CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.0979 |
-0.0016 |
-0.1% |
1.1034 |
| High |
1.1020 |
1.1032 |
0.0012 |
0.1% |
1.1100 |
| Low |
1.0959 |
1.0954 |
-0.0005 |
0.0% |
1.0954 |
| Close |
1.0989 |
1.0979 |
-0.0010 |
-0.1% |
1.0979 |
| Range |
0.0061 |
0.0078 |
0.0017 |
27.9% |
0.0146 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
24,415 |
28,412 |
3,997 |
16.4% |
144,397 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1179 |
1.1022 |
|
| R3 |
1.1144 |
1.1101 |
1.1000 |
|
| R2 |
1.1066 |
1.1066 |
1.0993 |
|
| R1 |
1.1023 |
1.1023 |
1.0986 |
1.1018 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0986 |
| S1 |
1.0945 |
1.0945 |
1.0972 |
1.0940 |
| S2 |
1.0910 |
1.0910 |
1.0965 |
|
| S3 |
1.0832 |
1.0867 |
1.0958 |
|
| S4 |
1.0754 |
1.0789 |
1.0936 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1360 |
1.1059 |
|
| R3 |
1.1303 |
1.1214 |
1.1019 |
|
| R2 |
1.1157 |
1.1157 |
1.1006 |
|
| R1 |
1.1068 |
1.1068 |
1.0992 |
1.1040 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.0997 |
| S1 |
1.0922 |
1.0922 |
1.0966 |
1.0894 |
| S2 |
1.0865 |
1.0865 |
1.0952 |
|
| S3 |
1.0719 |
1.0776 |
1.0939 |
|
| S4 |
1.0573 |
1.0630 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0954 |
0.0146 |
1.3% |
0.0079 |
0.7% |
17% |
False |
True |
28,879 |
| 10 |
1.1158 |
1.0954 |
0.0204 |
1.9% |
0.0086 |
0.8% |
12% |
False |
True |
29,807 |
| 20 |
1.1158 |
1.0770 |
0.0388 |
3.5% |
0.0078 |
0.7% |
54% |
False |
False |
29,031 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0077 |
0.7% |
69% |
False |
False |
16,714 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0070 |
0.6% |
69% |
False |
False |
11,150 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0064 |
0.6% |
79% |
False |
False |
8,364 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.5% |
0.0054 |
0.5% |
81% |
False |
False |
6,691 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.5% |
0.0045 |
0.4% |
81% |
False |
False |
5,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1236 |
|
1.618 |
1.1158 |
|
1.000 |
1.1110 |
|
0.618 |
1.1080 |
|
HIGH |
1.1032 |
|
0.618 |
1.1002 |
|
0.500 |
1.0993 |
|
0.382 |
1.0984 |
|
LOW |
1.0954 |
|
0.618 |
1.0906 |
|
1.000 |
1.0876 |
|
1.618 |
1.0828 |
|
2.618 |
1.0750 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.1027 |
| PP |
1.0988 |
1.1011 |
| S1 |
1.0984 |
1.0995 |
|