CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.0996 |
0.0017 |
0.2% |
1.1034 |
| High |
1.1032 |
1.1039 |
0.0007 |
0.1% |
1.1100 |
| Low |
1.0954 |
1.0968 |
0.0014 |
0.1% |
1.0954 |
| Close |
1.0979 |
1.1017 |
0.0038 |
0.3% |
1.0979 |
| Range |
0.0078 |
0.0071 |
-0.0007 |
-9.0% |
0.0146 |
| ATR |
0.0080 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
28,412 |
21,972 |
-6,440 |
-22.7% |
144,397 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1221 |
1.1190 |
1.1056 |
|
| R3 |
1.1150 |
1.1119 |
1.1037 |
|
| R2 |
1.1079 |
1.1079 |
1.1030 |
|
| R1 |
1.1048 |
1.1048 |
1.1024 |
1.1064 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1016 |
| S1 |
1.0977 |
1.0977 |
1.1010 |
1.0993 |
| S2 |
1.0937 |
1.0937 |
1.1004 |
|
| S3 |
1.0866 |
1.0906 |
1.0997 |
|
| S4 |
1.0795 |
1.0835 |
1.0978 |
|
|
| 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% |
0.0080 |
0.7% |
43% |
False |
False |
28,816 |
| 10 |
1.1158 |
1.0954 |
0.0204 |
1.9% |
0.0088 |
0.8% |
31% |
False |
False |
29,643 |
| 20 |
1.1158 |
1.0784 |
0.0374 |
3.4% |
0.0079 |
0.7% |
62% |
False |
False |
28,897 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0077 |
0.7% |
75% |
False |
False |
17,262 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0071 |
0.6% |
75% |
False |
False |
11,516 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0064 |
0.6% |
84% |
False |
False |
8,639 |
| 100 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0055 |
0.5% |
84% |
False |
False |
6,911 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0046 |
0.4% |
85% |
False |
False |
5,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1225 |
|
1.618 |
1.1154 |
|
1.000 |
1.1110 |
|
0.618 |
1.1083 |
|
HIGH |
1.1039 |
|
0.618 |
1.1012 |
|
0.500 |
1.1004 |
|
0.382 |
1.0995 |
|
LOW |
1.0968 |
|
0.618 |
1.0924 |
|
1.000 |
1.0897 |
|
1.618 |
1.0853 |
|
2.618 |
1.0782 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1010 |
| PP |
1.1008 |
1.1003 |
| S1 |
1.1004 |
1.0997 |
|