CME Swiss Franc Future September 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 | 
                        1.1068 | 
                        1.1047 | 
                        -0.0021 | 
                        -0.2% | 
                        1.0978 | 
                     
                    
                        | High | 
                        1.1068 | 
                        1.1047 | 
                        -0.0021 | 
                        -0.2% | 
                        1.1056 | 
                     
                    
                        | Low | 
                        1.1068 | 
                        1.1047 | 
                        -0.0021 | 
                        -0.2% | 
                        1.0924 | 
                     
                    
                        | Close | 
                        1.1068 | 
                        1.1047 | 
                        -0.0021 | 
                        -0.2% | 
                        1.1056 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0043 | 
                        -0.0002 | 
                        -3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
            
                | R3 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
            
                | R2 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
            
                | R1 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
             
            
                | PP | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
             
            
                | S1 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
             
            
                | S2 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
            
                | S3 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
            
                | S4 | 
                1.1047 | 
                1.1047 | 
                1.1047 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Nov-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1408 | 
                1.1364 | 
                1.1129 | 
                 | 
             
            
                | R3 | 
                1.1276 | 
                1.1232 | 
                1.1092 | 
                 | 
             
            
                | R2 | 
                1.1144 | 
                1.1144 | 
                1.1080 | 
                 | 
             
            
                | R1 | 
                1.1100 | 
                1.1100 | 
                1.1068 | 
                1.1122 | 
             
            
                | PP | 
                1.1012 | 
                1.1012 | 
                1.1012 | 
                1.1023 | 
             
            
                | S1 | 
                1.0968 | 
                1.0968 | 
                1.1044 | 
                1.0990 | 
             
            
                | S2 | 
                1.0880 | 
                1.0880 | 
                1.1032 | 
                 | 
             
            
                | S3 | 
                1.0748 | 
                1.0836 | 
                1.1020 | 
                 | 
             
            
                | S4 | 
                1.0616 | 
                1.0704 | 
                1.0983 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1047 | 
         
        
            | 
2.618             | 
            1.1047 | 
         
        
            | 
1.618             | 
            1.1047 | 
         
        
            | 
1.000             | 
            1.1047 | 
         
        
            | 
0.618             | 
            1.1047 | 
         
        
            | 
HIGH             | 
            1.1047 | 
         
        
            | 
0.618             | 
            1.1047 | 
         
        
            | 
0.500             | 
            1.1047 | 
         
        
            | 
0.382             | 
            1.1047 | 
         
        
            | 
LOW             | 
            1.1047 | 
         
        
            | 
0.618             | 
            1.1047 | 
         
        
            | 
1.000             | 
            1.1047 | 
         
        
            | 
1.618             | 
            1.1047 | 
         
        
            | 
2.618             | 
            1.1047 | 
         
        
            | 
4.250             | 
            1.1047 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Nov-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.1047 | 
                                1.1042 | 
                             
                            
                                | PP | 
                                1.1047 | 
                                1.1038 | 
                             
                            
                                | S1 | 
                                1.1047 | 
                                1.1033 | 
                             
             
         |