CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0936 |
1.0962 |
0.0026 |
0.2% |
1.0850 |
| High |
1.0973 |
1.0992 |
0.0019 |
0.2% |
1.0965 |
| Low |
1.0936 |
1.0962 |
0.0026 |
0.2% |
1.0850 |
| Close |
1.0956 |
1.0982 |
0.0026 |
0.2% |
1.0938 |
| Range |
0.0037 |
0.0030 |
-0.0007 |
-18.9% |
0.0115 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
40 |
86 |
46 |
115.0% |
166 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1055 |
1.0999 |
|
| R3 |
1.1039 |
1.1025 |
1.0990 |
|
| R2 |
1.1009 |
1.1009 |
1.0988 |
|
| R1 |
1.0995 |
1.0995 |
1.0985 |
1.1002 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0982 |
| S1 |
1.0965 |
1.0965 |
1.0979 |
1.0972 |
| S2 |
1.0949 |
1.0949 |
1.0977 |
|
| S3 |
1.0919 |
1.0935 |
1.0974 |
|
| S4 |
1.0889 |
1.0905 |
1.0966 |
|
|
| 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 |
1.0992 |
1.0892 |
0.0100 |
0.9% |
0.0050 |
0.5% |
90% |
True |
False |
43 |
| 10 |
1.0998 |
1.0829 |
0.0169 |
1.5% |
0.0061 |
0.6% |
91% |
False |
False |
42 |
| 20 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0058 |
0.5% |
35% |
False |
False |
36 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0050 |
0.5% |
35% |
False |
False |
29 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0036 |
0.3% |
58% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.1071 |
|
1.618 |
1.1041 |
|
1.000 |
1.1022 |
|
0.618 |
1.1011 |
|
HIGH |
1.0992 |
|
0.618 |
1.0981 |
|
0.500 |
1.0977 |
|
0.382 |
1.0973 |
|
LOW |
1.0962 |
|
0.618 |
1.0943 |
|
1.000 |
1.0932 |
|
1.618 |
1.0913 |
|
2.618 |
1.0883 |
|
4.250 |
1.0835 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0980 |
1.0969 |
| PP |
1.0979 |
1.0955 |
| S1 |
1.0977 |
1.0942 |
|