CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1208 |
-0.0002 |
0.0% |
1.1096 |
| High |
1.1250 |
1.1212 |
-0.0038 |
-0.3% |
1.1253 |
| Low |
1.1159 |
1.1162 |
0.0003 |
0.0% |
1.1061 |
| Close |
1.1207 |
1.1186 |
-0.0021 |
-0.2% |
1.1207 |
| Range |
0.0091 |
0.0050 |
-0.0041 |
-45.1% |
0.0192 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
27,373 |
19,337 |
-8,036 |
-29.4% |
135,693 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1311 |
1.1214 |
|
| R3 |
1.1287 |
1.1261 |
1.1200 |
|
| R2 |
1.1237 |
1.1237 |
1.1195 |
|
| R1 |
1.1211 |
1.1211 |
1.1191 |
1.1199 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1181 |
| S1 |
1.1161 |
1.1161 |
1.1181 |
1.1149 |
| S2 |
1.1137 |
1.1137 |
1.1177 |
|
| S3 |
1.1087 |
1.1111 |
1.1172 |
|
| S4 |
1.1037 |
1.1061 |
1.1159 |
|
|
| 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 |
1.1068 |
0.0185 |
1.7% |
0.0076 |
0.7% |
64% |
False |
False |
27,400 |
| 10 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0085 |
0.8% |
81% |
False |
False |
30,320 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0086 |
0.8% |
81% |
False |
False |
29,982 |
| 40 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0081 |
0.7% |
90% |
False |
False |
24,785 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0074 |
0.7% |
90% |
False |
False |
16,566 |
| 80 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0070 |
0.6% |
93% |
False |
False |
12,428 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.5% |
0.0063 |
0.6% |
93% |
False |
False |
9,943 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.1% |
0.0053 |
0.5% |
93% |
False |
False |
8,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1425 |
|
2.618 |
1.1343 |
|
1.618 |
1.1293 |
|
1.000 |
1.1262 |
|
0.618 |
1.1243 |
|
HIGH |
1.1212 |
|
0.618 |
1.1193 |
|
0.500 |
1.1187 |
|
0.382 |
1.1181 |
|
LOW |
1.1162 |
|
0.618 |
1.1131 |
|
1.000 |
1.1112 |
|
1.618 |
1.1081 |
|
2.618 |
1.1031 |
|
4.250 |
1.0950 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1206 |
| PP |
1.1187 |
1.1199 |
| S1 |
1.1186 |
1.1193 |
|