CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0959 |
1.0989 |
0.0030 |
0.3% |
1.0823 |
| High |
1.1009 |
1.1009 |
0.0000 |
0.0% |
1.1009 |
| Low |
1.0951 |
1.0964 |
0.0013 |
0.1% |
1.0770 |
| Close |
1.0989 |
1.0993 |
0.0004 |
0.0% |
1.0993 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-22.4% |
0.0239 |
| ATR |
0.0080 |
0.0078 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
42,711 |
30,966 |
-11,745 |
-27.5% |
164,540 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1103 |
1.1018 |
|
| R3 |
1.1079 |
1.1058 |
1.1005 |
|
| R2 |
1.1034 |
1.1034 |
1.1001 |
|
| R1 |
1.1013 |
1.1013 |
1.0997 |
1.1024 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0994 |
| S1 |
1.0968 |
1.0968 |
1.0989 |
1.0979 |
| S2 |
1.0944 |
1.0944 |
1.0985 |
|
| S3 |
1.0899 |
1.0923 |
1.0981 |
|
| S4 |
1.0854 |
1.0878 |
1.0968 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1556 |
1.1124 |
|
| R3 |
1.1402 |
1.1317 |
1.1059 |
|
| R2 |
1.1163 |
1.1163 |
1.1037 |
|
| R1 |
1.1078 |
1.1078 |
1.1015 |
1.1121 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0945 |
| S1 |
1.0839 |
1.0839 |
1.0971 |
1.0882 |
| S2 |
1.0685 |
1.0685 |
1.0949 |
|
| S3 |
1.0446 |
1.0600 |
1.0927 |
|
| S4 |
1.0207 |
1.0361 |
1.0862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0770 |
0.0239 |
2.2% |
0.0078 |
0.7% |
93% |
True |
False |
32,908 |
| 10 |
1.1009 |
1.0656 |
0.0353 |
3.2% |
0.0080 |
0.7% |
95% |
True |
False |
24,238 |
| 20 |
1.1009 |
1.0584 |
0.0425 |
3.9% |
0.0076 |
0.7% |
96% |
True |
False |
12,607 |
| 40 |
1.1009 |
1.0584 |
0.0425 |
3.9% |
0.0068 |
0.6% |
96% |
True |
False |
6,322 |
| 60 |
1.1009 |
1.0298 |
0.0711 |
6.5% |
0.0062 |
0.6% |
98% |
True |
False |
4,217 |
| 80 |
1.1009 |
1.0298 |
0.0711 |
6.5% |
0.0053 |
0.5% |
98% |
True |
False |
3,163 |
| 100 |
1.1009 |
1.0230 |
0.0779 |
7.1% |
0.0043 |
0.4% |
98% |
True |
False |
2,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1200 |
|
2.618 |
1.1127 |
|
1.618 |
1.1082 |
|
1.000 |
1.1054 |
|
0.618 |
1.1037 |
|
HIGH |
1.1009 |
|
0.618 |
1.0992 |
|
0.500 |
1.0987 |
|
0.382 |
1.0981 |
|
LOW |
1.0964 |
|
0.618 |
1.0936 |
|
1.000 |
1.0919 |
|
1.618 |
1.0891 |
|
2.618 |
1.0846 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.0963 |
| PP |
1.0989 |
1.0933 |
| S1 |
1.0987 |
1.0903 |
|