CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.1179 |
0.0092 |
0.8% |
1.0996 |
| High |
1.1191 |
1.1226 |
0.0035 |
0.3% |
1.1109 |
| Low |
1.1068 |
1.1158 |
0.0090 |
0.8% |
1.0900 |
| Close |
1.1182 |
1.1216 |
0.0034 |
0.3% |
1.1087 |
| Range |
0.0123 |
0.0068 |
-0.0055 |
-44.7% |
0.0209 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
34,653 |
28,805 |
-5,848 |
-16.9% |
170,146 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1378 |
1.1253 |
|
| R3 |
1.1336 |
1.1310 |
1.1235 |
|
| R2 |
1.1268 |
1.1268 |
1.1228 |
|
| R1 |
1.1242 |
1.1242 |
1.1222 |
1.1255 |
| PP |
1.1200 |
1.1200 |
1.1200 |
1.1207 |
| S1 |
1.1174 |
1.1174 |
1.1210 |
1.1187 |
| S2 |
1.1132 |
1.1132 |
1.1204 |
|
| S3 |
1.1064 |
1.1106 |
1.1197 |
|
| S4 |
1.0996 |
1.1038 |
1.1179 |
|
|
| 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 |
1.1226 |
1.0938 |
0.0288 |
2.6% |
0.0089 |
0.8% |
97% |
True |
False |
29,632 |
| 10 |
1.1226 |
1.0900 |
0.0326 |
2.9% |
0.0087 |
0.8% |
97% |
True |
False |
30,445 |
| 20 |
1.1226 |
1.0900 |
0.0326 |
2.9% |
0.0087 |
0.8% |
97% |
True |
False |
29,947 |
| 40 |
1.1226 |
1.0584 |
0.0642 |
5.7% |
0.0082 |
0.7% |
98% |
True |
False |
22,990 |
| 60 |
1.1226 |
1.0584 |
0.0642 |
5.7% |
0.0076 |
0.7% |
98% |
True |
False |
15,341 |
| 80 |
1.1226 |
1.0298 |
0.0928 |
8.3% |
0.0070 |
0.6% |
99% |
True |
False |
11,509 |
| 100 |
1.1226 |
1.0298 |
0.0928 |
8.3% |
0.0061 |
0.5% |
99% |
True |
False |
9,208 |
| 120 |
1.1226 |
1.0230 |
0.0996 |
8.9% |
0.0051 |
0.5% |
99% |
True |
False |
7,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1515 |
|
2.618 |
1.1404 |
|
1.618 |
1.1336 |
|
1.000 |
1.1294 |
|
0.618 |
1.1268 |
|
HIGH |
1.1226 |
|
0.618 |
1.1200 |
|
0.500 |
1.1192 |
|
0.382 |
1.1184 |
|
LOW |
1.1158 |
|
0.618 |
1.1116 |
|
1.000 |
1.1090 |
|
1.618 |
1.1048 |
|
2.618 |
1.0980 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1192 |
| PP |
1.1200 |
1.1168 |
| S1 |
1.1192 |
1.1144 |
|