CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1121 |
1.1033 |
-0.0088 |
-0.8% |
1.1208 |
| High |
1.1127 |
1.1047 |
-0.0080 |
-0.7% |
1.1212 |
| Low |
1.1021 |
1.0946 |
-0.0075 |
-0.7% |
1.0946 |
| Close |
1.1047 |
1.0961 |
-0.0086 |
-0.8% |
1.0961 |
| Range |
0.0106 |
0.0101 |
-0.0005 |
-4.7% |
0.0266 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.6% |
0.0000 |
| Volume |
44,129 |
34,176 |
-9,953 |
-22.6% |
164,162 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1288 |
1.1225 |
1.1017 |
|
| R3 |
1.1187 |
1.1124 |
1.0989 |
|
| R2 |
1.1086 |
1.1086 |
1.0980 |
|
| R1 |
1.1023 |
1.1023 |
1.0970 |
1.1004 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0975 |
| S1 |
1.0922 |
1.0922 |
1.0952 |
1.0903 |
| S2 |
1.0884 |
1.0884 |
1.0942 |
|
| S3 |
1.0783 |
1.0821 |
1.0933 |
|
| S4 |
1.0682 |
1.0720 |
1.0905 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1838 |
1.1665 |
1.1107 |
|
| R3 |
1.1572 |
1.1399 |
1.1034 |
|
| R2 |
1.1306 |
1.1306 |
1.1010 |
|
| R1 |
1.1133 |
1.1133 |
1.0985 |
1.1087 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1016 |
| S1 |
1.0867 |
1.0867 |
1.0937 |
1.0821 |
| S2 |
1.0774 |
1.0774 |
1.0912 |
|
| S3 |
1.0508 |
1.0601 |
1.0888 |
|
| S4 |
1.0242 |
1.0335 |
1.0815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1212 |
1.0946 |
0.0266 |
2.4% |
0.0085 |
0.8% |
6% |
False |
True |
32,832 |
| 10 |
1.1253 |
1.0946 |
0.0307 |
2.8% |
0.0080 |
0.7% |
5% |
False |
True |
29,985 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0084 |
0.8% |
17% |
False |
False |
30,719 |
| 40 |
1.1253 |
1.0656 |
0.0597 |
5.4% |
0.0082 |
0.7% |
51% |
False |
False |
28,211 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
56% |
False |
False |
18,979 |
| 80 |
1.1253 |
1.0525 |
0.0728 |
6.6% |
0.0072 |
0.7% |
60% |
False |
False |
14,238 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0067 |
0.6% |
69% |
False |
False |
11,391 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.3% |
0.0056 |
0.5% |
71% |
False |
False |
9,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1311 |
|
1.618 |
1.1210 |
|
1.000 |
1.1148 |
|
0.618 |
1.1109 |
|
HIGH |
1.1047 |
|
0.618 |
1.1008 |
|
0.500 |
1.0997 |
|
0.382 |
1.0985 |
|
LOW |
1.0946 |
|
0.618 |
1.0884 |
|
1.000 |
1.0845 |
|
1.618 |
1.0783 |
|
2.618 |
1.0682 |
|
4.250 |
1.0517 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.1061 |
| PP |
1.0985 |
1.1028 |
| S1 |
1.0973 |
1.0994 |
|