CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0872 |
0.0022 |
0.2% |
1.0952 |
| High |
1.0890 |
1.0920 |
0.0030 |
0.3% |
1.1007 |
| Low |
1.0850 |
1.0872 |
0.0022 |
0.2% |
1.0829 |
| Close |
1.0880 |
1.0902 |
0.0022 |
0.2% |
1.0851 |
| Range |
0.0040 |
0.0048 |
0.0008 |
20.0% |
0.0178 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
48 |
28 |
-20 |
-41.7% |
156 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1020 |
1.0928 |
|
| R3 |
1.0994 |
1.0972 |
1.0915 |
|
| R2 |
1.0946 |
1.0946 |
1.0911 |
|
| R1 |
1.0924 |
1.0924 |
1.0906 |
1.0935 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0904 |
| S1 |
1.0876 |
1.0876 |
1.0898 |
1.0887 |
| S2 |
1.0850 |
1.0850 |
1.0893 |
|
| S3 |
1.0802 |
1.0828 |
1.0889 |
|
| S4 |
1.0754 |
1.0780 |
1.0876 |
|
|
| 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 |
1.0998 |
1.0829 |
0.0169 |
1.6% |
0.0071 |
0.7% |
43% |
False |
False |
41 |
| 10 |
1.1170 |
1.0829 |
0.0341 |
3.1% |
0.0065 |
0.6% |
21% |
False |
False |
31 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
4.0% |
0.0063 |
0.6% |
17% |
False |
False |
37 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
4.0% |
0.0046 |
0.4% |
17% |
False |
False |
25 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0033 |
0.3% |
46% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.1046 |
|
1.618 |
1.0998 |
|
1.000 |
1.0968 |
|
0.618 |
1.0950 |
|
HIGH |
1.0920 |
|
0.618 |
1.0902 |
|
0.500 |
1.0896 |
|
0.382 |
1.0890 |
|
LOW |
1.0872 |
|
0.618 |
1.0842 |
|
1.000 |
1.0824 |
|
1.618 |
1.0794 |
|
2.618 |
1.0746 |
|
4.250 |
1.0668 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0894 |
| PP |
1.0898 |
1.0886 |
| S1 |
1.0896 |
1.0878 |
|