CME Swiss Franc Future June 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 |
1.1044 |
1.0986 |
-0.0058 |
-0.5% |
1.0966 |
High |
1.1044 |
1.0986 |
-0.0058 |
-0.5% |
1.1044 |
Low |
1.1044 |
1.0986 |
-0.0058 |
-0.5% |
1.0912 |
Close |
1.1044 |
1.0986 |
-0.0058 |
-0.5% |
1.1044 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0043 |
0.0001 |
2.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0986 |
1.0986 |
1.0986 |
|
R3 |
1.0986 |
1.0986 |
1.0986 |
|
R2 |
1.0986 |
1.0986 |
1.0986 |
|
R1 |
1.0986 |
1.0986 |
1.0986 |
1.0986 |
PP |
1.0986 |
1.0986 |
1.0986 |
1.0986 |
S1 |
1.0986 |
1.0986 |
1.0986 |
1.0986 |
S2 |
1.0986 |
1.0986 |
1.0986 |
|
S3 |
1.0986 |
1.0986 |
1.0986 |
|
S4 |
1.0986 |
1.0986 |
1.0986 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1396 |
1.1352 |
1.1117 |
|
R3 |
1.1264 |
1.1220 |
1.1080 |
|
R2 |
1.1132 |
1.1132 |
1.1068 |
|
R1 |
1.1088 |
1.1088 |
1.1056 |
1.1110 |
PP |
1.1000 |
1.1000 |
1.1000 |
1.1011 |
S1 |
1.0956 |
1.0956 |
1.1032 |
1.0978 |
S2 |
1.0868 |
1.0868 |
1.1020 |
|
S3 |
1.0736 |
1.0824 |
1.1008 |
|
S4 |
1.0604 |
1.0692 |
1.0971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1044 |
1.0912 |
0.0132 |
1.2% |
0.0000 |
0.0% |
56% |
False |
False |
1 |
10 |
1.1044 |
1.0912 |
0.0132 |
1.2% |
0.0000 |
0.0% |
56% |
False |
False |
1 |
20 |
1.1153 |
1.0862 |
0.0291 |
2.6% |
0.0003 |
0.0% |
43% |
False |
False |
1 |
40 |
1.1237 |
1.0862 |
0.0375 |
3.4% |
0.0002 |
0.0% |
33% |
False |
False |
1 |
60 |
1.1237 |
1.0615 |
0.0622 |
5.7% |
0.0001 |
0.0% |
60% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0986 |
2.618 |
1.0986 |
1.618 |
1.0986 |
1.000 |
1.0986 |
0.618 |
1.0986 |
HIGH |
1.0986 |
0.618 |
1.0986 |
0.500 |
1.0986 |
0.382 |
1.0986 |
LOW |
1.0986 |
0.618 |
1.0986 |
1.000 |
1.0986 |
1.618 |
1.0986 |
2.618 |
1.0986 |
4.250 |
1.0986 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0986 |
1.0997 |
PP |
1.0986 |
1.0993 |
S1 |
1.0986 |
1.0990 |
|