CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0687 |
0.0010 |
0.1% |
1.0862 |
| High |
1.0698 |
1.0691 |
-0.0007 |
-0.1% |
1.0906 |
| Low |
1.0658 |
1.0577 |
-0.0081 |
-0.8% |
1.0717 |
| Close |
1.0683 |
1.0584 |
-0.0099 |
-0.9% |
1.0742 |
| Range |
0.0040 |
0.0114 |
0.0074 |
185.0% |
0.0189 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.4% |
0.0000 |
| Volume |
23,345 |
48,279 |
24,934 |
106.8% |
138,124 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0886 |
1.0647 |
|
| R3 |
1.0845 |
1.0772 |
1.0615 |
|
| R2 |
1.0731 |
1.0731 |
1.0605 |
|
| R1 |
1.0658 |
1.0658 |
1.0594 |
1.0638 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0607 |
| S1 |
1.0544 |
1.0544 |
1.0574 |
1.0524 |
| S2 |
1.0503 |
1.0503 |
1.0563 |
|
| S3 |
1.0389 |
1.0430 |
1.0553 |
|
| S4 |
1.0275 |
1.0316 |
1.0521 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1238 |
1.0846 |
|
| R3 |
1.1166 |
1.1049 |
1.0794 |
|
| R2 |
1.0977 |
1.0977 |
1.0777 |
|
| R1 |
1.0860 |
1.0860 |
1.0759 |
1.0824 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0771 |
| S1 |
1.0671 |
1.0671 |
1.0725 |
1.0635 |
| S2 |
1.0599 |
1.0599 |
1.0707 |
|
| S3 |
1.0410 |
1.0482 |
1.0690 |
|
| S4 |
1.0221 |
1.0293 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0852 |
1.0577 |
0.0275 |
2.6% |
0.0082 |
0.8% |
3% |
False |
True |
34,324 |
| 10 |
1.0906 |
1.0577 |
0.0329 |
3.1% |
0.0078 |
0.7% |
2% |
False |
True |
30,611 |
| 20 |
1.0936 |
1.0577 |
0.0359 |
3.4% |
0.0084 |
0.8% |
2% |
False |
True |
31,368 |
| 40 |
1.0936 |
1.0362 |
0.0574 |
5.4% |
0.0093 |
0.9% |
39% |
False |
False |
30,300 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0099 |
0.9% |
46% |
False |
False |
30,990 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
51% |
False |
False |
23,644 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0094 |
0.9% |
51% |
False |
False |
18,917 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0081 |
0.8% |
51% |
False |
False |
15,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1176 |
|
2.618 |
1.0989 |
|
1.618 |
1.0875 |
|
1.000 |
1.0805 |
|
0.618 |
1.0761 |
|
HIGH |
1.0691 |
|
0.618 |
1.0647 |
|
0.500 |
1.0634 |
|
0.382 |
1.0621 |
|
LOW |
1.0577 |
|
0.618 |
1.0507 |
|
1.000 |
1.0463 |
|
1.618 |
1.0393 |
|
2.618 |
1.0279 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0659 |
| PP |
1.0617 |
1.0634 |
| S1 |
1.0601 |
1.0609 |
|