CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1047 |
1.1088 |
0.0041 |
0.4% |
1.0993 |
| High |
1.1127 |
1.1158 |
0.0031 |
0.3% |
1.1093 |
| Low |
1.1023 |
1.1075 |
0.0052 |
0.5% |
1.0951 |
| Close |
1.1085 |
1.1123 |
0.0038 |
0.3% |
1.1047 |
| Range |
0.0104 |
0.0083 |
-0.0021 |
-20.2% |
0.0142 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
32,188 |
31,461 |
-727 |
-2.3% |
118,018 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1328 |
1.1169 |
|
| R3 |
1.1285 |
1.1245 |
1.1146 |
|
| R2 |
1.1202 |
1.1202 |
1.1138 |
|
| R1 |
1.1162 |
1.1162 |
1.1131 |
1.1182 |
| PP |
1.1119 |
1.1119 |
1.1119 |
1.1129 |
| S1 |
1.1079 |
1.1079 |
1.1115 |
1.1099 |
| S2 |
1.1036 |
1.1036 |
1.1108 |
|
| S3 |
1.0953 |
1.0996 |
1.1100 |
|
| S4 |
1.0870 |
1.0913 |
1.1077 |
|
|
| 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 |
1.1158 |
1.0983 |
0.0175 |
1.6% |
0.0091 |
0.8% |
80% |
True |
False |
30,696 |
| 10 |
1.1158 |
1.0951 |
0.0207 |
1.9% |
0.0070 |
0.6% |
83% |
True |
False |
27,447 |
| 20 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0079 |
0.7% |
94% |
True |
False |
24,517 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0073 |
0.7% |
94% |
True |
False |
12,404 |
| 60 |
1.1158 |
1.0470 |
0.0688 |
6.2% |
0.0069 |
0.6% |
95% |
True |
False |
8,275 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.7% |
0.0061 |
0.5% |
96% |
True |
False |
6,207 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.3% |
0.0049 |
0.4% |
96% |
True |
False |
4,966 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.3% |
0.0041 |
0.4% |
96% |
True |
False |
4,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1511 |
|
2.618 |
1.1375 |
|
1.618 |
1.1292 |
|
1.000 |
1.1241 |
|
0.618 |
1.1209 |
|
HIGH |
1.1158 |
|
0.618 |
1.1126 |
|
0.500 |
1.1117 |
|
0.382 |
1.1107 |
|
LOW |
1.1075 |
|
0.618 |
1.1024 |
|
1.000 |
1.0992 |
|
1.618 |
1.0941 |
|
2.618 |
1.0858 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1112 |
| PP |
1.1119 |
1.1101 |
| S1 |
1.1117 |
1.1091 |
|