CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0581 |
-0.0106 |
-1.0% |
1.0737 |
| High |
1.0691 |
1.0700 |
0.0009 |
0.1% |
1.0741 |
| Low |
1.0577 |
1.0576 |
-0.0001 |
0.0% |
1.0576 |
| Close |
1.0584 |
1.0664 |
0.0080 |
0.8% |
1.0664 |
| Range |
0.0114 |
0.0124 |
0.0010 |
8.8% |
0.0165 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.0% |
0.0000 |
| Volume |
48,279 |
51,632 |
3,353 |
6.9% |
163,183 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0965 |
1.0732 |
|
| R3 |
1.0895 |
1.0841 |
1.0698 |
|
| R2 |
1.0771 |
1.0771 |
1.0687 |
|
| R1 |
1.0717 |
1.0717 |
1.0675 |
1.0744 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0660 |
| S1 |
1.0593 |
1.0593 |
1.0653 |
1.0620 |
| S2 |
1.0523 |
1.0523 |
1.0641 |
|
| S3 |
1.0399 |
1.0469 |
1.0630 |
|
| S4 |
1.0275 |
1.0345 |
1.0596 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1075 |
1.0755 |
|
| R3 |
1.0990 |
1.0910 |
1.0709 |
|
| R2 |
1.0825 |
1.0825 |
1.0694 |
|
| R1 |
1.0745 |
1.0745 |
1.0679 |
1.0703 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0639 |
| S1 |
1.0580 |
1.0580 |
1.0649 |
1.0538 |
| S2 |
1.0495 |
1.0495 |
1.0634 |
|
| S3 |
1.0330 |
1.0415 |
1.0619 |
|
| S4 |
1.0165 |
1.0250 |
1.0573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0766 |
1.0576 |
0.0190 |
1.8% |
0.0082 |
0.8% |
46% |
False |
True |
38,013 |
| 10 |
1.0906 |
1.0576 |
0.0330 |
3.1% |
0.0082 |
0.8% |
27% |
False |
True |
32,963 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.4% |
0.0087 |
0.8% |
24% |
False |
True |
32,477 |
| 40 |
1.0936 |
1.0494 |
0.0442 |
4.1% |
0.0089 |
0.8% |
38% |
False |
False |
30,358 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0099 |
0.9% |
58% |
False |
False |
31,576 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
62% |
False |
False |
24,288 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0095 |
0.9% |
62% |
False |
False |
19,433 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0082 |
0.8% |
62% |
False |
False |
16,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1025 |
|
1.618 |
1.0901 |
|
1.000 |
1.0824 |
|
0.618 |
1.0777 |
|
HIGH |
1.0700 |
|
0.618 |
1.0653 |
|
0.500 |
1.0638 |
|
0.382 |
1.0623 |
|
LOW |
1.0576 |
|
0.618 |
1.0499 |
|
1.000 |
1.0452 |
|
1.618 |
1.0375 |
|
2.618 |
1.0251 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0655 |
1.0655 |
| PP |
1.0647 |
1.0647 |
| S1 |
1.0638 |
1.0638 |
|