CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.0915 |
-0.0092 |
-0.8% |
1.0850 |
| High |
1.1010 |
1.0950 |
-0.0060 |
-0.5% |
1.0965 |
| Low |
1.0891 |
1.0895 |
0.0004 |
0.0% |
1.0850 |
| Close |
1.0903 |
1.0938 |
0.0035 |
0.3% |
1.0938 |
| Range |
0.0119 |
0.0055 |
-0.0064 |
-53.8% |
0.0115 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13 |
66 |
53 |
407.7% |
166 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1070 |
1.0968 |
|
| R3 |
1.1038 |
1.1015 |
1.0953 |
|
| R2 |
1.0983 |
1.0983 |
1.0948 |
|
| R1 |
1.0960 |
1.0960 |
1.0943 |
1.0972 |
| PP |
1.0928 |
1.0928 |
1.0928 |
1.0933 |
| S1 |
1.0905 |
1.0905 |
1.0933 |
1.0917 |
| S2 |
1.0873 |
1.0873 |
1.0928 |
|
| S3 |
1.0818 |
1.0850 |
1.0923 |
|
| S4 |
1.0763 |
1.0795 |
1.0908 |
|
|
| 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 |
1.1010 |
1.0891 |
0.0119 |
1.1% |
0.0063 |
0.6% |
39% |
False |
False |
55 |
| 10 |
1.1010 |
1.0829 |
0.0181 |
1.7% |
0.0061 |
0.6% |
60% |
False |
False |
47 |
| 20 |
1.1240 |
1.0829 |
0.0411 |
3.8% |
0.0062 |
0.6% |
27% |
False |
False |
34 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0054 |
0.5% |
25% |
False |
False |
30 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0039 |
0.4% |
51% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1184 |
|
2.618 |
1.1094 |
|
1.618 |
1.1039 |
|
1.000 |
1.1005 |
|
0.618 |
1.0984 |
|
HIGH |
1.0950 |
|
0.618 |
1.0929 |
|
0.500 |
1.0923 |
|
0.382 |
1.0916 |
|
LOW |
1.0895 |
|
0.618 |
1.0861 |
|
1.000 |
1.0840 |
|
1.618 |
1.0806 |
|
2.618 |
1.0751 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0951 |
| PP |
1.0928 |
1.0946 |
| S1 |
1.0923 |
1.0942 |
|