CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.0995 |
-0.0075 |
-0.7% |
1.1042 |
| High |
1.1100 |
1.1020 |
-0.0080 |
-0.7% |
1.1158 |
| Low |
1.0963 |
1.0959 |
-0.0004 |
0.0% |
1.1018 |
| Close |
1.0992 |
1.0989 |
-0.0003 |
0.0% |
1.1031 |
| Range |
0.0137 |
0.0061 |
-0.0076 |
-55.5% |
0.0140 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
43,094 |
24,415 |
-18,679 |
-43.3% |
153,673 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1142 |
1.1023 |
|
| R3 |
1.1111 |
1.1081 |
1.1006 |
|
| R2 |
1.1050 |
1.1050 |
1.1000 |
|
| R1 |
1.1020 |
1.1020 |
1.0995 |
1.1005 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0982 |
| S1 |
1.0959 |
1.0959 |
1.0983 |
1.0944 |
| S2 |
1.0928 |
1.0928 |
1.0978 |
|
| S3 |
1.0867 |
1.0898 |
1.0972 |
|
| S4 |
1.0806 |
1.0837 |
1.0955 |
|
|
| 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 |
1.1144 |
1.0959 |
0.0185 |
1.7% |
0.0088 |
0.8% |
16% |
False |
True |
28,833 |
| 10 |
1.1158 |
1.0959 |
0.0199 |
1.8% |
0.0089 |
0.8% |
15% |
False |
True |
29,765 |
| 20 |
1.1158 |
1.0711 |
0.0447 |
4.1% |
0.0078 |
0.7% |
62% |
False |
False |
29,269 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0079 |
0.7% |
71% |
False |
False |
16,004 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0069 |
0.6% |
71% |
False |
False |
10,676 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0065 |
0.6% |
80% |
False |
False |
8,009 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0053 |
0.5% |
82% |
False |
False |
6,407 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0045 |
0.4% |
82% |
False |
False |
5,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1279 |
|
2.618 |
1.1180 |
|
1.618 |
1.1119 |
|
1.000 |
1.1081 |
|
0.618 |
1.1058 |
|
HIGH |
1.1020 |
|
0.618 |
1.0997 |
|
0.500 |
1.0990 |
|
0.382 |
1.0982 |
|
LOW |
1.0959 |
|
0.618 |
1.0921 |
|
1.000 |
1.0898 |
|
1.618 |
1.0860 |
|
2.618 |
1.0799 |
|
4.250 |
1.0700 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.1030 |
| PP |
1.0989 |
1.1016 |
| S1 |
1.0989 |
1.1003 |
|