CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.0993 |
0.0004 |
0.0% |
1.0823 |
| High |
1.1009 |
1.1015 |
0.0006 |
0.1% |
1.1009 |
| Low |
1.0964 |
1.0961 |
-0.0003 |
0.0% |
1.0770 |
| Close |
1.0993 |
1.0986 |
-0.0007 |
-0.1% |
1.0993 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.0% |
0.0239 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
30,966 |
25,862 |
-5,104 |
-16.5% |
164,540 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1122 |
1.1016 |
|
| R3 |
1.1095 |
1.1068 |
1.1001 |
|
| R2 |
1.1041 |
1.1041 |
1.0996 |
|
| R1 |
1.1014 |
1.1014 |
1.0991 |
1.1001 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0981 |
| S1 |
1.0960 |
1.0960 |
1.0981 |
1.0947 |
| S2 |
1.0933 |
1.0933 |
1.0976 |
|
| S3 |
1.0879 |
1.0906 |
1.0971 |
|
| S4 |
1.0825 |
1.0852 |
1.0956 |
|
|
| 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 |
1.1015 |
1.0784 |
0.0231 |
2.1% |
0.0076 |
0.7% |
87% |
True |
False |
33,151 |
| 10 |
1.1015 |
1.0680 |
0.0335 |
3.0% |
0.0075 |
0.7% |
91% |
True |
False |
26,390 |
| 20 |
1.1015 |
1.0584 |
0.0431 |
3.9% |
0.0076 |
0.7% |
93% |
True |
False |
13,896 |
| 40 |
1.1015 |
1.0584 |
0.0431 |
3.9% |
0.0069 |
0.6% |
93% |
True |
False |
6,968 |
| 60 |
1.1015 |
1.0298 |
0.0717 |
6.5% |
0.0063 |
0.6% |
96% |
True |
False |
4,648 |
| 80 |
1.1015 |
1.0298 |
0.0717 |
6.5% |
0.0053 |
0.5% |
96% |
True |
False |
3,486 |
| 100 |
1.1015 |
1.0230 |
0.0785 |
7.1% |
0.0043 |
0.4% |
96% |
True |
False |
2,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1156 |
|
1.618 |
1.1102 |
|
1.000 |
1.1069 |
|
0.618 |
1.1048 |
|
HIGH |
1.1015 |
|
0.618 |
1.0994 |
|
0.500 |
1.0988 |
|
0.382 |
1.0982 |
|
LOW |
1.0961 |
|
0.618 |
1.0928 |
|
1.000 |
1.0907 |
|
1.618 |
1.0874 |
|
2.618 |
1.0820 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0988 |
1.0985 |
| PP |
1.0987 |
1.0984 |
| S1 |
1.0987 |
1.0983 |
|