CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1070 |
-0.0006 |
-0.1% |
1.1042 |
| High |
1.1090 |
1.1100 |
0.0010 |
0.1% |
1.1158 |
| Low |
1.1038 |
1.0963 |
-0.0075 |
-0.7% |
1.1018 |
| Close |
1.1063 |
1.0992 |
-0.0071 |
-0.6% |
1.1031 |
| Range |
0.0052 |
0.0137 |
0.0085 |
163.5% |
0.0140 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.5% |
0.0000 |
| Volume |
26,189 |
43,094 |
16,905 |
64.6% |
153,673 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1348 |
1.1067 |
|
| R3 |
1.1292 |
1.1211 |
1.1030 |
|
| R2 |
1.1155 |
1.1155 |
1.1017 |
|
| R1 |
1.1074 |
1.1074 |
1.1005 |
1.1046 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1005 |
| S1 |
1.0937 |
1.0937 |
1.0979 |
1.0909 |
| S2 |
1.0881 |
1.0881 |
1.0967 |
|
| S3 |
1.0744 |
1.0800 |
1.0954 |
|
| S4 |
1.0607 |
1.0663 |
1.0917 |
|
|
| 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 |
1.0963 |
0.0195 |
1.8% |
0.0093 |
0.8% |
15% |
False |
True |
30,242 |
| 10 |
1.1158 |
1.0963 |
0.0195 |
1.8% |
0.0087 |
0.8% |
15% |
False |
True |
29,449 |
| 20 |
1.1158 |
1.0711 |
0.0447 |
4.1% |
0.0079 |
0.7% |
63% |
False |
False |
28,877 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0078 |
0.7% |
71% |
False |
False |
15,395 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0069 |
0.6% |
71% |
False |
False |
10,270 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0064 |
0.6% |
81% |
False |
False |
7,704 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0052 |
0.5% |
82% |
False |
False |
6,163 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0044 |
0.4% |
82% |
False |
False |
5,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1682 |
|
2.618 |
1.1459 |
|
1.618 |
1.1322 |
|
1.000 |
1.1237 |
|
0.618 |
1.1185 |
|
HIGH |
1.1100 |
|
0.618 |
1.1048 |
|
0.500 |
1.1032 |
|
0.382 |
1.1015 |
|
LOW |
1.0963 |
|
0.618 |
1.0878 |
|
1.000 |
1.0826 |
|
1.618 |
1.0741 |
|
2.618 |
1.0604 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1032 |
| PP |
1.1018 |
1.1018 |
| S1 |
1.1005 |
1.1005 |
|