CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0697 |
-0.0028 |
-0.3% |
1.0737 |
| High |
1.0734 |
1.0771 |
0.0037 |
0.3% |
1.0741 |
| Low |
1.0677 |
1.0672 |
-0.0005 |
0.0% |
1.0576 |
| Close |
1.0698 |
1.0751 |
0.0053 |
0.5% |
1.0664 |
| Range |
0.0057 |
0.0099 |
0.0042 |
73.7% |
0.0165 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.8% |
0.0000 |
| Volume |
28,853 |
38,978 |
10,125 |
35.1% |
163,183 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0989 |
1.0805 |
|
| R3 |
1.0929 |
1.0890 |
1.0778 |
|
| R2 |
1.0830 |
1.0830 |
1.0769 |
|
| R1 |
1.0791 |
1.0791 |
1.0760 |
1.0811 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0741 |
| S1 |
1.0692 |
1.0692 |
1.0742 |
1.0712 |
| S2 |
1.0632 |
1.0632 |
1.0733 |
|
| S3 |
1.0533 |
1.0593 |
1.0724 |
|
| S4 |
1.0434 |
1.0494 |
1.0697 |
|
|
| 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 |
1.0771 |
1.0576 |
0.0195 |
1.8% |
0.0100 |
0.9% |
90% |
True |
False |
39,367 |
| 10 |
1.0906 |
1.0576 |
0.0330 |
3.1% |
0.0087 |
0.8% |
53% |
False |
False |
34,832 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.3% |
0.0088 |
0.8% |
49% |
False |
False |
33,228 |
| 40 |
1.0936 |
1.0555 |
0.0381 |
3.5% |
0.0088 |
0.8% |
51% |
False |
False |
30,739 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0098 |
0.9% |
73% |
False |
False |
31,660 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0106 |
1.0% |
73% |
False |
False |
25,499 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0096 |
0.9% |
73% |
False |
False |
20,402 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0085 |
0.8% |
73% |
False |
False |
17,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1192 |
|
2.618 |
1.1030 |
|
1.618 |
1.0931 |
|
1.000 |
1.0870 |
|
0.618 |
1.0832 |
|
HIGH |
1.0771 |
|
0.618 |
1.0733 |
|
0.500 |
1.0722 |
|
0.382 |
1.0710 |
|
LOW |
1.0672 |
|
0.618 |
1.0611 |
|
1.000 |
1.0573 |
|
1.618 |
1.0512 |
|
2.618 |
1.0413 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0737 |
| PP |
1.0731 |
1.0723 |
| S1 |
1.0722 |
1.0710 |
|