CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0664 |
0.0074 |
0.7% |
1.0734 |
| High |
1.0709 |
1.0759 |
0.0050 |
0.5% |
1.0743 |
| Low |
1.0584 |
1.0656 |
0.0072 |
0.7% |
1.0584 |
| Close |
1.0672 |
1.0738 |
0.0066 |
0.6% |
1.0672 |
| Range |
0.0125 |
0.0103 |
-0.0022 |
-17.6% |
0.0159 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.4% |
0.0000 |
| Volume |
4,457 |
4,334 |
-123 |
-2.8% |
7,778 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0985 |
1.0795 |
|
| R3 |
1.0924 |
1.0882 |
1.0766 |
|
| R2 |
1.0821 |
1.0821 |
1.0757 |
|
| R1 |
1.0779 |
1.0779 |
1.0747 |
1.0800 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0728 |
| S1 |
1.0676 |
1.0676 |
1.0729 |
1.0697 |
| S2 |
1.0615 |
1.0615 |
1.0719 |
|
| S3 |
1.0512 |
1.0573 |
1.0710 |
|
| S4 |
1.0409 |
1.0470 |
1.0681 |
|
|
| 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 |
1.0759 |
1.0584 |
0.0175 |
1.6% |
0.0089 |
0.8% |
88% |
True |
False |
2,422 |
| 10 |
1.0910 |
1.0584 |
0.0326 |
3.0% |
0.0077 |
0.7% |
47% |
False |
False |
1,402 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0076 |
0.7% |
44% |
False |
False |
727 |
| 40 |
1.0938 |
1.0525 |
0.0413 |
3.8% |
0.0063 |
0.6% |
52% |
False |
False |
372 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
6.0% |
0.0057 |
0.5% |
69% |
False |
False |
250 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0044 |
0.4% |
69% |
False |
False |
188 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0036 |
0.3% |
69% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1029 |
|
1.618 |
1.0926 |
|
1.000 |
1.0862 |
|
0.618 |
1.0823 |
|
HIGH |
1.0759 |
|
0.618 |
1.0720 |
|
0.500 |
1.0708 |
|
0.382 |
1.0695 |
|
LOW |
1.0656 |
|
0.618 |
1.0592 |
|
1.000 |
1.0553 |
|
1.618 |
1.0489 |
|
2.618 |
1.0386 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0716 |
| PP |
1.0718 |
1.0694 |
| S1 |
1.0708 |
1.0672 |
|