CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0996 |
1.0991 |
-0.0005 |
0.0% |
1.1034 |
| High |
1.1039 |
1.1017 |
-0.0022 |
-0.2% |
1.1100 |
| Low |
1.0968 |
1.0900 |
-0.0068 |
-0.6% |
1.0954 |
| Close |
1.1017 |
1.0958 |
-0.0059 |
-0.5% |
1.0979 |
| Range |
0.0071 |
0.0117 |
0.0046 |
64.8% |
0.0146 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.4% |
0.0000 |
| Volume |
21,972 |
42,636 |
20,664 |
94.0% |
144,397 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1251 |
1.1022 |
|
| R3 |
1.1192 |
1.1134 |
1.0990 |
|
| R2 |
1.1075 |
1.1075 |
1.0979 |
|
| R1 |
1.1017 |
1.1017 |
1.0969 |
1.0988 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0944 |
| S1 |
1.0900 |
1.0900 |
1.0947 |
1.0871 |
| S2 |
1.0841 |
1.0841 |
1.0937 |
|
| S3 |
1.0724 |
1.0783 |
1.0926 |
|
| S4 |
1.0607 |
1.0666 |
1.0894 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1449 |
1.1360 |
1.1059 |
|
| R3 |
1.1303 |
1.1214 |
1.1019 |
|
| R2 |
1.1157 |
1.1157 |
1.1006 |
|
| R1 |
1.1068 |
1.1068 |
1.0992 |
1.1040 |
| PP |
1.1011 |
1.1011 |
1.1011 |
1.0997 |
| S1 |
1.0922 |
1.0922 |
1.0966 |
1.0894 |
| S2 |
1.0865 |
1.0865 |
1.0952 |
|
| S3 |
1.0719 |
1.0776 |
1.0939 |
|
| S4 |
1.0573 |
1.0630 |
1.0899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1100 |
1.0900 |
0.0200 |
1.8% |
0.0093 |
0.8% |
29% |
False |
True |
32,105 |
| 10 |
1.1158 |
1.0900 |
0.0258 |
2.4% |
0.0089 |
0.8% |
22% |
False |
True |
30,083 |
| 20 |
1.1158 |
1.0797 |
0.0361 |
3.3% |
0.0083 |
0.8% |
45% |
False |
False |
30,135 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0079 |
0.7% |
65% |
False |
False |
18,325 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0072 |
0.7% |
65% |
False |
False |
12,227 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0065 |
0.6% |
77% |
False |
False |
9,171 |
| 100 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0056 |
0.5% |
77% |
False |
False |
7,337 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.5% |
0.0047 |
0.4% |
78% |
False |
False |
6,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1514 |
|
2.618 |
1.1323 |
|
1.618 |
1.1206 |
|
1.000 |
1.1134 |
|
0.618 |
1.1089 |
|
HIGH |
1.1017 |
|
0.618 |
1.0972 |
|
0.500 |
1.0959 |
|
0.382 |
1.0945 |
|
LOW |
1.0900 |
|
0.618 |
1.0828 |
|
1.000 |
1.0783 |
|
1.618 |
1.0711 |
|
2.618 |
1.0594 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0959 |
1.0970 |
| PP |
1.0958 |
1.0966 |
| S1 |
1.0958 |
1.0962 |
|