CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1121 |
-0.0011 |
-0.1% |
1.1096 |
| High |
1.1176 |
1.1127 |
-0.0049 |
-0.4% |
1.1253 |
| Low |
1.1084 |
1.1021 |
-0.0063 |
-0.6% |
1.1061 |
| Close |
1.1116 |
1.1047 |
-0.0069 |
-0.6% |
1.1207 |
| Range |
0.0092 |
0.0106 |
0.0014 |
15.2% |
0.0192 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
32,604 |
44,129 |
11,525 |
35.3% |
135,693 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1321 |
1.1105 |
|
| R3 |
1.1277 |
1.1215 |
1.1076 |
|
| R2 |
1.1171 |
1.1171 |
1.1066 |
|
| R1 |
1.1109 |
1.1109 |
1.1057 |
1.1087 |
| PP |
1.1065 |
1.1065 |
1.1065 |
1.1054 |
| S1 |
1.1003 |
1.1003 |
1.1037 |
1.0981 |
| S2 |
1.0959 |
1.0959 |
1.1028 |
|
| S3 |
1.0853 |
1.0897 |
1.1018 |
|
| S4 |
1.0747 |
1.0791 |
1.0989 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1670 |
1.1313 |
|
| R3 |
1.1558 |
1.1478 |
1.1260 |
|
| R2 |
1.1366 |
1.1366 |
1.1242 |
|
| R1 |
1.1286 |
1.1286 |
1.1225 |
1.1326 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1194 |
| S1 |
1.1094 |
1.1094 |
1.1189 |
1.1134 |
| S2 |
1.0982 |
1.0982 |
1.1172 |
|
| S3 |
1.0790 |
1.0902 |
1.1154 |
|
| S4 |
1.0598 |
1.0710 |
1.1101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1250 |
1.1021 |
0.0229 |
2.1% |
0.0083 |
0.7% |
11% |
False |
True |
31,471 |
| 10 |
1.1253 |
1.1021 |
0.0232 |
2.1% |
0.0074 |
0.7% |
11% |
False |
True |
29,126 |
| 20 |
1.1253 |
1.0900 |
0.0353 |
3.2% |
0.0085 |
0.8% |
42% |
False |
False |
30,420 |
| 40 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0082 |
0.7% |
69% |
False |
False |
27,468 |
| 60 |
1.1253 |
1.0584 |
0.0669 |
6.1% |
0.0077 |
0.7% |
69% |
False |
False |
18,409 |
| 80 |
1.1253 |
1.0470 |
0.0783 |
7.1% |
0.0073 |
0.7% |
74% |
False |
False |
13,811 |
| 100 |
1.1253 |
1.0298 |
0.0955 |
8.6% |
0.0066 |
0.6% |
78% |
False |
False |
11,049 |
| 120 |
1.1253 |
1.0230 |
0.1023 |
9.3% |
0.0055 |
0.5% |
80% |
False |
False |
9,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1578 |
|
2.618 |
1.1405 |
|
1.618 |
1.1299 |
|
1.000 |
1.1233 |
|
0.618 |
1.1193 |
|
HIGH |
1.1127 |
|
0.618 |
1.1087 |
|
0.500 |
1.1074 |
|
0.382 |
1.1061 |
|
LOW |
1.1021 |
|
0.618 |
1.0955 |
|
1.000 |
1.0915 |
|
1.618 |
1.0849 |
|
2.618 |
1.0743 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1104 |
| PP |
1.1065 |
1.1085 |
| S1 |
1.1056 |
1.1066 |
|