CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0981 |
0.0027 |
0.2% |
1.0844 |
| High |
1.0988 |
1.1015 |
0.0027 |
0.2% |
1.0964 |
| Low |
1.0937 |
1.0879 |
-0.0058 |
-0.5% |
1.0834 |
| Close |
1.0974 |
1.0894 |
-0.0080 |
-0.7% |
1.0929 |
| Range |
0.0051 |
0.0136 |
0.0085 |
166.7% |
0.0130 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.7% |
0.0000 |
| Volume |
26,897 |
42,068 |
15,171 |
56.4% |
133,184 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1252 |
1.0969 |
|
| R3 |
1.1201 |
1.1116 |
1.0931 |
|
| R2 |
1.1065 |
1.1065 |
1.0919 |
|
| R1 |
1.0980 |
1.0980 |
1.0906 |
1.0955 |
| PP |
1.0929 |
1.0929 |
1.0929 |
1.0917 |
| S1 |
1.0844 |
1.0844 |
1.0882 |
1.0819 |
| S2 |
1.0793 |
1.0793 |
1.0869 |
|
| S3 |
1.0657 |
1.0708 |
1.0857 |
|
| S4 |
1.0521 |
1.0572 |
1.0819 |
|
|
| 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 |
1.1015 |
1.0879 |
0.0136 |
1.2% |
0.0082 |
0.8% |
11% |
True |
True |
29,431 |
| 10 |
1.1015 |
1.0804 |
0.0211 |
1.9% |
0.0094 |
0.9% |
43% |
True |
False |
33,968 |
| 20 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0084 |
0.8% |
20% |
False |
False |
31,778 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
20% |
False |
False |
30,862 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
46% |
False |
False |
25,919 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
46% |
False |
False |
19,450 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0073 |
0.7% |
62% |
False |
False |
15,563 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.8% |
0.0065 |
0.6% |
62% |
False |
False |
12,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1593 |
|
2.618 |
1.1371 |
|
1.618 |
1.1235 |
|
1.000 |
1.1151 |
|
0.618 |
1.1099 |
|
HIGH |
1.1015 |
|
0.618 |
1.0963 |
|
0.500 |
1.0947 |
|
0.382 |
1.0931 |
|
LOW |
1.0879 |
|
0.618 |
1.0795 |
|
1.000 |
1.0743 |
|
1.618 |
1.0659 |
|
2.618 |
1.0523 |
|
4.250 |
1.0301 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0947 |
| PP |
1.0929 |
1.0929 |
| S1 |
1.0912 |
1.0912 |
|