CME Swiss Franc Future December 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 |
1.0688 |
1.0590 |
-0.0098 |
-0.9% |
1.0734 |
| High |
1.0691 |
1.0709 |
0.0018 |
0.2% |
1.0743 |
| Low |
1.0589 |
1.0584 |
-0.0005 |
0.0% |
1.0584 |
| Close |
1.0592 |
1.0672 |
0.0080 |
0.8% |
1.0672 |
| Range |
0.0102 |
0.0125 |
0.0023 |
22.5% |
0.0159 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.1% |
0.0000 |
| Volume |
2,076 |
4,457 |
2,381 |
114.7% |
7,778 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0976 |
1.0741 |
|
| R3 |
1.0905 |
1.0851 |
1.0706 |
|
| R2 |
1.0780 |
1.0780 |
1.0695 |
|
| R1 |
1.0726 |
1.0726 |
1.0683 |
1.0753 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0669 |
| S1 |
1.0601 |
1.0601 |
1.0661 |
1.0628 |
| S2 |
1.0530 |
1.0530 |
1.0649 |
|
| S3 |
1.0405 |
1.0476 |
1.0638 |
|
| S4 |
1.0280 |
1.0351 |
1.0603 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1067 |
1.0759 |
|
| R3 |
1.0984 |
1.0908 |
1.0716 |
|
| R2 |
1.0825 |
1.0825 |
1.0701 |
|
| R1 |
1.0749 |
1.0749 |
1.0687 |
1.0708 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0646 |
| S1 |
1.0590 |
1.0590 |
1.0657 |
1.0549 |
| S2 |
1.0507 |
1.0507 |
1.0643 |
|
| S3 |
1.0348 |
1.0431 |
1.0628 |
|
| S4 |
1.0189 |
1.0272 |
1.0585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0765 |
1.0584 |
0.0181 |
1.7% |
0.0076 |
0.7% |
49% |
False |
True |
1,776 |
| 10 |
1.0910 |
1.0584 |
0.0326 |
3.1% |
0.0073 |
0.7% |
27% |
False |
True |
977 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0072 |
0.7% |
25% |
False |
True |
515 |
| 40 |
1.0938 |
1.0525 |
0.0413 |
3.9% |
0.0062 |
0.6% |
36% |
False |
False |
265 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0057 |
0.5% |
56% |
False |
False |
178 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0043 |
0.4% |
60% |
False |
False |
134 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0035 |
0.3% |
60% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1240 |
|
2.618 |
1.1036 |
|
1.618 |
1.0911 |
|
1.000 |
1.0834 |
|
0.618 |
1.0786 |
|
HIGH |
1.0709 |
|
0.618 |
1.0661 |
|
0.500 |
1.0647 |
|
0.382 |
1.0632 |
|
LOW |
1.0584 |
|
0.618 |
1.0507 |
|
1.000 |
1.0459 |
|
1.618 |
1.0382 |
|
2.618 |
1.0257 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0664 |
| PP |
1.0655 |
1.0655 |
| S1 |
1.0647 |
1.0647 |
|