CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1087 |
-0.0009 |
-0.1% |
1.0996 |
| High |
1.1109 |
1.1191 |
0.0082 |
0.7% |
1.1109 |
| Low |
1.1061 |
1.1068 |
0.0007 |
0.1% |
1.0900 |
| Close |
1.1090 |
1.1182 |
0.0092 |
0.8% |
1.1087 |
| Range |
0.0048 |
0.0123 |
0.0075 |
156.3% |
0.0209 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.5% |
0.0000 |
| Volume |
18,026 |
34,653 |
16,627 |
92.2% |
170,146 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1472 |
1.1250 |
|
| R3 |
1.1393 |
1.1349 |
1.1216 |
|
| R2 |
1.1270 |
1.1270 |
1.1205 |
|
| R1 |
1.1226 |
1.1226 |
1.1193 |
1.1248 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1158 |
| S1 |
1.1103 |
1.1103 |
1.1171 |
1.1125 |
| S2 |
1.1024 |
1.1024 |
1.1159 |
|
| S3 |
1.0901 |
1.0980 |
1.1148 |
|
| S4 |
1.0778 |
1.0857 |
1.1114 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1582 |
1.1202 |
|
| R3 |
1.1450 |
1.1373 |
1.1144 |
|
| R2 |
1.1241 |
1.1241 |
1.1125 |
|
| R1 |
1.1164 |
1.1164 |
1.1106 |
1.1203 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1051 |
| S1 |
1.0955 |
1.0955 |
1.1068 |
1.0994 |
| S2 |
1.0823 |
1.0823 |
1.1049 |
|
| S3 |
1.0614 |
1.0746 |
1.1030 |
|
| S4 |
1.0405 |
1.0537 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1191 |
1.0904 |
0.0287 |
2.6% |
0.0094 |
0.8% |
97% |
True |
False |
31,643 |
| 10 |
1.1191 |
1.0900 |
0.0291 |
2.6% |
0.0094 |
0.8% |
97% |
True |
False |
31,874 |
| 20 |
1.1191 |
1.0900 |
0.0291 |
2.6% |
0.0087 |
0.8% |
97% |
True |
False |
29,701 |
| 40 |
1.1191 |
1.0584 |
0.0607 |
5.4% |
0.0082 |
0.7% |
99% |
True |
False |
22,272 |
| 60 |
1.1191 |
1.0584 |
0.0607 |
5.4% |
0.0076 |
0.7% |
99% |
True |
False |
14,863 |
| 80 |
1.1191 |
1.0298 |
0.0893 |
8.0% |
0.0070 |
0.6% |
99% |
True |
False |
11,149 |
| 100 |
1.1191 |
1.0298 |
0.0893 |
8.0% |
0.0060 |
0.5% |
99% |
True |
False |
8,920 |
| 120 |
1.1191 |
1.0230 |
0.0961 |
8.6% |
0.0051 |
0.5% |
99% |
True |
False |
7,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1714 |
|
2.618 |
1.1513 |
|
1.618 |
1.1390 |
|
1.000 |
1.1314 |
|
0.618 |
1.1267 |
|
HIGH |
1.1191 |
|
0.618 |
1.1144 |
|
0.500 |
1.1130 |
|
0.382 |
1.1115 |
|
LOW |
1.1068 |
|
0.618 |
1.0992 |
|
1.000 |
1.0945 |
|
1.618 |
1.0869 |
|
2.618 |
1.0746 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1163 |
| PP |
1.1147 |
1.1145 |
| S1 |
1.1130 |
1.1126 |
|