CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0973 |
0.0002 |
0.0% |
1.1217 |
| High |
1.0998 |
1.0973 |
-0.0025 |
-0.2% |
1.1217 |
| Low |
1.0971 |
1.0831 |
-0.0140 |
-1.3% |
1.0957 |
| Close |
1.0978 |
1.0929 |
-0.0049 |
-0.4% |
1.0970 |
| Range |
0.0027 |
0.0142 |
0.0115 |
425.9% |
0.0260 |
| ATR |
0.0057 |
0.0064 |
0.0006 |
11.2% |
0.0000 |
| Volume |
9 |
20 |
11 |
122.2% |
129 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1275 |
1.1007 |
|
| R3 |
1.1195 |
1.1133 |
1.0968 |
|
| R2 |
1.1053 |
1.1053 |
1.0955 |
|
| R1 |
1.0991 |
1.0991 |
1.0942 |
1.0951 |
| PP |
1.0911 |
1.0911 |
1.0911 |
1.0891 |
| S1 |
1.0849 |
1.0849 |
1.0916 |
1.0809 |
| S2 |
1.0769 |
1.0769 |
1.0903 |
|
| S3 |
1.0627 |
1.0707 |
1.0890 |
|
| S4 |
1.0485 |
1.0565 |
1.0851 |
|
|
| 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 |
1.1019 |
1.0831 |
0.0188 |
1.7% |
0.0064 |
0.6% |
52% |
False |
True |
20 |
| 10 |
1.1240 |
1.0831 |
0.0409 |
3.7% |
0.0062 |
0.6% |
24% |
False |
True |
22 |
| 20 |
1.1260 |
1.0831 |
0.0429 |
3.9% |
0.0060 |
0.5% |
23% |
False |
True |
30 |
| 40 |
1.1260 |
1.0780 |
0.0480 |
4.4% |
0.0042 |
0.4% |
31% |
False |
False |
21 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0029 |
0.3% |
50% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1577 |
|
2.618 |
1.1345 |
|
1.618 |
1.1203 |
|
1.000 |
1.1115 |
|
0.618 |
1.1061 |
|
HIGH |
1.0973 |
|
0.618 |
1.0919 |
|
0.500 |
1.0902 |
|
0.382 |
1.0885 |
|
LOW |
1.0831 |
|
0.618 |
1.0743 |
|
1.000 |
1.0689 |
|
1.618 |
1.0601 |
|
2.618 |
1.0459 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0925 |
| PP |
1.0911 |
1.0920 |
| S1 |
1.0902 |
1.0916 |
|