CME Swiss Franc Future December 2013
| 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 |
1.1031 |
1.0972 |
-0.0059 |
-0.5% |
1.0930 |
| High |
1.1037 |
1.1038 |
0.0001 |
0.0% |
1.1035 |
| Low |
1.0952 |
1.0967 |
0.0015 |
0.1% |
1.0879 |
| Close |
1.0967 |
1.1036 |
0.0069 |
0.6% |
1.1025 |
| Range |
0.0085 |
0.0071 |
-0.0014 |
-16.5% |
0.0156 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
27,481 |
25,067 |
-2,414 |
-8.8% |
159,743 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1202 |
1.1075 |
|
| R3 |
1.1156 |
1.1131 |
1.1056 |
|
| R2 |
1.1085 |
1.1085 |
1.1049 |
|
| R1 |
1.1060 |
1.1060 |
1.1043 |
1.1073 |
| PP |
1.1014 |
1.1014 |
1.1014 |
1.1020 |
| S1 |
1.0989 |
1.0989 |
1.1029 |
1.1002 |
| S2 |
1.0943 |
1.0943 |
1.1023 |
|
| S3 |
1.0872 |
1.0918 |
1.1016 |
|
| S4 |
1.0801 |
1.0847 |
1.0997 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1392 |
1.1111 |
|
| R3 |
1.1292 |
1.1236 |
1.1068 |
|
| R2 |
1.1136 |
1.1136 |
1.1054 |
|
| R1 |
1.1080 |
1.1080 |
1.1039 |
1.1108 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0994 |
| S1 |
1.0924 |
1.0924 |
1.1011 |
1.0952 |
| S2 |
1.0824 |
1.0824 |
1.0996 |
|
| S3 |
1.0668 |
1.0768 |
1.0982 |
|
| S4 |
1.0512 |
1.0612 |
1.0939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1038 |
1.0879 |
0.0159 |
1.4% |
0.0094 |
0.9% |
99% |
True |
False |
32,093 |
| 10 |
1.1038 |
1.0871 |
0.0167 |
1.5% |
0.0084 |
0.8% |
99% |
True |
False |
29,353 |
| 20 |
1.1176 |
1.0804 |
0.0372 |
3.4% |
0.0088 |
0.8% |
62% |
False |
False |
32,325 |
| 40 |
1.1253 |
1.0804 |
0.0449 |
4.1% |
0.0086 |
0.8% |
52% |
False |
False |
31,045 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0083 |
0.8% |
68% |
False |
False |
27,849 |
| 80 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0078 |
0.7% |
68% |
False |
False |
20,929 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0075 |
0.7% |
77% |
False |
False |
16,746 |
| 120 |
1.1253 |
1.0298 |
0.0955 |
8.7% |
0.0068 |
0.6% |
77% |
False |
False |
13,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1224 |
|
1.618 |
1.1153 |
|
1.000 |
1.1109 |
|
0.618 |
1.1082 |
|
HIGH |
1.1038 |
|
0.618 |
1.1011 |
|
0.500 |
1.1003 |
|
0.382 |
1.0994 |
|
LOW |
1.0967 |
|
0.618 |
1.0923 |
|
1.000 |
1.0896 |
|
1.618 |
1.0852 |
|
2.618 |
1.0781 |
|
4.250 |
1.0665 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1025 |
1.1019 |
| PP |
1.1014 |
1.1001 |
| S1 |
1.1003 |
1.0984 |
|