CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1179 |
1.1215 |
0.0036 |
0.3% |
1.0996 |
| High |
1.1226 |
1.1253 |
0.0027 |
0.2% |
1.1109 |
| Low |
1.1158 |
1.1205 |
0.0047 |
0.4% |
1.0900 |
| Close |
1.1216 |
1.1215 |
-0.0001 |
0.0% |
1.1087 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0209 |
| ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
28,805 |
26,836 |
-1,969 |
-6.8% |
170,146 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1340 |
1.1241 |
|
| R3 |
1.1320 |
1.1292 |
1.1228 |
|
| R2 |
1.1272 |
1.1272 |
1.1224 |
|
| R1 |
1.1244 |
1.1244 |
1.1219 |
1.1239 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1222 |
| S1 |
1.1196 |
1.1196 |
1.1211 |
1.1191 |
| S2 |
1.1176 |
1.1176 |
1.1206 |
|
| S3 |
1.1128 |
1.1148 |
1.1202 |
|
| S4 |
1.1080 |
1.1100 |
1.1189 |
|
|
| 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 |
1.1253 |
1.1061 |
0.0192 |
1.7% |
0.0065 |
0.6% |
80% |
True |
False |
26,781 |
| 10 |
1.1253 |
1.0900 |
0.0353 |
3.1% |
0.0085 |
0.8% |
89% |
True |
False |
30,687 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.1% |
0.0087 |
0.8% |
89% |
True |
False |
30,226 |
| 40 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0081 |
0.7% |
94% |
True |
False |
23,655 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0075 |
0.7% |
94% |
True |
False |
15,788 |
| 80 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0070 |
0.6% |
96% |
True |
False |
11,844 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0062 |
0.5% |
96% |
True |
False |
9,476 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.1% |
0.0052 |
0.5% |
96% |
True |
False |
7,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1457 |
|
2.618 |
1.1379 |
|
1.618 |
1.1331 |
|
1.000 |
1.1301 |
|
0.618 |
1.1283 |
|
HIGH |
1.1253 |
|
0.618 |
1.1235 |
|
0.500 |
1.1229 |
|
0.382 |
1.1223 |
|
LOW |
1.1205 |
|
0.618 |
1.1175 |
|
1.000 |
1.1157 |
|
1.618 |
1.1127 |
|
2.618 |
1.1079 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1197 |
| PP |
1.1224 |
1.1179 |
| S1 |
1.1220 |
1.1161 |
|