CME Swiss Franc Future June 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 |
1.1035 |
1.1048 |
0.0013 |
0.1% |
1.0986 |
High |
1.1035 |
1.1048 |
0.0013 |
0.1% |
1.1056 |
Low |
1.1035 |
1.1048 |
0.0013 |
0.1% |
1.0986 |
Close |
1.1035 |
1.1048 |
0.0013 |
0.1% |
1.1048 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0041 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1048 |
1.1048 |
1.1048 |
|
R3 |
1.1048 |
1.1048 |
1.1048 |
|
R2 |
1.1048 |
1.1048 |
1.1048 |
|
R1 |
1.1048 |
1.1048 |
1.1048 |
1.1048 |
PP |
1.1048 |
1.1048 |
1.1048 |
1.1048 |
S1 |
1.1048 |
1.1048 |
1.1048 |
1.1048 |
S2 |
1.1048 |
1.1048 |
1.1048 |
|
S3 |
1.1048 |
1.1048 |
1.1048 |
|
S4 |
1.1048 |
1.1048 |
1.1048 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1240 |
1.1214 |
1.1087 |
|
R3 |
1.1170 |
1.1144 |
1.1067 |
|
R2 |
1.1100 |
1.1100 |
1.1061 |
|
R1 |
1.1074 |
1.1074 |
1.1054 |
1.1087 |
PP |
1.1030 |
1.1030 |
1.1030 |
1.1037 |
S1 |
1.1004 |
1.1004 |
1.1042 |
1.1017 |
S2 |
1.0960 |
1.0960 |
1.1035 |
|
S3 |
1.0890 |
1.0934 |
1.1029 |
|
S4 |
1.0820 |
1.0864 |
1.1010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1056 |
1.0986 |
0.0070 |
0.6% |
0.0000 |
0.0% |
89% |
False |
False |
1 |
10 |
1.1056 |
1.0912 |
0.0144 |
1.3% |
0.0000 |
0.0% |
94% |
False |
False |
1 |
20 |
1.1056 |
1.0862 |
0.0194 |
1.8% |
0.0003 |
0.0% |
96% |
False |
False |
1 |
40 |
1.1237 |
1.0862 |
0.0375 |
3.4% |
0.0002 |
0.0% |
50% |
False |
False |
1 |
60 |
1.1237 |
1.0695 |
0.0542 |
4.9% |
0.0001 |
0.0% |
65% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1048 |
2.618 |
1.1048 |
1.618 |
1.1048 |
1.000 |
1.1048 |
0.618 |
1.1048 |
HIGH |
1.1048 |
0.618 |
1.1048 |
0.500 |
1.1048 |
0.382 |
1.1048 |
LOW |
1.1048 |
0.618 |
1.1048 |
1.000 |
1.1048 |
1.618 |
1.1048 |
2.618 |
1.1048 |
4.250 |
1.1048 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1048 |
1.1047 |
PP |
1.1048 |
1.1046 |
S1 |
1.1048 |
1.1046 |
|