CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1132 |
-0.0038 |
-0.3% |
1.1096 |
| High |
1.1186 |
1.1176 |
-0.0010 |
-0.1% |
1.1253 |
| Low |
1.1112 |
1.1084 |
-0.0028 |
-0.3% |
1.1061 |
| Close |
1.1132 |
1.1116 |
-0.0016 |
-0.1% |
1.1207 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0192 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
| Volume |
33,916 |
32,604 |
-1,312 |
-3.9% |
135,693 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1401 |
1.1351 |
1.1167 |
|
| R3 |
1.1309 |
1.1259 |
1.1141 |
|
| R2 |
1.1217 |
1.1217 |
1.1133 |
|
| R1 |
1.1167 |
1.1167 |
1.1124 |
1.1146 |
| PP |
1.1125 |
1.1125 |
1.1125 |
1.1115 |
| S1 |
1.1075 |
1.1075 |
1.1108 |
1.1054 |
| S2 |
1.1033 |
1.1033 |
1.1099 |
|
| S3 |
1.0941 |
1.0983 |
1.1091 |
|
| S4 |
1.0849 |
1.0891 |
1.1065 |
|
|
| 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 |
1.1084 |
0.0169 |
1.5% |
0.0071 |
0.6% |
19% |
False |
True |
28,013 |
| 10 |
1.1253 |
1.0938 |
0.0315 |
2.8% |
0.0080 |
0.7% |
57% |
False |
False |
28,822 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0084 |
0.8% |
61% |
False |
False |
29,786 |
| 40 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0082 |
0.7% |
80% |
False |
False |
26,417 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.0% |
0.0076 |
0.7% |
80% |
False |
False |
17,674 |
| 80 |
1.1253 |
1.0372 |
0.0881 |
7.9% |
0.0072 |
0.6% |
84% |
False |
False |
13,259 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.6% |
0.0065 |
0.6% |
86% |
False |
False |
10,608 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.2% |
0.0054 |
0.5% |
87% |
False |
False |
8,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1417 |
|
1.618 |
1.1325 |
|
1.000 |
1.1268 |
|
0.618 |
1.1233 |
|
HIGH |
1.1176 |
|
0.618 |
1.1141 |
|
0.500 |
1.1130 |
|
0.382 |
1.1119 |
|
LOW |
1.1084 |
|
0.618 |
1.1027 |
|
1.000 |
1.0992 |
|
1.618 |
1.0935 |
|
2.618 |
1.0843 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1130 |
1.1148 |
| PP |
1.1125 |
1.1137 |
| S1 |
1.1121 |
1.1127 |
|