CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0745 |
1.0749 |
0.0004 |
0.0% |
1.0659 |
| High |
1.0785 |
1.0775 |
-0.0010 |
-0.1% |
1.0785 |
| Low |
1.0711 |
1.0704 |
-0.0007 |
-0.1% |
1.0648 |
| Close |
1.0750 |
1.0763 |
0.0013 |
0.1% |
1.0763 |
| Range |
0.0074 |
0.0071 |
-0.0003 |
-4.1% |
0.0137 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
30,410 |
5,544 |
-24,866 |
-81.8% |
132,881 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0933 |
1.0802 |
|
| R3 |
1.0889 |
1.0862 |
1.0783 |
|
| R2 |
1.0818 |
1.0818 |
1.0776 |
|
| R1 |
1.0791 |
1.0791 |
1.0770 |
1.0805 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0754 |
| S1 |
1.0720 |
1.0720 |
1.0756 |
1.0734 |
| S2 |
1.0676 |
1.0676 |
1.0750 |
|
| S3 |
1.0605 |
1.0649 |
1.0743 |
|
| S4 |
1.0534 |
1.0578 |
1.0724 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1090 |
1.0838 |
|
| R3 |
1.1006 |
1.0953 |
1.0801 |
|
| R2 |
1.0869 |
1.0869 |
1.0788 |
|
| R1 |
1.0816 |
1.0816 |
1.0776 |
1.0843 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0745 |
| S1 |
1.0679 |
1.0679 |
1.0750 |
1.0706 |
| S2 |
1.0595 |
1.0595 |
1.0738 |
|
| S3 |
1.0458 |
1.0542 |
1.0725 |
|
| S4 |
1.0321 |
1.0405 |
1.0688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0785 |
1.0648 |
0.0137 |
1.3% |
0.0081 |
0.8% |
84% |
False |
False |
26,576 |
| 10 |
1.0785 |
1.0576 |
0.0209 |
1.9% |
0.0081 |
0.8% |
89% |
False |
False |
32,294 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.3% |
0.0084 |
0.8% |
52% |
False |
False |
30,913 |
| 40 |
1.0936 |
1.0574 |
0.0362 |
3.4% |
0.0087 |
0.8% |
52% |
False |
False |
30,068 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0096 |
0.9% |
74% |
False |
False |
31,167 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0106 |
1.0% |
74% |
False |
False |
25,946 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0097 |
0.9% |
74% |
False |
False |
20,762 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0084 |
0.8% |
74% |
False |
False |
17,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1077 |
|
2.618 |
1.0961 |
|
1.618 |
1.0890 |
|
1.000 |
1.0846 |
|
0.618 |
1.0819 |
|
HIGH |
1.0775 |
|
0.618 |
1.0748 |
|
0.500 |
1.0740 |
|
0.382 |
1.0731 |
|
LOW |
1.0704 |
|
0.618 |
1.0660 |
|
1.000 |
1.0633 |
|
1.618 |
1.0589 |
|
2.618 |
1.0518 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0752 |
| PP |
1.0747 |
1.0740 |
| S1 |
1.0740 |
1.0729 |
|