CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1128 |
0.0040 |
0.4% |
1.1042 |
| High |
1.1158 |
1.1144 |
-0.0014 |
-0.1% |
1.1158 |
| Low |
1.1075 |
1.1018 |
-0.0057 |
-0.5% |
1.1018 |
| Close |
1.1123 |
1.1031 |
-0.0092 |
-0.8% |
1.1031 |
| Range |
0.0083 |
0.0126 |
0.0043 |
51.8% |
0.0140 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.5% |
0.0000 |
| Volume |
31,461 |
28,183 |
-3,278 |
-10.4% |
153,673 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1363 |
1.1100 |
|
| R3 |
1.1316 |
1.1237 |
1.1066 |
|
| R2 |
1.1190 |
1.1190 |
1.1054 |
|
| R1 |
1.1111 |
1.1111 |
1.1043 |
1.1088 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1053 |
| S1 |
1.0985 |
1.0985 |
1.1019 |
1.0962 |
| S2 |
1.0938 |
1.0938 |
1.1008 |
|
| S3 |
1.0812 |
1.0859 |
1.0996 |
|
| S4 |
1.0686 |
1.0733 |
1.0962 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1400 |
1.1108 |
|
| R3 |
1.1349 |
1.1260 |
1.1070 |
|
| R2 |
1.1209 |
1.1209 |
1.1057 |
|
| R1 |
1.1120 |
1.1120 |
1.1044 |
1.1095 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1056 |
| S1 |
1.0980 |
1.0980 |
1.1018 |
1.0955 |
| S2 |
1.0929 |
1.0929 |
1.1005 |
|
| S3 |
1.0789 |
1.0840 |
1.0993 |
|
| S4 |
1.0649 |
1.0700 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.1018 |
0.0140 |
1.3% |
0.0094 |
0.9% |
9% |
False |
True |
30,734 |
| 10 |
1.1158 |
1.0951 |
0.0207 |
1.9% |
0.0078 |
0.7% |
39% |
False |
False |
27,169 |
| 20 |
1.1158 |
1.0656 |
0.0502 |
4.6% |
0.0079 |
0.7% |
75% |
False |
False |
25,703 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0076 |
0.7% |
78% |
False |
False |
13,109 |
| 60 |
1.1158 |
1.0525 |
0.0633 |
5.7% |
0.0068 |
0.6% |
80% |
False |
False |
8,744 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0062 |
0.6% |
85% |
False |
False |
6,559 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0050 |
0.5% |
86% |
False |
False |
5,248 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0042 |
0.4% |
86% |
False |
False |
4,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1680 |
|
2.618 |
1.1474 |
|
1.618 |
1.1348 |
|
1.000 |
1.1270 |
|
0.618 |
1.1222 |
|
HIGH |
1.1144 |
|
0.618 |
1.1096 |
|
0.500 |
1.1081 |
|
0.382 |
1.1066 |
|
LOW |
1.1018 |
|
0.618 |
1.0940 |
|
1.000 |
1.0892 |
|
1.618 |
1.0814 |
|
2.618 |
1.0688 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1081 |
1.1088 |
| PP |
1.1064 |
1.1069 |
| S1 |
1.1048 |
1.1050 |
|