CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0755 |
1.0823 |
0.0068 |
0.6% |
1.0664 |
| High |
1.0783 |
1.0834 |
0.0051 |
0.5% |
1.0793 |
| Low |
1.0711 |
1.0770 |
0.0059 |
0.6% |
1.0656 |
| Close |
1.0770 |
1.0787 |
0.0017 |
0.2% |
1.0770 |
| Range |
0.0072 |
0.0064 |
-0.0008 |
-11.1% |
0.0137 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
33,176 |
24,644 |
-8,532 |
-25.7% |
77,840 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0989 |
1.0952 |
1.0822 |
|
| R3 |
1.0925 |
1.0888 |
1.0805 |
|
| R2 |
1.0861 |
1.0861 |
1.0799 |
|
| R1 |
1.0824 |
1.0824 |
1.0793 |
1.0811 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0790 |
| S1 |
1.0760 |
1.0760 |
1.0781 |
1.0747 |
| S2 |
1.0733 |
1.0733 |
1.0775 |
|
| S3 |
1.0669 |
1.0696 |
1.0769 |
|
| S4 |
1.0605 |
1.0632 |
1.0752 |
|
|
| 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 |
1.0834 |
1.0680 |
0.0154 |
1.4% |
0.0073 |
0.7% |
69% |
True |
False |
19,630 |
| 10 |
1.0834 |
1.0584 |
0.0250 |
2.3% |
0.0081 |
0.7% |
81% |
True |
False |
11,026 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0075 |
0.7% |
57% |
False |
False |
5,626 |
| 40 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0067 |
0.6% |
57% |
False |
False |
2,826 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0059 |
0.5% |
76% |
False |
False |
1,886 |
| 80 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0048 |
0.4% |
74% |
False |
False |
1,415 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0039 |
0.4% |
76% |
False |
False |
1,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1002 |
|
1.618 |
1.0938 |
|
1.000 |
1.0898 |
|
0.618 |
1.0874 |
|
HIGH |
1.0834 |
|
0.618 |
1.0810 |
|
0.500 |
1.0802 |
|
0.382 |
1.0794 |
|
LOW |
1.0770 |
|
0.618 |
1.0730 |
|
1.000 |
1.0706 |
|
1.618 |
1.0666 |
|
2.618 |
1.0602 |
|
4.250 |
1.0498 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0782 |
| PP |
1.0797 |
1.0777 |
| S1 |
1.0792 |
1.0773 |
|