CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1020 |
-0.0013 |
-0.1% |
1.1033 |
| High |
1.1069 |
1.1081 |
0.0012 |
0.1% |
1.1081 |
| Low |
1.1012 |
1.0979 |
-0.0033 |
-0.3% |
1.0961 |
| Close |
1.1024 |
1.1037 |
0.0013 |
0.1% |
1.1037 |
| Range |
0.0057 |
0.0102 |
0.0045 |
78.9% |
0.0120 |
| ATR |
0.0066 |
0.0068 |
0.0003 |
3.9% |
0.0000 |
| Volume |
78 |
182 |
104 |
133.3% |
471 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1290 |
1.1093 |
|
| R3 |
1.1236 |
1.1188 |
1.1065 |
|
| R2 |
1.1134 |
1.1134 |
1.1056 |
|
| R1 |
1.1086 |
1.1086 |
1.1046 |
1.1110 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1045 |
| S1 |
1.0984 |
1.0984 |
1.1028 |
1.1008 |
| S2 |
1.0930 |
1.0930 |
1.1018 |
|
| S3 |
1.0828 |
1.0882 |
1.1009 |
|
| S4 |
1.0726 |
1.0780 |
1.0981 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1332 |
1.1103 |
|
| R3 |
1.1266 |
1.1212 |
1.1070 |
|
| R2 |
1.1146 |
1.1146 |
1.1059 |
|
| R1 |
1.1092 |
1.1092 |
1.1048 |
1.1119 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1040 |
| S1 |
1.0972 |
1.0972 |
1.1026 |
1.0999 |
| S2 |
1.0906 |
1.0906 |
1.1015 |
|
| S3 |
1.0786 |
1.0852 |
1.1004 |
|
| S4 |
1.0666 |
1.0732 |
1.0971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1081 |
1.0952 |
0.0129 |
1.2% |
0.0077 |
0.7% |
66% |
True |
False |
121 |
| 10 |
1.1081 |
1.0891 |
0.0190 |
1.7% |
0.0070 |
0.6% |
77% |
True |
False |
88 |
| 20 |
1.1081 |
1.0829 |
0.0252 |
2.3% |
0.0066 |
0.6% |
83% |
True |
False |
58 |
| 40 |
1.1260 |
1.0829 |
0.0431 |
3.9% |
0.0059 |
0.5% |
48% |
False |
False |
45 |
| 60 |
1.1260 |
1.0682 |
0.0578 |
5.2% |
0.0046 |
0.4% |
61% |
False |
False |
32 |
| 80 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0035 |
0.3% |
66% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1348 |
|
1.618 |
1.1246 |
|
1.000 |
1.1183 |
|
0.618 |
1.1144 |
|
HIGH |
1.1081 |
|
0.618 |
1.1042 |
|
0.500 |
1.1030 |
|
0.382 |
1.1018 |
|
LOW |
1.0979 |
|
0.618 |
1.0916 |
|
1.000 |
1.0877 |
|
1.618 |
1.0814 |
|
2.618 |
1.0712 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1035 |
| PP |
1.1032 |
1.1032 |
| S1 |
1.1030 |
1.1030 |
|