CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0994 |
1.1042 |
0.0048 |
0.4% |
1.0993 |
| High |
1.1093 |
1.1087 |
-0.0006 |
-0.1% |
1.1093 |
| Low |
1.0983 |
1.1033 |
0.0050 |
0.5% |
1.0951 |
| Close |
1.1047 |
1.1069 |
0.0022 |
0.2% |
1.1047 |
| Range |
0.0110 |
0.0054 |
-0.0056 |
-50.9% |
0.0142 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
27,994 |
23,603 |
-4,391 |
-15.7% |
118,018 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1201 |
1.1099 |
|
| R3 |
1.1171 |
1.1147 |
1.1084 |
|
| R2 |
1.1117 |
1.1117 |
1.1079 |
|
| R1 |
1.1093 |
1.1093 |
1.1074 |
1.1105 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1069 |
| S1 |
1.1039 |
1.1039 |
1.1064 |
1.1051 |
| S2 |
1.1009 |
1.1009 |
1.1059 |
|
| S3 |
1.0955 |
1.0985 |
1.1054 |
|
| S4 |
1.0901 |
1.0931 |
1.1039 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1394 |
1.1125 |
|
| R3 |
1.1314 |
1.1252 |
1.1086 |
|
| R2 |
1.1172 |
1.1172 |
1.1073 |
|
| R1 |
1.1110 |
1.1110 |
1.1060 |
1.1141 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1046 |
| S1 |
1.0968 |
1.0968 |
1.1034 |
1.0999 |
| S2 |
1.0888 |
1.0888 |
1.1021 |
|
| S3 |
1.0746 |
1.0826 |
1.1008 |
|
| S4 |
1.0604 |
1.0684 |
1.0969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1093 |
1.0951 |
0.0142 |
1.3% |
0.0063 |
0.6% |
83% |
False |
False |
23,151 |
| 10 |
1.1093 |
1.0784 |
0.0309 |
2.8% |
0.0070 |
0.6% |
92% |
False |
False |
28,151 |
| 20 |
1.1093 |
1.0584 |
0.0509 |
4.6% |
0.0075 |
0.7% |
95% |
False |
False |
19,588 |
| 40 |
1.1093 |
1.0584 |
0.0509 |
4.6% |
0.0068 |
0.6% |
95% |
False |
False |
9,858 |
| 60 |
1.1093 |
1.0298 |
0.0795 |
7.2% |
0.0065 |
0.6% |
97% |
False |
False |
6,577 |
| 80 |
1.1093 |
1.0298 |
0.0795 |
7.2% |
0.0057 |
0.5% |
97% |
False |
False |
4,933 |
| 100 |
1.1093 |
1.0230 |
0.0863 |
7.8% |
0.0046 |
0.4% |
97% |
False |
False |
3,947 |
| 120 |
1.1093 |
1.0230 |
0.0863 |
7.8% |
0.0039 |
0.3% |
97% |
False |
False |
3,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1228 |
|
1.618 |
1.1174 |
|
1.000 |
1.1141 |
|
0.618 |
1.1120 |
|
HIGH |
1.1087 |
|
0.618 |
1.1066 |
|
0.500 |
1.1060 |
|
0.382 |
1.1054 |
|
LOW |
1.1033 |
|
0.618 |
1.1000 |
|
1.000 |
1.0979 |
|
1.618 |
1.0946 |
|
2.618 |
1.0892 |
|
4.250 |
1.0804 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1057 |
| PP |
1.1063 |
1.1045 |
| S1 |
1.1060 |
1.1034 |
|