CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0704 |
-0.0028 |
-0.3% |
1.0734 |
| High |
1.0741 |
1.0778 |
0.0037 |
0.3% |
1.0743 |
| Low |
1.0685 |
1.0680 |
-0.0005 |
0.0% |
1.0584 |
| Close |
1.0705 |
1.0758 |
0.0053 |
0.5% |
1.0672 |
| Range |
0.0056 |
0.0098 |
0.0042 |
75.0% |
0.0159 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
8,348 |
15,414 |
7,066 |
84.6% |
7,778 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0993 |
1.0812 |
|
| R3 |
1.0935 |
1.0895 |
1.0785 |
|
| R2 |
1.0837 |
1.0837 |
1.0776 |
|
| R1 |
1.0797 |
1.0797 |
1.0767 |
1.0817 |
| PP |
1.0739 |
1.0739 |
1.0739 |
1.0749 |
| S1 |
1.0699 |
1.0699 |
1.0749 |
1.0719 |
| S2 |
1.0641 |
1.0641 |
1.0740 |
|
| S3 |
1.0543 |
1.0601 |
1.0731 |
|
| S4 |
1.0445 |
1.0503 |
1.0704 |
|
|
| 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 |
1.0778 |
1.0584 |
0.0194 |
1.8% |
0.0097 |
0.9% |
90% |
True |
False |
6,925 |
| 10 |
1.0910 |
1.0584 |
0.0326 |
3.0% |
0.0083 |
0.8% |
53% |
False |
False |
3,761 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0078 |
0.7% |
49% |
False |
False |
1,913 |
| 40 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0063 |
0.6% |
49% |
False |
False |
966 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0059 |
0.5% |
72% |
False |
False |
646 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0046 |
0.4% |
72% |
False |
False |
485 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0037 |
0.3% |
72% |
False |
False |
388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1035 |
|
1.618 |
1.0937 |
|
1.000 |
1.0876 |
|
0.618 |
1.0839 |
|
HIGH |
1.0778 |
|
0.618 |
1.0741 |
|
0.500 |
1.0729 |
|
0.382 |
1.0717 |
|
LOW |
1.0680 |
|
0.618 |
1.0619 |
|
1.000 |
1.0582 |
|
1.618 |
1.0521 |
|
2.618 |
1.0423 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0744 |
| PP |
1.0739 |
1.0731 |
| S1 |
1.0729 |
1.0717 |
|