CME Swiss Franc Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1135 |
-0.0035 |
-0.3% |
1.1092 |
| High |
1.1170 |
1.1135 |
-0.0035 |
-0.3% |
1.1260 |
| Low |
1.1110 |
1.1048 |
-0.0062 |
-0.6% |
1.1092 |
| Close |
1.1125 |
1.1056 |
-0.0069 |
-0.6% |
1.1216 |
| Range |
0.0060 |
0.0087 |
0.0027 |
45.0% |
0.0168 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.9% |
0.0000 |
| Volume |
32 |
4 |
-28 |
-87.5% |
240 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1285 |
1.1104 |
|
| R3 |
1.1254 |
1.1198 |
1.1080 |
|
| R2 |
1.1167 |
1.1167 |
1.1072 |
|
| R1 |
1.1111 |
1.1111 |
1.1064 |
1.1096 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1072 |
| S1 |
1.1024 |
1.1024 |
1.1048 |
1.1009 |
| S2 |
1.0993 |
1.0993 |
1.1040 |
|
| S3 |
1.0906 |
1.0937 |
1.1032 |
|
| S4 |
1.0819 |
1.0850 |
1.1008 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1693 |
1.1623 |
1.1308 |
|
| R3 |
1.1525 |
1.1455 |
1.1262 |
|
| R2 |
1.1357 |
1.1357 |
1.1247 |
|
| R1 |
1.1287 |
1.1287 |
1.1231 |
1.1322 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1207 |
| S1 |
1.1119 |
1.1119 |
1.1201 |
1.1154 |
| S2 |
1.1021 |
1.1021 |
1.1185 |
|
| S3 |
1.0853 |
1.0951 |
1.1170 |
|
| S4 |
1.0685 |
1.0783 |
1.1124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1240 |
1.1048 |
0.0192 |
1.7% |
0.0061 |
0.6% |
4% |
False |
True |
24 |
| 10 |
1.1260 |
1.1048 |
0.0212 |
1.9% |
0.0056 |
0.5% |
4% |
False |
True |
36 |
| 20 |
1.1260 |
1.0917 |
0.0343 |
3.1% |
0.0052 |
0.5% |
41% |
False |
False |
31 |
| 40 |
1.1260 |
1.0682 |
0.0578 |
5.2% |
0.0036 |
0.3% |
65% |
False |
False |
19 |
| 60 |
1.1260 |
1.0602 |
0.0658 |
6.0% |
0.0025 |
0.2% |
69% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1363 |
|
1.618 |
1.1276 |
|
1.000 |
1.1222 |
|
0.618 |
1.1189 |
|
HIGH |
1.1135 |
|
0.618 |
1.1102 |
|
0.500 |
1.1092 |
|
0.382 |
1.1081 |
|
LOW |
1.1048 |
|
0.618 |
1.0994 |
|
1.000 |
1.0961 |
|
1.618 |
1.0907 |
|
2.618 |
1.0820 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1116 |
| PP |
1.1080 |
1.1096 |
| S1 |
1.1068 |
1.1076 |
|