CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.1084 |
1.1096 |
0.0012 |
0.1% |
1.0996 |
High |
1.1109 |
1.1109 |
0.0000 |
0.0% |
1.1109 |
Low |
1.1070 |
1.1061 |
-0.0009 |
-0.1% |
1.0900 |
Close |
1.1087 |
1.1090 |
0.0003 |
0.0% |
1.1087 |
Range |
0.0039 |
0.0048 |
0.0009 |
23.1% |
0.0209 |
ATR |
0.0085 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
25,587 |
18,026 |
-7,561 |
-29.6% |
170,146 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1231 |
1.1208 |
1.1116 |
|
R3 |
1.1183 |
1.1160 |
1.1103 |
|
R2 |
1.1135 |
1.1135 |
1.1099 |
|
R1 |
1.1112 |
1.1112 |
1.1094 |
1.1100 |
PP |
1.1087 |
1.1087 |
1.1087 |
1.1080 |
S1 |
1.1064 |
1.1064 |
1.1086 |
1.1052 |
S2 |
1.1039 |
1.1039 |
1.1081 |
|
S3 |
1.0991 |
1.1016 |
1.1077 |
|
S4 |
1.0943 |
1.0968 |
1.1064 |
|
|
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% |
0.0093 |
0.8% |
91% |
True |
False |
33,240 |
10 |
1.1109 |
1.0900 |
0.0209 |
1.9% |
0.0086 |
0.8% |
91% |
True |
False |
31,028 |
20 |
1.1158 |
1.0900 |
0.0258 |
2.3% |
0.0083 |
0.7% |
74% |
False |
False |
28,919 |
40 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0079 |
0.7% |
88% |
False |
False |
21,408 |
60 |
1.1158 |
1.0584 |
0.0574 |
5.2% |
0.0074 |
0.7% |
88% |
False |
False |
14,285 |
80 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0068 |
0.6% |
92% |
False |
False |
10,716 |
100 |
1.1158 |
1.0298 |
0.0860 |
7.8% |
0.0059 |
0.5% |
92% |
False |
False |
8,573 |
120 |
1.1158 |
1.0230 |
0.0928 |
8.4% |
0.0050 |
0.4% |
93% |
False |
False |
7,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1313 |
2.618 |
1.1235 |
1.618 |
1.1187 |
1.000 |
1.1157 |
0.618 |
1.1139 |
HIGH |
1.1109 |
0.618 |
1.1091 |
0.500 |
1.1085 |
0.382 |
1.1079 |
LOW |
1.1061 |
0.618 |
1.1031 |
1.000 |
1.1013 |
1.618 |
1.0983 |
2.618 |
1.0935 |
4.250 |
1.0857 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1088 |
1.1068 |
PP |
1.1087 |
1.1046 |
S1 |
1.1085 |
1.1024 |
|