CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1058 |
1.1047 |
-0.0011 |
-0.1% |
1.0993 |
| High |
1.1128 |
1.1127 |
-0.0001 |
0.0% |
1.1093 |
| Low |
1.1026 |
1.1023 |
-0.0003 |
0.0% |
1.0951 |
| Close |
1.1047 |
1.1085 |
0.0038 |
0.3% |
1.1047 |
| Range |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0142 |
| ATR |
0.0074 |
0.0077 |
0.0002 |
2.8% |
0.0000 |
| Volume |
38,238 |
32,188 |
-6,050 |
-15.8% |
118,018 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1390 |
1.1342 |
1.1142 |
|
| R3 |
1.1286 |
1.1238 |
1.1114 |
|
| R2 |
1.1182 |
1.1182 |
1.1104 |
|
| R1 |
1.1134 |
1.1134 |
1.1095 |
1.1158 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1091 |
| S1 |
1.1030 |
1.1030 |
1.1075 |
1.1054 |
| S2 |
1.0974 |
1.0974 |
1.1066 |
|
| S3 |
1.0870 |
1.0926 |
1.1056 |
|
| S4 |
1.0766 |
1.0822 |
1.1028 |
|
|
| 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 |
1.0974 |
0.0154 |
1.4% |
0.0081 |
0.7% |
72% |
False |
False |
28,655 |
| 10 |
1.1128 |
1.0951 |
0.0177 |
1.6% |
0.0068 |
0.6% |
76% |
False |
False |
28,572 |
| 20 |
1.1128 |
1.0584 |
0.0544 |
4.9% |
0.0080 |
0.7% |
92% |
False |
False |
23,048 |
| 40 |
1.1128 |
1.0584 |
0.0544 |
4.9% |
0.0072 |
0.6% |
92% |
False |
False |
11,618 |
| 60 |
1.1128 |
1.0372 |
0.0756 |
6.8% |
0.0068 |
0.6% |
94% |
False |
False |
7,750 |
| 80 |
1.1128 |
1.0298 |
0.0830 |
7.5% |
0.0060 |
0.5% |
95% |
False |
False |
5,814 |
| 100 |
1.1128 |
1.0230 |
0.0898 |
8.1% |
0.0048 |
0.4% |
95% |
False |
False |
4,651 |
| 120 |
1.1128 |
1.0230 |
0.0898 |
8.1% |
0.0040 |
0.4% |
95% |
False |
False |
3,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1569 |
|
2.618 |
1.1399 |
|
1.618 |
1.1295 |
|
1.000 |
1.1231 |
|
0.618 |
1.1191 |
|
HIGH |
1.1127 |
|
0.618 |
1.1087 |
|
0.500 |
1.1075 |
|
0.382 |
1.1063 |
|
LOW |
1.1023 |
|
0.618 |
1.0959 |
|
1.000 |
1.0919 |
|
1.618 |
1.0855 |
|
2.618 |
1.0751 |
|
4.250 |
1.0581 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1082 |
1.1082 |
| PP |
1.1078 |
1.1079 |
| S1 |
1.1075 |
1.1076 |
|