CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.0962 |
-0.0029 |
-0.3% |
1.1034 |
| High |
1.1017 |
1.0997 |
-0.0020 |
-0.2% |
1.1100 |
| Low |
1.0900 |
1.0904 |
0.0004 |
0.0% |
1.0954 |
| Close |
1.0958 |
1.0952 |
-0.0006 |
-0.1% |
1.0979 |
| Range |
0.0117 |
0.0093 |
-0.0024 |
-20.5% |
0.0146 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
42,636 |
38,860 |
-3,776 |
-8.9% |
144,397 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1230 |
1.1184 |
1.1003 |
|
| R3 |
1.1137 |
1.1091 |
1.0978 |
|
| R2 |
1.1044 |
1.1044 |
1.0969 |
|
| R1 |
1.0998 |
1.0998 |
1.0961 |
1.0975 |
| PP |
1.0951 |
1.0951 |
1.0951 |
1.0939 |
| S1 |
1.0905 |
1.0905 |
1.0943 |
1.0882 |
| S2 |
1.0858 |
1.0858 |
1.0935 |
|
| S3 |
1.0765 |
1.0812 |
1.0926 |
|
| S4 |
1.0672 |
1.0719 |
1.0901 |
|
|
| 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 |
1.1039 |
1.0900 |
0.0139 |
1.3% |
0.0084 |
0.8% |
37% |
False |
False |
31,259 |
| 10 |
1.1158 |
1.0900 |
0.0258 |
2.4% |
0.0088 |
0.8% |
20% |
False |
False |
30,750 |
| 20 |
1.1158 |
1.0900 |
0.0258 |
2.4% |
0.0078 |
0.7% |
20% |
False |
False |
29,661 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0078 |
0.7% |
64% |
False |
False |
19,296 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0072 |
0.7% |
64% |
False |
False |
12,874 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.9% |
0.0065 |
0.6% |
76% |
False |
False |
9,657 |
| 100 |
1.1158 |
1.0298 |
0.0860 |
7.9% |
0.0057 |
0.5% |
76% |
False |
False |
7,726 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.5% |
0.0048 |
0.4% |
78% |
False |
False |
6,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1240 |
|
1.618 |
1.1147 |
|
1.000 |
1.1090 |
|
0.618 |
1.1054 |
|
HIGH |
1.0997 |
|
0.618 |
1.0961 |
|
0.500 |
1.0951 |
|
0.382 |
1.0940 |
|
LOW |
1.0904 |
|
0.618 |
1.0847 |
|
1.000 |
1.0811 |
|
1.618 |
1.0754 |
|
2.618 |
1.0661 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0952 |
1.0970 |
| PP |
1.0951 |
1.0964 |
| S1 |
1.0951 |
1.0958 |
|