CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0687 |
-0.0047 |
-0.4% |
1.0860 |
| High |
1.0743 |
1.0705 |
-0.0038 |
-0.4% |
1.0910 |
| Low |
1.0668 |
1.0667 |
-0.0001 |
0.0% |
1.0723 |
| Close |
1.0688 |
1.0691 |
0.0003 |
0.0% |
1.0751 |
| Range |
0.0075 |
0.0038 |
-0.0037 |
-49.3% |
0.0187 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
884 |
361 |
-523 |
-59.2% |
1,914 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0784 |
1.0712 |
|
| R3 |
1.0764 |
1.0746 |
1.0701 |
|
| R2 |
1.0726 |
1.0726 |
1.0698 |
|
| R1 |
1.0708 |
1.0708 |
1.0694 |
1.0717 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0692 |
| S1 |
1.0670 |
1.0670 |
1.0688 |
1.0679 |
| S2 |
1.0650 |
1.0650 |
1.0684 |
|
| S3 |
1.0612 |
1.0632 |
1.0681 |
|
| S4 |
1.0574 |
1.0594 |
1.0670 |
|
|
| 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 |
1.0667 |
0.0243 |
2.3% |
0.0069 |
0.6% |
10% |
False |
True |
597 |
| 10 |
1.0920 |
1.0667 |
0.0253 |
2.4% |
0.0065 |
0.6% |
9% |
False |
True |
340 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
9% |
False |
True |
188 |
| 40 |
1.0938 |
1.0372 |
0.0566 |
5.3% |
0.0062 |
0.6% |
56% |
False |
False |
102 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0053 |
0.5% |
59% |
False |
False |
69 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0040 |
0.4% |
63% |
False |
False |
52 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0033 |
0.3% |
63% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0804 |
|
1.618 |
1.0766 |
|
1.000 |
1.0743 |
|
0.618 |
1.0728 |
|
HIGH |
1.0705 |
|
0.618 |
1.0690 |
|
0.500 |
1.0686 |
|
0.382 |
1.0682 |
|
LOW |
1.0667 |
|
0.618 |
1.0644 |
|
1.000 |
1.0629 |
|
1.618 |
1.0606 |
|
2.618 |
1.0568 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0716 |
| PP |
1.0688 |
1.0708 |
| S1 |
1.0686 |
1.0699 |
|