CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.0952 |
-0.0063 |
-0.6% |
1.1217 |
| High |
1.1019 |
1.1007 |
-0.0012 |
-0.1% |
1.1217 |
| Low |
1.0957 |
1.0952 |
-0.0005 |
0.0% |
1.0957 |
| Close |
1.0970 |
1.1007 |
0.0037 |
0.3% |
1.0970 |
| Range |
0.0062 |
0.0055 |
-0.0007 |
-11.3% |
0.0260 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
46 |
19 |
-27 |
-58.7% |
129 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1135 |
1.1037 |
|
| R3 |
1.1099 |
1.1080 |
1.1022 |
|
| R2 |
1.1044 |
1.1044 |
1.1017 |
|
| R1 |
1.1025 |
1.1025 |
1.1012 |
1.1035 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0993 |
| S1 |
1.0970 |
1.0970 |
1.1002 |
1.0980 |
| S2 |
1.0934 |
1.0934 |
1.0997 |
|
| S3 |
1.0879 |
1.0915 |
1.0992 |
|
| S4 |
1.0824 |
1.0860 |
1.0977 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1659 |
1.1113 |
|
| R3 |
1.1568 |
1.1399 |
1.1042 |
|
| R2 |
1.1308 |
1.1308 |
1.1018 |
|
| R1 |
1.1139 |
1.1139 |
1.0994 |
1.1094 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1025 |
| S1 |
1.0879 |
1.0879 |
1.0946 |
1.0834 |
| S2 |
1.0788 |
1.0788 |
1.0922 |
|
| S3 |
1.0528 |
1.0619 |
1.0899 |
|
| S4 |
1.0268 |
1.0359 |
1.0827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1184 |
1.0952 |
0.0232 |
2.1% |
0.0062 |
0.6% |
24% |
False |
True |
22 |
| 10 |
1.1260 |
1.0952 |
0.0308 |
2.8% |
0.0062 |
0.6% |
18% |
False |
True |
30 |
| 20 |
1.1260 |
1.0917 |
0.0343 |
3.1% |
0.0054 |
0.5% |
26% |
False |
False |
30 |
| 40 |
1.1260 |
1.0715 |
0.0545 |
5.0% |
0.0038 |
0.3% |
54% |
False |
False |
20 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0026 |
0.2% |
62% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1151 |
|
1.618 |
1.1096 |
|
1.000 |
1.1062 |
|
0.618 |
1.1041 |
|
HIGH |
1.1007 |
|
0.618 |
1.0986 |
|
0.500 |
1.0980 |
|
0.382 |
1.0973 |
|
LOW |
1.0952 |
|
0.618 |
1.0918 |
|
1.000 |
1.0897 |
|
1.618 |
1.0863 |
|
2.618 |
1.0808 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.1044 |
| PP |
1.0989 |
1.1031 |
| S1 |
1.0980 |
1.1019 |
|