CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0917 |
-0.0056 |
-0.5% |
1.0952 |
| High |
1.0973 |
1.0927 |
-0.0046 |
-0.4% |
1.1007 |
| Low |
1.0831 |
1.0829 |
-0.0002 |
0.0% |
1.0829 |
| Close |
1.0929 |
1.0851 |
-0.0078 |
-0.7% |
1.0851 |
| Range |
0.0142 |
0.0098 |
-0.0044 |
-31.0% |
0.0178 |
| ATR |
0.0064 |
0.0066 |
0.0003 |
4.1% |
0.0000 |
| Volume |
20 |
100 |
80 |
400.0% |
156 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1105 |
1.0905 |
|
| R3 |
1.1065 |
1.1007 |
1.0878 |
|
| R2 |
1.0967 |
1.0967 |
1.0869 |
|
| R1 |
1.0909 |
1.0909 |
1.0860 |
1.0889 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0859 |
| S1 |
1.0811 |
1.0811 |
1.0842 |
1.0791 |
| S2 |
1.0771 |
1.0771 |
1.0833 |
|
| S3 |
1.0673 |
1.0713 |
1.0824 |
|
| S4 |
1.0575 |
1.0615 |
1.0797 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1430 |
1.1318 |
1.0949 |
|
| R3 |
1.1252 |
1.1140 |
1.0900 |
|
| R2 |
1.1074 |
1.1074 |
1.0884 |
|
| R1 |
1.0962 |
1.0962 |
1.0867 |
1.0929 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0879 |
| S1 |
1.0784 |
1.0784 |
1.0835 |
1.0751 |
| S2 |
1.0718 |
1.0718 |
1.0818 |
|
| S3 |
1.0540 |
1.0606 |
1.0802 |
|
| S4 |
1.0362 |
1.0428 |
1.0753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1007 |
1.0829 |
0.0178 |
1.6% |
0.0071 |
0.7% |
12% |
False |
True |
31 |
| 10 |
1.1217 |
1.0829 |
0.0388 |
3.6% |
0.0065 |
0.6% |
6% |
False |
True |
28 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
4.0% |
0.0064 |
0.6% |
5% |
False |
True |
34 |
| 40 |
1.1260 |
1.0797 |
0.0463 |
4.3% |
0.0044 |
0.4% |
12% |
False |
False |
23 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.1% |
0.0031 |
0.3% |
38% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1184 |
|
1.618 |
1.1086 |
|
1.000 |
1.1025 |
|
0.618 |
1.0988 |
|
HIGH |
1.0927 |
|
0.618 |
1.0890 |
|
0.500 |
1.0878 |
|
0.382 |
1.0866 |
|
LOW |
1.0829 |
|
0.618 |
1.0768 |
|
1.000 |
1.0731 |
|
1.618 |
1.0670 |
|
2.618 |
1.0572 |
|
4.250 |
1.0413 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0914 |
| PP |
1.0869 |
1.0893 |
| S1 |
1.0860 |
1.0872 |
|