CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1029 |
1.1022 |
-0.0007 |
-0.1% |
1.1031 |
| High |
1.1063 |
1.1077 |
0.0014 |
0.1% |
1.1077 |
| Low |
1.0999 |
1.1006 |
0.0007 |
0.1% |
1.0952 |
| Close |
1.1015 |
1.1028 |
0.0013 |
0.1% |
1.1028 |
| Range |
0.0064 |
0.0071 |
0.0007 |
10.9% |
0.0125 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,411 |
33,976 |
8,565 |
33.7% |
111,935 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1210 |
1.1067 |
|
| R3 |
1.1179 |
1.1139 |
1.1048 |
|
| R2 |
1.1108 |
1.1108 |
1.1041 |
|
| R1 |
1.1068 |
1.1068 |
1.1035 |
1.1088 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1047 |
| S1 |
1.0997 |
1.0997 |
1.1021 |
1.1017 |
| S2 |
1.0966 |
1.0966 |
1.1015 |
|
| S3 |
1.0895 |
1.0926 |
1.1008 |
|
| S4 |
1.0824 |
1.0855 |
1.0989 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1336 |
1.1097 |
|
| R3 |
1.1269 |
1.1211 |
1.1062 |
|
| R2 |
1.1144 |
1.1144 |
1.1051 |
|
| R1 |
1.1086 |
1.1086 |
1.1039 |
1.1053 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1002 |
| S1 |
1.0961 |
1.0961 |
1.1017 |
1.0928 |
| S2 |
1.0894 |
1.0894 |
1.1005 |
|
| S3 |
1.0769 |
1.0836 |
1.0994 |
|
| S4 |
1.0644 |
1.0711 |
1.0959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1077 |
1.0930 |
0.0147 |
1.3% |
0.0079 |
0.7% |
67% |
True |
False |
28,890 |
| 10 |
1.1077 |
1.0879 |
0.0198 |
1.8% |
0.0081 |
0.7% |
75% |
True |
False |
29,494 |
| 20 |
1.1077 |
1.0804 |
0.0273 |
2.5% |
0.0085 |
0.8% |
82% |
True |
False |
31,457 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0085 |
0.8% |
50% |
False |
False |
30,939 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
66% |
False |
False |
28,798 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0079 |
0.7% |
66% |
False |
False |
21,671 |
| 100 |
1.1253 |
1.0470 |
0.0783 |
7.1% |
0.0075 |
0.7% |
71% |
False |
False |
17,340 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0069 |
0.6% |
76% |
False |
False |
14,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1263 |
|
1.618 |
1.1192 |
|
1.000 |
1.1148 |
|
0.618 |
1.1121 |
|
HIGH |
1.1077 |
|
0.618 |
1.1050 |
|
0.500 |
1.1042 |
|
0.382 |
1.1033 |
|
LOW |
1.1006 |
|
0.618 |
1.0962 |
|
1.000 |
1.0935 |
|
1.618 |
1.0891 |
|
2.618 |
1.0820 |
|
4.250 |
1.0704 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1026 |
| PP |
1.1037 |
1.1024 |
| S1 |
1.1033 |
1.1022 |
|