1 |
1.0945 |
1.0945 |
1.0969 |
1.0956 |
| S2 |
1.0915 |
1.0915 |
1.0965 |
|
| S3 |
1.0864 |
1.0894 |
1.0960 |
|
| S4 |
1.0813 |
1.0843 |
1.0946 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1299 |
1.1244 |
1.1001 |
|
| R3 |
1.1169 |
1.1114 |
1.0965 |
|
| R2 |
1.1039 |
1.1039 |
1.0953 |
|
| R1 |
1.0984 |
1.0984 |
1.0941 |
1.1012 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0923 |
| S1 |
1.0854 |
1.0854 |
1.0917 |
1.0882 |
| S2 |
1.0779 |
1.0779 |
1.0905 |
|
| S3 |
1.0649 |
1.0724 |
1.0893 |
|
| S4 |
1.0519 |
1.0594 |
1.0858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0997 |
1.0871 |
0.0126 |
1.1% |
0.0073 |
0.7% |
82% |
False |
False |
26,613 |
| 10 |
1.0997 |
1.0804 |
0.0193 |
1.8% |
0.0085 |
0.8% |
88% |
False |
False |
32,044 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0081 |
0.7% |
38% |
False |
False |
31,115 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0084 |
0.8% |
38% |
False |
False |
30,408 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0081 |
0.7% |
58% |
False |
False |
25,220 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0077 |
0.7% |
58% |
False |
False |
18,926 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0072 |
0.7% |
71% |
False |
False |
15,142 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0064 |
0.6% |
71% |
False |
False |
12,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1205 |
|
2.618 |
1.1122 |
|
1.618 |
1.1071 |
|
1.000 |
1.1039 |
|
0.618 |
1.1020 |
|
HIGH |
1.0988 |
|
0.618 |
1.0969 |
|
0.500 |
1.0963 |
|
0.382 |
1.0956 |
|
LOW |
1.0937 |
|
0.618 |
1.0905 |
|
1.000 |
1.0886 |
|
1.618 |
1.0854 |
|
2.618 |
1.0803 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0970 |
1.0963 |
| PP |
1.0966 |
1.0951 |
| S1 |
1.0963 |
1.0940 |
|