CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.0980 |
-0.0053 |
-0.5% |
1.0936 |
| High |
1.1034 |
1.1046 |
0.0012 |
0.1% |
1.1039 |
| Low |
1.0961 |
1.0980 |
0.0019 |
0.2% |
1.0891 |
| Close |
1.0976 |
1.1045 |
0.0069 |
0.6% |
1.1034 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.6% |
0.0148 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
100 |
111 |
11 |
11.0% |
339 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1199 |
1.1081 |
|
| R3 |
1.1156 |
1.1133 |
1.1063 |
|
| R2 |
1.1090 |
1.1090 |
1.1057 |
|
| R1 |
1.1067 |
1.1067 |
1.1051 |
1.1079 |
| PP |
1.1024 |
1.1024 |
1.1024 |
1.1029 |
| S1 |
1.1001 |
1.1001 |
1.1039 |
1.1013 |
| S2 |
1.0958 |
1.0958 |
1.1033 |
|
| S3 |
1.0892 |
1.0935 |
1.1027 |
|
| S4 |
1.0826 |
1.0869 |
1.1009 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1381 |
1.1115 |
|
| R3 |
1.1284 |
1.1233 |
1.1075 |
|
| R2 |
1.1136 |
1.1136 |
1.1061 |
|
| R1 |
1.1085 |
1.1085 |
1.1048 |
1.1111 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.1001 |
| S1 |
1.0937 |
1.0937 |
1.1020 |
1.0963 |
| S2 |
1.0840 |
1.0840 |
1.1007 |
|
| S3 |
1.0692 |
1.0789 |
1.0993 |
|
| S4 |
1.0544 |
1.0641 |
1.0953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0891 |
0.0155 |
1.4% |
0.0080 |
0.7% |
99% |
True |
False |
84 |
| 10 |
1.1046 |
1.0891 |
0.0155 |
1.4% |
0.0065 |
0.6% |
99% |
True |
False |
64 |
| 20 |
1.1170 |
1.0829 |
0.0341 |
3.1% |
0.0065 |
0.6% |
63% |
False |
False |
47 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0057 |
0.5% |
50% |
False |
False |
39 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0043 |
0.4% |
67% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1327 |
|
2.618 |
1.1219 |
|
1.618 |
1.1153 |
|
1.000 |
1.1112 |
|
0.618 |
1.1087 |
|
HIGH |
1.1046 |
|
0.618 |
1.1021 |
|
0.500 |
1.1013 |
|
0.382 |
1.1005 |
|
LOW |
1.0980 |
|
0.618 |
1.0939 |
|
1.000 |
1.0914 |
|
1.618 |
1.0873 |
|
2.618 |
1.0807 |
|
4.250 |
1.0700 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1030 |
| PP |
1.1024 |
1.1014 |
| S1 |
1.1013 |
1.0999 |
|