CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0947 |
0.0034 |
0.3% |
1.0930 |
| High |
1.0958 |
1.1035 |
0.0077 |
0.7% |
1.1035 |
| Low |
1.0885 |
1.0930 |
0.0045 |
0.4% |
1.0879 |
| Close |
1.0930 |
1.1025 |
0.0095 |
0.9% |
1.1025 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.8% |
0.0156 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.7% |
0.0000 |
| Volume |
33,334 |
32,518 |
-816 |
-2.4% |
159,743 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1273 |
1.1083 |
|
| R3 |
1.1207 |
1.1168 |
1.1054 |
|
| R2 |
1.1102 |
1.1102 |
1.1044 |
|
| R1 |
1.1063 |
1.1063 |
1.1035 |
1.1083 |
| PP |
1.0997 |
1.0997 |
1.0997 |
1.1006 |
| S1 |
1.0958 |
1.0958 |
1.1015 |
1.0978 |
| S2 |
1.0892 |
1.0892 |
1.1006 |
|
| S3 |
1.0787 |
1.0853 |
1.0996 |
|
| S4 |
1.0682 |
1.0748 |
1.0967 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1392 |
1.1111 |
|
| R3 |
1.1292 |
1.1236 |
1.1068 |
|
| R2 |
1.1136 |
1.1136 |
1.1054 |
|
| R1 |
1.1080 |
1.1080 |
1.1039 |
1.1108 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0994 |
| S1 |
1.0924 |
1.0924 |
1.1011 |
1.0952 |
| S2 |
1.0824 |
1.0824 |
1.0996 |
|
| S3 |
1.0668 |
1.0768 |
1.0982 |
|
| S4 |
1.0512 |
1.0612 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1035 |
1.0879 |
0.0156 |
1.4% |
0.0089 |
0.8% |
94% |
True |
False |
31,948 |
| 10 |
1.1035 |
1.0834 |
0.0201 |
1.8% |
0.0082 |
0.7% |
95% |
True |
False |
29,292 |
| 20 |
1.1212 |
1.0804 |
0.0408 |
3.7% |
0.0086 |
0.8% |
54% |
False |
False |
32,360 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
49% |
False |
False |
31,277 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0082 |
0.7% |
66% |
False |
False |
27,006 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
66% |
False |
False |
20,273 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0074 |
0.7% |
76% |
False |
False |
16,221 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0066 |
0.6% |
76% |
False |
False |
13,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1310 |
|
1.618 |
1.1205 |
|
1.000 |
1.1140 |
|
0.618 |
1.1100 |
|
HIGH |
1.1035 |
|
0.618 |
1.0995 |
|
0.500 |
1.0983 |
|
0.382 |
1.0970 |
|
LOW |
1.0930 |
|
0.618 |
1.0865 |
|
1.000 |
1.0825 |
|
1.618 |
1.0760 |
|
2.618 |
1.0655 |
|
4.250 |
1.0484 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1002 |
| PP |
1.0997 |
1.0980 |
| S1 |
1.0983 |
1.0957 |
|