CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0971 |
-0.0029 |
-0.3% |
1.1217 |
| High |
1.1000 |
1.0998 |
-0.0002 |
0.0% |
1.1217 |
| Low |
1.0967 |
1.0971 |
0.0004 |
0.0% |
1.0957 |
| Close |
1.0967 |
1.0978 |
0.0011 |
0.1% |
1.0970 |
| Range |
0.0033 |
0.0027 |
-0.0006 |
-18.2% |
0.0260 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
8 |
9 |
1 |
12.5% |
129 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1048 |
1.0993 |
|
| R3 |
1.1036 |
1.1021 |
1.0985 |
|
| R2 |
1.1009 |
1.1009 |
1.0983 |
|
| R1 |
1.0994 |
1.0994 |
1.0980 |
1.1002 |
| PP |
1.0982 |
1.0982 |
1.0982 |
1.0986 |
| S1 |
1.0967 |
1.0967 |
1.0976 |
1.0975 |
| S2 |
1.0955 |
1.0955 |
1.0973 |
|
| S3 |
1.0928 |
1.0940 |
1.0971 |
|
| S4 |
1.0901 |
1.0913 |
1.0963 |
|
|
| 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 |
1.1135 |
1.0952 |
0.0183 |
1.7% |
0.0053 |
0.5% |
14% |
False |
False |
17 |
| 10 |
1.1260 |
1.0952 |
0.0308 |
2.8% |
0.0052 |
0.5% |
8% |
False |
False |
25 |
| 20 |
1.1260 |
1.0917 |
0.0343 |
3.1% |
0.0055 |
0.5% |
18% |
False |
False |
29 |
| 40 |
1.1260 |
1.0768 |
0.0492 |
4.5% |
0.0038 |
0.3% |
43% |
False |
False |
21 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0027 |
0.2% |
57% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.1069 |
|
1.618 |
1.1042 |
|
1.000 |
1.1025 |
|
0.618 |
1.1015 |
|
HIGH |
1.0998 |
|
0.618 |
1.0988 |
|
0.500 |
1.0985 |
|
0.382 |
1.0981 |
|
LOW |
1.0971 |
|
0.618 |
1.0954 |
|
1.000 |
1.0944 |
|
1.618 |
1.0927 |
|
2.618 |
1.0900 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0980 |
| PP |
1.0982 |
1.0979 |
| S1 |
1.0980 |
1.0979 |
|