CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.1029 |
0.0057 |
0.5% |
1.0930 |
| High |
1.1038 |
1.1063 |
0.0025 |
0.2% |
1.1035 |
| Low |
1.0967 |
1.0999 |
0.0032 |
0.3% |
1.0879 |
| Close |
1.1036 |
1.1015 |
-0.0021 |
-0.2% |
1.1025 |
| Range |
0.0071 |
0.0064 |
-0.0007 |
-9.9% |
0.0156 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
25,067 |
25,411 |
344 |
1.4% |
159,743 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1180 |
1.1050 |
|
| R3 |
1.1154 |
1.1116 |
1.1033 |
|
| R2 |
1.1090 |
1.1090 |
1.1027 |
|
| R1 |
1.1052 |
1.1052 |
1.1021 |
1.1039 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1019 |
| S1 |
1.0988 |
1.0988 |
1.1009 |
1.0975 |
| S2 |
1.0962 |
1.0962 |
1.1003 |
|
| S3 |
1.0898 |
1.0924 |
1.0997 |
|
| S4 |
1.0834 |
1.0860 |
1.0980 |
|
|
| 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 |
1.1063 |
1.0885 |
0.0178 |
1.6% |
0.0080 |
0.7% |
73% |
True |
False |
28,762 |
| 10 |
1.1063 |
1.0879 |
0.0184 |
1.7% |
0.0081 |
0.7% |
74% |
True |
False |
29,097 |
| 20 |
1.1127 |
1.0804 |
0.0323 |
2.9% |
0.0086 |
0.8% |
65% |
False |
False |
31,965 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0085 |
0.8% |
47% |
False |
False |
30,876 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
64% |
False |
False |
28,266 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
64% |
False |
False |
21,247 |
| 100 |
1.1253 |
1.0372 |
0.0881 |
8.0% |
0.0075 |
0.7% |
73% |
False |
False |
17,000 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0068 |
0.6% |
75% |
False |
False |
14,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1231 |
|
1.618 |
1.1167 |
|
1.000 |
1.1127 |
|
0.618 |
1.1103 |
|
HIGH |
1.1063 |
|
0.618 |
1.1039 |
|
0.500 |
1.1031 |
|
0.382 |
1.1023 |
|
LOW |
1.0999 |
|
0.618 |
1.0959 |
|
1.000 |
1.0935 |
|
1.618 |
1.0895 |
|
2.618 |
1.0831 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1013 |
| PP |
1.1026 |
1.1010 |
| S1 |
1.1020 |
1.1008 |
|