CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0952 |
-0.0010 |
-0.1% |
1.1034 |
| High |
1.0997 |
1.1106 |
0.0109 |
1.0% |
1.1100 |
| Low |
1.0904 |
1.0938 |
0.0034 |
0.3% |
1.0954 |
| Close |
1.0952 |
1.1092 |
0.0140 |
1.3% |
1.0979 |
| Range |
0.0093 |
0.0168 |
0.0075 |
80.6% |
0.0146 |
| ATR |
0.0083 |
0.0089 |
0.0006 |
7.3% |
0.0000 |
| Volume |
38,860 |
41,091 |
2,231 |
5.7% |
144,397 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1549 |
1.1489 |
1.1184 |
|
| R3 |
1.1381 |
1.1321 |
1.1138 |
|
| R2 |
1.1213 |
1.1213 |
1.1123 |
|
| R1 |
1.1153 |
1.1153 |
1.1107 |
1.1183 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1061 |
| S1 |
1.0985 |
1.0985 |
1.1077 |
1.1015 |
| S2 |
1.0877 |
1.0877 |
1.1061 |
|
| S3 |
1.0709 |
1.0817 |
1.1046 |
|
| S4 |
1.0541 |
1.0649 |
1.1000 |
|
|
| 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 |
1.1106 |
1.0900 |
0.0206 |
1.9% |
0.0105 |
1.0% |
93% |
True |
False |
34,594 |
| 10 |
1.1144 |
1.0900 |
0.0244 |
2.2% |
0.0097 |
0.9% |
79% |
False |
False |
31,713 |
| 20 |
1.1158 |
1.0900 |
0.0258 |
2.3% |
0.0084 |
0.8% |
74% |
False |
False |
29,580 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0081 |
0.7% |
89% |
False |
False |
20,322 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0074 |
0.7% |
89% |
False |
False |
13,559 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0067 |
0.6% |
92% |
False |
False |
10,171 |
| 100 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0058 |
0.5% |
92% |
False |
False |
8,137 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0049 |
0.4% |
93% |
False |
False |
6,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1820 |
|
2.618 |
1.1546 |
|
1.618 |
1.1378 |
|
1.000 |
1.1274 |
|
0.618 |
1.1210 |
|
HIGH |
1.1106 |
|
0.618 |
1.1042 |
|
0.500 |
1.1022 |
|
0.382 |
1.1002 |
|
LOW |
1.0938 |
|
0.618 |
1.0834 |
|
1.000 |
1.0770 |
|
1.618 |
1.0666 |
|
2.618 |
1.0498 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1062 |
| PP |
1.1045 |
1.1033 |
| S1 |
1.1022 |
1.1003 |
|