CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1210 |
-0.0005 |
0.0% |
1.1096 |
| High |
1.1253 |
1.1250 |
-0.0003 |
0.0% |
1.1253 |
| Low |
1.1205 |
1.1159 |
-0.0046 |
-0.4% |
1.1061 |
| Close |
1.1215 |
1.1207 |
-0.0008 |
-0.1% |
1.1207 |
| Range |
0.0048 |
0.0091 |
0.0043 |
89.6% |
0.0192 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
26,836 |
27,373 |
537 |
2.0% |
135,693 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1434 |
1.1257 |
|
| R3 |
1.1387 |
1.1343 |
1.1232 |
|
| R2 |
1.1296 |
1.1296 |
1.1224 |
|
| R1 |
1.1252 |
1.1252 |
1.1215 |
1.1229 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1194 |
| S1 |
1.1161 |
1.1161 |
1.1199 |
1.1138 |
| S2 |
1.1114 |
1.1114 |
1.1190 |
|
| S3 |
1.1023 |
1.1070 |
1.1182 |
|
| S4 |
1.0932 |
1.0979 |
1.1157 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1670 |
1.1313 |
|
| R3 |
1.1558 |
1.1478 |
1.1260 |
|
| R2 |
1.1366 |
1.1366 |
1.1242 |
|
| R1 |
1.1286 |
1.1286 |
1.1225 |
1.1326 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1194 |
| S1 |
1.1094 |
1.1094 |
1.1189 |
1.1134 |
| S2 |
1.0982 |
1.0982 |
1.1172 |
|
| S3 |
1.0790 |
1.0902 |
1.1154 |
|
| S4 |
1.0598 |
1.0710 |
1.1101 |
|
|
| 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% |
0.0076 |
0.7% |
76% |
False |
False |
27,138 |
| 10 |
1.1253 |
1.0900 |
0.0353 |
3.1% |
0.0087 |
0.8% |
87% |
False |
False |
30,583 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.1% |
0.0086 |
0.8% |
87% |
False |
False |
30,195 |
| 40 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0080 |
0.7% |
93% |
False |
False |
24,329 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0075 |
0.7% |
93% |
False |
False |
16,244 |
| 80 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0071 |
0.6% |
95% |
False |
False |
12,186 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0062 |
0.6% |
95% |
False |
False |
9,750 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.1% |
0.0053 |
0.5% |
96% |
False |
False |
8,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1637 |
|
2.618 |
1.1488 |
|
1.618 |
1.1397 |
|
1.000 |
1.1341 |
|
0.618 |
1.1306 |
|
HIGH |
1.1250 |
|
0.618 |
1.1215 |
|
0.500 |
1.1205 |
|
0.382 |
1.1194 |
|
LOW |
1.1159 |
|
0.618 |
1.1103 |
|
1.000 |
1.1068 |
|
1.618 |
1.1012 |
|
2.618 |
1.0921 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1207 |
| PP |
1.1205 |
1.1206 |
| S1 |
1.1205 |
1.1206 |
|