CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1042 |
1.1058 |
0.0016 |
0.1% |
1.0993 |
| High |
1.1087 |
1.1128 |
0.0041 |
0.4% |
1.1093 |
| Low |
1.1033 |
1.1026 |
-0.0007 |
-0.1% |
1.0951 |
| Close |
1.1069 |
1.1047 |
-0.0022 |
-0.2% |
1.1047 |
| Range |
0.0054 |
0.0102 |
0.0048 |
88.9% |
0.0142 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
23,603 |
38,238 |
14,635 |
62.0% |
118,018 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1312 |
1.1103 |
|
| R3 |
1.1271 |
1.1210 |
1.1075 |
|
| R2 |
1.1169 |
1.1169 |
1.1066 |
|
| R1 |
1.1108 |
1.1108 |
1.1056 |
1.1088 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1057 |
| S1 |
1.1006 |
1.1006 |
1.1038 |
1.0986 |
| S2 |
1.0965 |
1.0965 |
1.1028 |
|
| S3 |
1.0863 |
1.0904 |
1.1019 |
|
| S4 |
1.0761 |
1.0802 |
1.0991 |
|
|
| 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 |
1.1128 |
1.0951 |
0.0177 |
1.6% |
0.0075 |
0.7% |
54% |
True |
False |
26,994 |
| 10 |
1.1128 |
1.0797 |
0.0331 |
3.0% |
0.0076 |
0.7% |
76% |
True |
False |
30,186 |
| 20 |
1.1128 |
1.0584 |
0.0544 |
4.9% |
0.0077 |
0.7% |
85% |
True |
False |
21,456 |
| 40 |
1.1128 |
1.0584 |
0.0544 |
4.9% |
0.0070 |
0.6% |
85% |
True |
False |
10,813 |
| 60 |
1.1128 |
1.0298 |
0.0830 |
7.5% |
0.0067 |
0.6% |
90% |
True |
False |
7,214 |
| 80 |
1.1128 |
1.0298 |
0.0830 |
7.5% |
0.0058 |
0.5% |
90% |
True |
False |
5,411 |
| 100 |
1.1128 |
1.0230 |
0.0898 |
8.1% |
0.0047 |
0.4% |
91% |
True |
False |
4,329 |
| 120 |
1.1128 |
1.0230 |
0.0898 |
8.1% |
0.0040 |
0.4% |
91% |
True |
False |
3,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1395 |
|
1.618 |
1.1293 |
|
1.000 |
1.1230 |
|
0.618 |
1.1191 |
|
HIGH |
1.1128 |
|
0.618 |
1.1089 |
|
0.500 |
1.1077 |
|
0.382 |
1.1065 |
|
LOW |
1.1026 |
|
0.618 |
1.0963 |
|
1.000 |
1.0924 |
|
1.618 |
1.0861 |
|
2.618 |
1.0759 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1056 |
| PP |
1.1067 |
1.1053 |
| S1 |
1.1057 |
1.1050 |
|