CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0755 |
0.0000 |
0.0% |
1.0664 |
| High |
1.0793 |
1.0783 |
-0.0010 |
-0.1% |
1.0793 |
| Low |
1.0719 |
1.0711 |
-0.0008 |
-0.1% |
1.0656 |
| Close |
1.0758 |
1.0770 |
0.0012 |
0.1% |
1.0770 |
| Range |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0137 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
16,568 |
33,176 |
16,608 |
100.2% |
77,840 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0942 |
1.0810 |
|
| R3 |
1.0899 |
1.0870 |
1.0790 |
|
| R2 |
1.0827 |
1.0827 |
1.0783 |
|
| R1 |
1.0798 |
1.0798 |
1.0777 |
1.0813 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0762 |
| S1 |
1.0726 |
1.0726 |
1.0763 |
1.0741 |
| S2 |
1.0683 |
1.0683 |
1.0757 |
|
| S3 |
1.0611 |
1.0654 |
1.0750 |
|
| S4 |
1.0539 |
1.0582 |
1.0730 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1097 |
1.0845 |
|
| R3 |
1.1014 |
1.0960 |
1.0808 |
|
| R2 |
1.0877 |
1.0877 |
1.0795 |
|
| R1 |
1.0823 |
1.0823 |
1.0783 |
1.0850 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0753 |
| S1 |
1.0686 |
1.0686 |
1.0757 |
1.0713 |
| S2 |
1.0603 |
1.0603 |
1.0745 |
|
| S3 |
1.0466 |
1.0549 |
1.0732 |
|
| S4 |
1.0329 |
1.0412 |
1.0695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0793 |
1.0656 |
0.0137 |
1.3% |
0.0081 |
0.7% |
83% |
False |
False |
15,568 |
| 10 |
1.0793 |
1.0584 |
0.0209 |
1.9% |
0.0079 |
0.7% |
89% |
False |
False |
8,672 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0075 |
0.7% |
53% |
False |
False |
4,397 |
| 40 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0066 |
0.6% |
53% |
False |
False |
2,210 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0059 |
0.5% |
74% |
False |
False |
1,475 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0048 |
0.4% |
74% |
False |
False |
1,107 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0039 |
0.4% |
74% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0971 |
|
1.618 |
1.0899 |
|
1.000 |
1.0855 |
|
0.618 |
1.0827 |
|
HIGH |
1.0783 |
|
0.618 |
1.0755 |
|
0.500 |
1.0747 |
|
0.382 |
1.0739 |
|
LOW |
1.0711 |
|
0.618 |
1.0667 |
|
1.000 |
1.0639 |
|
1.618 |
1.0595 |
|
2.618 |
1.0523 |
|
4.250 |
1.0405 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0759 |
| PP |
1.0755 |
1.0748 |
| S1 |
1.0747 |
1.0737 |
|