CME Swiss Franc Future March 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0872 |
1.0914 |
0.0042 |
0.4% |
1.0952 |
High |
1.0920 |
1.0960 |
0.0040 |
0.4% |
1.1007 |
Low |
1.0872 |
1.0900 |
0.0028 |
0.3% |
1.0829 |
Close |
1.0902 |
1.0940 |
0.0038 |
0.3% |
1.0851 |
Range |
0.0048 |
0.0060 |
0.0012 |
25.0% |
0.0178 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
Volume |
28 |
2 |
-26 |
-92.9% |
156 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1113 |
1.1087 |
1.0973 |
|
R3 |
1.1053 |
1.1027 |
1.0957 |
|
R2 |
1.0993 |
1.0993 |
1.0951 |
|
R1 |
1.0967 |
1.0967 |
1.0946 |
1.0980 |
PP |
1.0933 |
1.0933 |
1.0933 |
1.0940 |
S1 |
1.0907 |
1.0907 |
1.0935 |
1.0920 |
S2 |
1.0873 |
1.0873 |
1.0929 |
|
S3 |
1.0813 |
1.0847 |
1.0924 |
|
S4 |
1.0753 |
1.0787 |
1.0907 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1430 |
1.1318 |
1.0949 |
|
R3 |
1.1252 |
1.1140 |
1.0900 |
|
R2 |
1.1074 |
1.1074 |
1.0884 |
|
R1 |
1.0962 |
1.0962 |
1.0867 |
1.0929 |
PP |
1.0896 |
1.0896 |
1.0896 |
1.0879 |
S1 |
1.0784 |
1.0784 |
1.0835 |
1.0751 |
S2 |
1.0718 |
1.0718 |
1.0818 |
|
S3 |
1.0540 |
1.0606 |
1.0802 |
|
S4 |
1.0362 |
1.0428 |
1.0753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0973 |
1.0829 |
0.0144 |
1.3% |
0.0078 |
0.7% |
77% |
False |
False |
39 |
10 |
1.1135 |
1.0829 |
0.0306 |
2.8% |
0.0065 |
0.6% |
36% |
False |
False |
28 |
20 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0064 |
0.6% |
26% |
False |
False |
33 |
40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0047 |
0.4% |
26% |
False |
False |
25 |
60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0033 |
0.3% |
51% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1215 |
2.618 |
1.1117 |
1.618 |
1.1057 |
1.000 |
1.1020 |
0.618 |
1.0997 |
HIGH |
1.0960 |
0.618 |
1.0937 |
0.500 |
1.0930 |
0.382 |
1.0923 |
LOW |
1.0900 |
0.618 |
1.0863 |
1.000 |
1.0840 |
1.618 |
1.0803 |
2.618 |
1.0743 |
4.250 |
1.0645 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0937 |
1.0928 |
PP |
1.0933 |
1.0917 |
S1 |
1.0930 |
1.0905 |
|