CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.1084 |
0.0132 |
1.2% |
1.0996 |
| High |
1.1106 |
1.1109 |
0.0003 |
0.0% |
1.1109 |
| Low |
1.0938 |
1.1070 |
0.0132 |
1.2% |
1.0900 |
| Close |
1.1092 |
1.1087 |
-0.0005 |
0.0% |
1.1087 |
| Range |
0.0168 |
0.0039 |
-0.0129 |
-76.8% |
0.0209 |
| ATR |
0.0089 |
0.0085 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
41,091 |
25,587 |
-15,504 |
-37.7% |
170,146 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1185 |
1.1108 |
|
| R3 |
1.1167 |
1.1146 |
1.1098 |
|
| R2 |
1.1128 |
1.1128 |
1.1094 |
|
| R1 |
1.1107 |
1.1107 |
1.1091 |
1.1118 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1094 |
| S1 |
1.1068 |
1.1068 |
1.1083 |
1.1079 |
| S2 |
1.1050 |
1.1050 |
1.1080 |
|
| S3 |
1.1011 |
1.1029 |
1.1076 |
|
| S4 |
1.0972 |
1.0990 |
1.1066 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1659 |
1.1582 |
1.1202 |
|
| R3 |
1.1450 |
1.1373 |
1.1144 |
|
| R2 |
1.1241 |
1.1241 |
1.1125 |
|
| R1 |
1.1164 |
1.1164 |
1.1106 |
1.1203 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1051 |
| S1 |
1.0955 |
1.0955 |
1.1068 |
1.0994 |
| S2 |
1.0823 |
1.0823 |
1.1049 |
|
| S3 |
1.0614 |
1.0746 |
1.1030 |
|
| S4 |
1.0405 |
1.0537 |
1.0972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1109 |
1.0900 |
0.0209 |
1.9% |
0.0098 |
0.9% |
89% |
True |
False |
34,029 |
| 10 |
1.1109 |
1.0900 |
0.0209 |
1.9% |
0.0088 |
0.8% |
89% |
True |
False |
31,454 |
| 20 |
1.1158 |
1.0900 |
0.0258 |
2.3% |
0.0083 |
0.8% |
72% |
False |
False |
29,311 |
| 40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0080 |
0.7% |
88% |
False |
False |
20,959 |
| 60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0073 |
0.7% |
88% |
False |
False |
13,985 |
| 80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0068 |
0.6% |
92% |
False |
False |
10,490 |
| 100 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0059 |
0.5% |
92% |
False |
False |
8,393 |
| 120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0049 |
0.4% |
92% |
False |
False |
6,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1275 |
|
2.618 |
1.1211 |
|
1.618 |
1.1172 |
|
1.000 |
1.1148 |
|
0.618 |
1.1133 |
|
HIGH |
1.1109 |
|
0.618 |
1.1094 |
|
0.500 |
1.1090 |
|
0.382 |
1.1085 |
|
LOW |
1.1070 |
|
0.618 |
1.1046 |
|
1.000 |
1.1031 |
|
1.618 |
1.1007 |
|
2.618 |
1.0968 |
|
4.250 |
1.0904 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1090 |
1.1060 |
| PP |
1.1089 |
1.1033 |
| S1 |
1.1088 |
1.1007 |
|