CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0980 |
1.1033 |
0.0053 |
0.5% |
1.0936 |
| High |
1.1046 |
1.1069 |
0.0023 |
0.2% |
1.1039 |
| Low |
1.0980 |
1.1012 |
0.0032 |
0.3% |
1.0891 |
| Close |
1.1045 |
1.1024 |
-0.0021 |
-0.2% |
1.1034 |
| Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0148 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
111 |
78 |
-33 |
-29.7% |
339 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1172 |
1.1055 |
|
| R3 |
1.1149 |
1.1115 |
1.1040 |
|
| R2 |
1.1092 |
1.1092 |
1.1034 |
|
| R1 |
1.1058 |
1.1058 |
1.1029 |
1.1047 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1029 |
| S1 |
1.1001 |
1.1001 |
1.1019 |
1.0990 |
| S2 |
1.0978 |
1.0978 |
1.1014 |
|
| S3 |
1.0921 |
1.0944 |
1.1008 |
|
| S4 |
1.0864 |
1.0887 |
1.0993 |
|
|
| 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 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0068 |
0.6% |
74% |
True |
False |
97 |
| 10 |
1.1069 |
1.0891 |
0.0178 |
1.6% |
0.0065 |
0.6% |
75% |
True |
False |
71 |
| 20 |
1.1135 |
1.0829 |
0.0306 |
2.8% |
0.0065 |
0.6% |
64% |
False |
False |
50 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0057 |
0.5% |
45% |
False |
False |
40 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0044 |
0.4% |
64% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1218 |
|
1.618 |
1.1161 |
|
1.000 |
1.1126 |
|
0.618 |
1.1104 |
|
HIGH |
1.1069 |
|
0.618 |
1.1047 |
|
0.500 |
1.1041 |
|
0.382 |
1.1034 |
|
LOW |
1.1012 |
|
0.618 |
1.0977 |
|
1.000 |
1.0955 |
|
1.618 |
1.0920 |
|
2.618 |
1.0863 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1021 |
| PP |
1.1035 |
1.1018 |
| S1 |
1.1030 |
1.1015 |
|