CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1076 |
0.0042 |
0.4% |
1.1042 |
| High |
1.1098 |
1.1090 |
-0.0008 |
-0.1% |
1.1158 |
| Low |
1.1033 |
1.1038 |
0.0005 |
0.0% |
1.1018 |
| Close |
1.1071 |
1.1063 |
-0.0008 |
-0.1% |
1.1031 |
| Range |
0.0065 |
0.0052 |
-0.0013 |
-20.0% |
0.0140 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
22,287 |
26,189 |
3,902 |
17.5% |
153,673 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1193 |
1.1092 |
|
| R3 |
1.1168 |
1.1141 |
1.1077 |
|
| R2 |
1.1116 |
1.1116 |
1.1073 |
|
| R1 |
1.1089 |
1.1089 |
1.1068 |
1.1077 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1057 |
| S1 |
1.1037 |
1.1037 |
1.1058 |
1.1025 |
| S2 |
1.1012 |
1.1012 |
1.1053 |
|
| S3 |
1.0960 |
1.0985 |
1.1049 |
|
| S4 |
1.0908 |
1.0933 |
1.1034 |
|
|
| 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% |
0.0086 |
0.8% |
32% |
False |
False |
28,061 |
| 10 |
1.1158 |
1.0951 |
0.0207 |
1.9% |
0.0081 |
0.7% |
54% |
False |
False |
27,527 |
| 20 |
1.1158 |
1.0680 |
0.0478 |
4.3% |
0.0077 |
0.7% |
80% |
False |
False |
27,493 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0077 |
0.7% |
83% |
False |
False |
14,318 |
| 60 |
1.1158 |
1.0556 |
0.0602 |
5.4% |
0.0068 |
0.6% |
84% |
False |
False |
9,551 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0062 |
0.6% |
89% |
False |
False |
7,165 |
| 100 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0051 |
0.5% |
90% |
False |
False |
5,732 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0043 |
0.4% |
90% |
False |
False |
4,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1226 |
|
1.618 |
1.1174 |
|
1.000 |
1.1142 |
|
0.618 |
1.1122 |
|
HIGH |
1.1090 |
|
0.618 |
1.1070 |
|
0.500 |
1.1064 |
|
0.382 |
1.1058 |
|
LOW |
1.1038 |
|
0.618 |
1.1006 |
|
1.000 |
1.0986 |
|
1.618 |
1.0954 |
|
2.618 |
1.0902 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1064 |
1.1081 |
| PP |
1.1064 |
1.1075 |
| S1 |
1.1063 |
1.1069 |
|