CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0947 |
1.1031 |
0.0084 |
0.8% |
1.0930 |
| High |
1.1035 |
1.1037 |
0.0002 |
0.0% |
1.1035 |
| Low |
1.0930 |
1.0952 |
0.0022 |
0.2% |
1.0879 |
| Close |
1.1025 |
1.0967 |
-0.0058 |
-0.5% |
1.1025 |
| Range |
0.0105 |
0.0085 |
-0.0020 |
-19.0% |
0.0156 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
32,518 |
27,481 |
-5,037 |
-15.5% |
159,743 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1189 |
1.1014 |
|
| R3 |
1.1155 |
1.1104 |
1.0990 |
|
| R2 |
1.1070 |
1.1070 |
1.0983 |
|
| R1 |
1.1019 |
1.1019 |
1.0975 |
1.1002 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0977 |
| S1 |
1.0934 |
1.0934 |
1.0959 |
1.0917 |
| S2 |
1.0900 |
1.0900 |
1.0951 |
|
| S3 |
1.0815 |
1.0849 |
1.0944 |
|
| S4 |
1.0730 |
1.0764 |
1.0920 |
|
|
| 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 |
1.1037 |
1.0879 |
0.0158 |
1.4% |
0.0090 |
0.8% |
56% |
True |
False |
32,459 |
| 10 |
1.1037 |
1.0841 |
0.0196 |
1.8% |
0.0085 |
0.8% |
64% |
True |
False |
29,882 |
| 20 |
1.1186 |
1.0804 |
0.0382 |
3.5% |
0.0088 |
0.8% |
43% |
False |
False |
32,767 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0087 |
0.8% |
36% |
False |
False |
31,374 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
57% |
False |
False |
27,446 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
57% |
False |
False |
20,616 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0074 |
0.7% |
70% |
False |
False |
16,496 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0067 |
0.6% |
70% |
False |
False |
13,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1260 |
|
1.618 |
1.1175 |
|
1.000 |
1.1122 |
|
0.618 |
1.1090 |
|
HIGH |
1.1037 |
|
0.618 |
1.1005 |
|
0.500 |
1.0995 |
|
0.382 |
1.0984 |
|
LOW |
1.0952 |
|
0.618 |
1.0899 |
|
1.000 |
1.0867 |
|
1.618 |
1.0814 |
|
2.618 |
1.0729 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.0965 |
| PP |
1.0985 |
1.0963 |
| S1 |
1.0976 |
1.0961 |
|