CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1034 |
-0.0094 |
-0.8% |
1.1042 |
| High |
1.1144 |
1.1098 |
-0.0046 |
-0.4% |
1.1158 |
| Low |
1.1018 |
1.1033 |
0.0015 |
0.1% |
1.1018 |
| Close |
1.1031 |
1.1071 |
0.0040 |
0.4% |
1.1031 |
| Range |
0.0126 |
0.0065 |
-0.0061 |
-48.4% |
0.0140 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
28,183 |
22,287 |
-5,896 |
-20.9% |
153,673 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1232 |
1.1107 |
|
| R3 |
1.1197 |
1.1167 |
1.1089 |
|
| R2 |
1.1132 |
1.1132 |
1.1083 |
|
| R1 |
1.1102 |
1.1102 |
1.1077 |
1.1117 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1075 |
| S1 |
1.1037 |
1.1037 |
1.1065 |
1.1052 |
| S2 |
1.1002 |
1.1002 |
1.1059 |
|
| S3 |
1.0937 |
1.0972 |
1.1053 |
|
| S4 |
1.0872 |
1.0907 |
1.1035 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1400 |
1.1108 |
|
| R3 |
1.1349 |
1.1260 |
1.1070 |
|
| R2 |
1.1209 |
1.1209 |
1.1057 |
|
| R1 |
1.1120 |
1.1120 |
1.1044 |
1.1095 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1056 |
| S1 |
1.0980 |
1.0980 |
1.1018 |
1.0955 |
| S2 |
1.0929 |
1.0929 |
1.1005 |
|
| S3 |
1.0789 |
1.0840 |
1.0993 |
|
| S4 |
1.0649 |
1.0700 |
1.0954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.1018 |
0.0140 |
1.3% |
0.0096 |
0.9% |
38% |
False |
False |
30,471 |
| 10 |
1.1158 |
1.0951 |
0.0207 |
1.9% |
0.0079 |
0.7% |
58% |
False |
False |
26,811 |
| 20 |
1.1158 |
1.0680 |
0.0478 |
4.3% |
0.0077 |
0.7% |
82% |
False |
False |
26,601 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0076 |
0.7% |
85% |
False |
False |
13,664 |
| 60 |
1.1158 |
1.0525 |
0.0633 |
5.7% |
0.0068 |
0.6% |
86% |
False |
False |
9,115 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0062 |
0.6% |
90% |
False |
False |
6,838 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0051 |
0.5% |
91% |
False |
False |
5,470 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0043 |
0.4% |
91% |
False |
False |
4,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1268 |
|
1.618 |
1.1203 |
|
1.000 |
1.1163 |
|
0.618 |
1.1138 |
|
HIGH |
1.1098 |
|
0.618 |
1.1073 |
|
0.500 |
1.1066 |
|
0.382 |
1.1058 |
|
LOW |
1.1033 |
|
0.618 |
1.0993 |
|
1.000 |
1.0968 |
|
1.618 |
1.0928 |
|
2.618 |
1.0863 |
|
4.250 |
1.0757 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1088 |
| PP |
1.1067 |
1.1082 |
| S1 |
1.1066 |
1.1077 |
|