CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0732 |
0.0068 |
0.6% |
1.0734 |
| High |
1.0759 |
1.0741 |
-0.0018 |
-0.2% |
1.0743 |
| Low |
1.0656 |
1.0685 |
0.0029 |
0.3% |
1.0584 |
| Close |
1.0738 |
1.0705 |
-0.0033 |
-0.3% |
1.0672 |
| Range |
0.0103 |
0.0056 |
-0.0047 |
-45.6% |
0.0159 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
4,334 |
8,348 |
4,014 |
92.6% |
7,778 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0878 |
1.0848 |
1.0736 |
|
| R3 |
1.0822 |
1.0792 |
1.0720 |
|
| R2 |
1.0766 |
1.0766 |
1.0715 |
|
| R1 |
1.0736 |
1.0736 |
1.0710 |
1.0723 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0704 |
| S1 |
1.0680 |
1.0680 |
1.0700 |
1.0667 |
| S2 |
1.0654 |
1.0654 |
1.0695 |
|
| S3 |
1.0598 |
1.0624 |
1.0690 |
|
| S4 |
1.0542 |
1.0568 |
1.0674 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1067 |
1.0759 |
|
| R3 |
1.0984 |
1.0908 |
1.0716 |
|
| R2 |
1.0825 |
1.0825 |
1.0701 |
|
| R1 |
1.0749 |
1.0749 |
1.0687 |
1.0708 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0646 |
| S1 |
1.0590 |
1.0590 |
1.0657 |
1.0549 |
| S2 |
1.0507 |
1.0507 |
1.0643 |
|
| S3 |
1.0348 |
1.0431 |
1.0628 |
|
| S4 |
1.0189 |
1.0272 |
1.0585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0759 |
1.0584 |
0.0175 |
1.6% |
0.0085 |
0.8% |
69% |
False |
False |
3,915 |
| 10 |
1.0910 |
1.0584 |
0.0326 |
3.0% |
0.0079 |
0.7% |
37% |
False |
False |
2,230 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0077 |
0.7% |
34% |
False |
False |
1,143 |
| 40 |
1.0938 |
1.0556 |
0.0382 |
3.6% |
0.0063 |
0.6% |
39% |
False |
False |
581 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
6.0% |
0.0057 |
0.5% |
64% |
False |
False |
389 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0045 |
0.4% |
65% |
False |
False |
292 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0036 |
0.3% |
65% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0979 |
|
2.618 |
1.0888 |
|
1.618 |
1.0832 |
|
1.000 |
1.0797 |
|
0.618 |
1.0776 |
|
HIGH |
1.0741 |
|
0.618 |
1.0720 |
|
0.500 |
1.0713 |
|
0.382 |
1.0706 |
|
LOW |
1.0685 |
|
0.618 |
1.0650 |
|
1.000 |
1.0629 |
|
1.618 |
1.0594 |
|
2.618 |
1.0538 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0713 |
1.0694 |
| PP |
1.0710 |
1.0683 |
| S1 |
1.0708 |
1.0672 |
|