CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0981 |
1.0913 |
-0.0068 |
-0.6% |
1.0844 |
| High |
1.1015 |
1.0958 |
-0.0057 |
-0.5% |
1.0964 |
| Low |
1.0879 |
1.0885 |
0.0006 |
0.1% |
1.0834 |
| Close |
1.0894 |
1.0930 |
0.0036 |
0.3% |
1.0929 |
| Range |
0.0136 |
0.0073 |
-0.0063 |
-46.3% |
0.0130 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
42,068 |
33,334 |
-8,734 |
-20.8% |
133,184 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1110 |
1.0970 |
|
| R3 |
1.1070 |
1.1037 |
1.0950 |
|
| R2 |
1.0997 |
1.0997 |
1.0943 |
|
| R1 |
1.0964 |
1.0964 |
1.0937 |
1.0981 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0933 |
| S1 |
1.0891 |
1.0891 |
1.0923 |
1.0908 |
| S2 |
1.0851 |
1.0851 |
1.0917 |
|
| S3 |
1.0778 |
1.0818 |
1.0910 |
|
| S4 |
1.0705 |
1.0745 |
1.0890 |
|
|
| 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% |
0.0083 |
0.8% |
38% |
False |
False |
30,097 |
| 10 |
1.1015 |
1.0817 |
0.0198 |
1.8% |
0.0083 |
0.8% |
57% |
False |
False |
31,049 |
| 20 |
1.1250 |
1.0804 |
0.0446 |
4.1% |
0.0086 |
0.8% |
28% |
False |
False |
32,103 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
28% |
False |
False |
31,164 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
52% |
False |
False |
26,471 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
52% |
False |
False |
19,867 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0073 |
0.7% |
66% |
False |
False |
15,896 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0066 |
0.6% |
66% |
False |
False |
13,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1149 |
|
1.618 |
1.1076 |
|
1.000 |
1.1031 |
|
0.618 |
1.1003 |
|
HIGH |
1.0958 |
|
0.618 |
1.0930 |
|
0.500 |
1.0922 |
|
0.382 |
1.0913 |
|
LOW |
1.0885 |
|
0.618 |
1.0840 |
|
1.000 |
1.0812 |
|
1.618 |
1.0767 |
|
2.618 |
1.0694 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0927 |
1.0947 |
| PP |
1.0924 |
1.0941 |
| S1 |
1.0922 |
1.0936 |
|