CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0850 |
-0.0067 |
-0.6% |
1.0952 |
| High |
1.0927 |
1.0890 |
-0.0037 |
-0.3% |
1.1007 |
| Low |
1.0829 |
1.0850 |
0.0021 |
0.2% |
1.0829 |
| Close |
1.0851 |
1.0880 |
0.0029 |
0.3% |
1.0851 |
| Range |
0.0098 |
0.0040 |
-0.0058 |
-59.2% |
0.0178 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
100 |
48 |
-52 |
-52.0% |
156 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0977 |
1.0902 |
|
| R3 |
1.0953 |
1.0937 |
1.0891 |
|
| R2 |
1.0913 |
1.0913 |
1.0887 |
|
| R1 |
1.0897 |
1.0897 |
1.0884 |
1.0905 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0878 |
| S1 |
1.0857 |
1.0857 |
1.0876 |
1.0865 |
| S2 |
1.0833 |
1.0833 |
1.0873 |
|
| S3 |
1.0793 |
1.0817 |
1.0869 |
|
| S4 |
1.0753 |
1.0777 |
1.0858 |
|
|
| 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 |
1.1000 |
1.0829 |
0.0171 |
1.6% |
0.0068 |
0.6% |
30% |
False |
False |
37 |
| 10 |
1.1184 |
1.0829 |
0.0355 |
3.3% |
0.0065 |
0.6% |
14% |
False |
False |
29 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
4.0% |
0.0065 |
0.6% |
12% |
False |
False |
36 |
| 40 |
1.1260 |
1.0818 |
0.0442 |
4.1% |
0.0045 |
0.4% |
14% |
False |
False |
24 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0032 |
0.3% |
42% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0995 |
|
1.618 |
1.0955 |
|
1.000 |
1.0930 |
|
0.618 |
1.0915 |
|
HIGH |
1.0890 |
|
0.618 |
1.0875 |
|
0.500 |
1.0870 |
|
0.382 |
1.0865 |
|
LOW |
1.0850 |
|
0.618 |
1.0825 |
|
1.000 |
1.0810 |
|
1.618 |
1.0785 |
|
2.618 |
1.0745 |
|
4.250 |
1.0680 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0901 |
| PP |
1.0873 |
1.0894 |
| S1 |
1.0870 |
1.0887 |
|