CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0704 |
1.0755 |
0.0051 |
0.5% |
1.0734 |
| High |
1.0778 |
1.0793 |
0.0015 |
0.1% |
1.0743 |
| Low |
1.0680 |
1.0719 |
0.0039 |
0.4% |
1.0584 |
| Close |
1.0758 |
1.0758 |
0.0000 |
0.0% |
1.0672 |
| Range |
0.0098 |
0.0074 |
-0.0024 |
-24.5% |
0.0159 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
15,414 |
16,568 |
1,154 |
7.5% |
7,778 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0942 |
1.0799 |
|
| R3 |
1.0905 |
1.0868 |
1.0778 |
|
| R2 |
1.0831 |
1.0831 |
1.0772 |
|
| R1 |
1.0794 |
1.0794 |
1.0765 |
1.0813 |
| PP |
1.0757 |
1.0757 |
1.0757 |
1.0766 |
| S1 |
1.0720 |
1.0720 |
1.0751 |
1.0739 |
| S2 |
1.0683 |
1.0683 |
1.0744 |
|
| S3 |
1.0609 |
1.0646 |
1.0738 |
|
| S4 |
1.0535 |
1.0572 |
1.0717 |
|
|
| 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 |
1.0793 |
1.0584 |
0.0209 |
1.9% |
0.0091 |
0.8% |
83% |
True |
False |
9,824 |
| 10 |
1.0855 |
1.0584 |
0.0271 |
2.5% |
0.0083 |
0.8% |
64% |
False |
False |
5,394 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0079 |
0.7% |
49% |
False |
False |
2,739 |
| 40 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0064 |
0.6% |
49% |
False |
False |
1,380 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0060 |
0.6% |
72% |
False |
False |
922 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0047 |
0.4% |
72% |
False |
False |
692 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0038 |
0.4% |
72% |
False |
False |
554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0987 |
|
1.618 |
1.0913 |
|
1.000 |
1.0867 |
|
0.618 |
1.0839 |
|
HIGH |
1.0793 |
|
0.618 |
1.0765 |
|
0.500 |
1.0756 |
|
0.382 |
1.0747 |
|
LOW |
1.0719 |
|
0.618 |
1.0673 |
|
1.000 |
1.0645 |
|
1.618 |
1.0599 |
|
2.618 |
1.0525 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0751 |
| PP |
1.0757 |
1.0744 |
| S1 |
1.0756 |
1.0737 |
|