CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0746 |
1.0734 |
-0.0012 |
-0.1% |
1.0860 |
High |
1.0765 |
1.0743 |
-0.0022 |
-0.2% |
1.0910 |
Low |
1.0723 |
1.0668 |
-0.0055 |
-0.5% |
1.0723 |
Close |
1.0751 |
1.0688 |
-0.0063 |
-0.6% |
1.0751 |
Range |
0.0042 |
0.0075 |
0.0033 |
78.6% |
0.0187 |
ATR |
0.0073 |
0.0074 |
0.0001 |
1.0% |
0.0000 |
Volume |
1,103 |
884 |
-219 |
-19.9% |
1,914 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0925 |
1.0881 |
1.0729 |
|
R3 |
1.0850 |
1.0806 |
1.0709 |
|
R2 |
1.0775 |
1.0775 |
1.0702 |
|
R1 |
1.0731 |
1.0731 |
1.0695 |
1.0716 |
PP |
1.0700 |
1.0700 |
1.0700 |
1.0692 |
S1 |
1.0656 |
1.0656 |
1.0681 |
1.0641 |
S2 |
1.0625 |
1.0625 |
1.0674 |
|
S3 |
1.0550 |
1.0581 |
1.0667 |
|
S4 |
1.0475 |
1.0506 |
1.0647 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1356 |
1.1240 |
1.0854 |
|
R3 |
1.1169 |
1.1053 |
1.0802 |
|
R2 |
1.0982 |
1.0982 |
1.0785 |
|
R1 |
1.0866 |
1.0866 |
1.0768 |
1.0831 |
PP |
1.0795 |
1.0795 |
1.0795 |
1.0777 |
S1 |
1.0679 |
1.0679 |
1.0734 |
1.0644 |
S2 |
1.0608 |
1.0608 |
1.0717 |
|
S3 |
1.0421 |
1.0492 |
1.0700 |
|
S4 |
1.0234 |
1.0305 |
1.0648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0910 |
1.0668 |
0.0242 |
2.3% |
0.0074 |
0.7% |
8% |
False |
True |
546 |
10 |
1.0938 |
1.0668 |
0.0270 |
2.5% |
0.0072 |
0.7% |
7% |
False |
True |
305 |
20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
8% |
False |
False |
170 |
40 |
1.0938 |
1.0298 |
0.0640 |
6.0% |
0.0062 |
0.6% |
61% |
False |
False |
93 |
60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0052 |
0.5% |
59% |
False |
False |
63 |
80 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0040 |
0.4% |
62% |
False |
False |
48 |
100 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0032 |
0.3% |
62% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1062 |
2.618 |
1.0939 |
1.618 |
1.0864 |
1.000 |
1.0818 |
0.618 |
1.0789 |
HIGH |
1.0743 |
0.618 |
1.0714 |
0.500 |
1.0706 |
0.382 |
1.0697 |
LOW |
1.0668 |
0.618 |
1.0622 |
1.000 |
1.0593 |
1.618 |
1.0547 |
2.618 |
1.0472 |
4.250 |
1.0349 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0706 |
1.0762 |
PP |
1.0700 |
1.0737 |
S1 |
1.0694 |
1.0713 |
|