CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0914 |
0.0042 |
0.4% |
1.0952 |
| High |
1.0920 |
1.0960 |
0.0040 |
0.4% |
1.1007 |
| Low |
1.0872 |
1.0900 |
0.0028 |
0.3% |
1.0829 |
| Close |
1.0902 |
1.0940 |
0.0038 |
0.3% |
1.0851 |
| Range |
0.0048 |
0.0060 |
0.0012 |
25.0% |
0.0178 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
28 |
2 |
-26 |
-92.9% |
156 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1113 |
1.1087 |
1.0973 |
|
| R3 |
1.1053 |
1.1027 |
1.0957 |
|
| R2 |
1.0993 |
1.0993 |
1.0951 |
|
| R1 |
1.0967 |
1.0967 |
1.0946 |
1.0980 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0940 |
| S1 |
1.0907 |
1.0907 |
1.0935 |
1.0920 |
| S2 |
1.0873 |
1.0873 |
1.0929 |
|
| S3 |
1.0813 |
1.0847 |
1.0924 |
|
| S4 |
1.0753 |
1.0787 |
1.0907 |
|
|
| 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 |
1.0973 |
1.0829 |
0.0144 |
1.3% |
0.0078 |
0.7% |
77% |
False |
False |
39 |
| 10 |
1.1135 |
1.0829 |
0.0306 |
2.8% |
0.0065 |
0.6% |
36% |
False |
False |
28 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0064 |
0.6% |
26% |
False |
False |
33 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0047 |
0.4% |
26% |
False |
False |
25 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0033 |
0.3% |
51% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1117 |
|
1.618 |
1.1057 |
|
1.000 |
1.1020 |
|
0.618 |
1.0997 |
|
HIGH |
1.0960 |
|
0.618 |
1.0937 |
|
0.500 |
1.0930 |
|
0.382 |
1.0923 |
|
LOW |
1.0900 |
|
0.618 |
1.0863 |
|
1.000 |
1.0840 |
|
1.618 |
1.0803 |
|
2.618 |
1.0743 |
|
4.250 |
1.0645 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0937 |
1.0928 |
| PP |
1.0933 |
1.0917 |
| S1 |
1.0930 |
1.0905 |
|