CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0909 |
-0.0031 |
-0.3% |
1.0850 |
| High |
1.0949 |
1.0965 |
0.0016 |
0.1% |
1.0965 |
| Low |
1.0897 |
1.0892 |
-0.0005 |
0.0% |
1.0850 |
| Close |
1.0923 |
1.0938 |
0.0015 |
0.1% |
1.0938 |
| Range |
0.0052 |
0.0073 |
0.0021 |
40.4% |
0.0115 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.2% |
0.0000 |
| Volume |
16 |
72 |
56 |
350.0% |
166 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1117 |
1.0978 |
|
| R3 |
1.1078 |
1.1044 |
1.0958 |
|
| R2 |
1.1005 |
1.1005 |
1.0951 |
|
| R1 |
1.0971 |
1.0971 |
1.0945 |
1.0988 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0940 |
| S1 |
1.0898 |
1.0898 |
1.0931 |
1.0915 |
| S2 |
1.0859 |
1.0859 |
1.0925 |
|
| S3 |
1.0786 |
1.0825 |
1.0918 |
|
| S4 |
1.0713 |
1.0752 |
1.0898 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.1215 |
1.1001 |
|
| R3 |
1.1148 |
1.1100 |
1.0970 |
|
| R2 |
1.1033 |
1.1033 |
1.0959 |
|
| R1 |
1.0985 |
1.0985 |
1.0949 |
1.1009 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0930 |
| S1 |
1.0870 |
1.0870 |
1.0927 |
1.0894 |
| S2 |
1.0803 |
1.0803 |
1.0917 |
|
| S3 |
1.0688 |
1.0755 |
1.0906 |
|
| S4 |
1.0573 |
1.0640 |
1.0875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0965 |
1.0850 |
0.0115 |
1.1% |
0.0055 |
0.5% |
77% |
True |
False |
33 |
| 10 |
1.1007 |
1.0829 |
0.0178 |
1.6% |
0.0063 |
0.6% |
61% |
False |
False |
32 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0061 |
0.6% |
25% |
False |
False |
34 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0049 |
0.4% |
25% |
False |
False |
25 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0035 |
0.3% |
51% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1275 |
|
2.618 |
1.1156 |
|
1.618 |
1.1083 |
|
1.000 |
1.1038 |
|
0.618 |
1.1010 |
|
HIGH |
1.0965 |
|
0.618 |
1.0937 |
|
0.500 |
1.0929 |
|
0.382 |
1.0920 |
|
LOW |
1.0892 |
|
0.618 |
1.0847 |
|
1.000 |
1.0819 |
|
1.618 |
1.0774 |
|
2.618 |
1.0701 |
|
4.250 |
1.0582 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0935 |
| PP |
1.0932 |
1.0932 |
| S1 |
1.0929 |
1.0929 |
|