CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.1033 |
0.0081 |
0.7% |
1.0936 |
| High |
1.1039 |
1.1034 |
-0.0005 |
0.0% |
1.1039 |
| Low |
1.0952 |
1.0961 |
0.0009 |
0.1% |
1.0891 |
| Close |
1.1034 |
1.0976 |
-0.0058 |
-0.5% |
1.1034 |
| Range |
0.0087 |
0.0073 |
-0.0014 |
-16.1% |
0.0148 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
0.8% |
0.0000 |
| Volume |
134 |
100 |
-34 |
-25.4% |
339 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1166 |
1.1016 |
|
| R3 |
1.1136 |
1.1093 |
1.0996 |
|
| R2 |
1.1063 |
1.1063 |
1.0989 |
|
| R1 |
1.1020 |
1.1020 |
1.0983 |
1.1005 |
| PP |
1.0990 |
1.0990 |
1.0990 |
1.0983 |
| S1 |
1.0947 |
1.0947 |
1.0969 |
1.0932 |
| S2 |
1.0917 |
1.0917 |
1.0963 |
|
| S3 |
1.0844 |
1.0874 |
1.0956 |
|
| S4 |
1.0771 |
1.0801 |
1.0936 |
|
|
| 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 |
1.1039 |
1.0891 |
0.0148 |
1.3% |
0.0073 |
0.7% |
57% |
False |
False |
79 |
| 10 |
1.1039 |
1.0872 |
0.0167 |
1.5% |
0.0063 |
0.6% |
62% |
False |
False |
55 |
| 20 |
1.1184 |
1.0829 |
0.0355 |
3.2% |
0.0064 |
0.6% |
41% |
False |
False |
42 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0057 |
0.5% |
34% |
False |
False |
36 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0042 |
0.4% |
57% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1344 |
|
2.618 |
1.1225 |
|
1.618 |
1.1152 |
|
1.000 |
1.1107 |
|
0.618 |
1.1079 |
|
HIGH |
1.1034 |
|
0.618 |
1.1006 |
|
0.500 |
1.0998 |
|
0.382 |
1.0989 |
|
LOW |
1.0961 |
|
0.618 |
1.0916 |
|
1.000 |
1.0888 |
|
1.618 |
1.0843 |
|
2.618 |
1.0770 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0973 |
| PP |
1.0990 |
1.0970 |
| S1 |
1.0983 |
1.0967 |
|