CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0960 |
-0.0024 |
-0.2% |
1.0823 |
| High |
1.0997 |
1.1024 |
0.0027 |
0.2% |
1.1009 |
| Low |
1.0957 |
1.0951 |
-0.0006 |
-0.1% |
1.0770 |
| Close |
1.0967 |
1.1004 |
0.0037 |
0.3% |
1.0993 |
| Range |
0.0040 |
0.0073 |
0.0033 |
82.5% |
0.0239 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
19,026 |
23,881 |
4,855 |
25.5% |
164,540 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1212 |
1.1181 |
1.1044 |
|
| R3 |
1.1139 |
1.1108 |
1.1024 |
|
| R2 |
1.1066 |
1.1066 |
1.1017 |
|
| R1 |
1.1035 |
1.1035 |
1.1011 |
1.1051 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.1001 |
| S1 |
1.0962 |
1.0962 |
1.0997 |
1.0978 |
| S2 |
1.0920 |
1.0920 |
1.0991 |
|
| S3 |
1.0847 |
1.0889 |
1.0984 |
|
| S4 |
1.0774 |
1.0816 |
1.0964 |
|
|
| 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 |
1.1024 |
1.0951 |
0.0073 |
0.7% |
0.0054 |
0.5% |
73% |
True |
True |
28,489 |
| 10 |
1.1024 |
1.0711 |
0.0313 |
2.8% |
0.0071 |
0.6% |
94% |
True |
False |
28,305 |
| 20 |
1.1024 |
1.0584 |
0.0440 |
4.0% |
0.0077 |
0.7% |
95% |
True |
False |
16,033 |
| 40 |
1.1024 |
1.0584 |
0.0440 |
4.0% |
0.0071 |
0.6% |
95% |
True |
False |
8,038 |
| 60 |
1.1024 |
1.0298 |
0.0726 |
6.6% |
0.0064 |
0.6% |
97% |
True |
False |
5,363 |
| 80 |
1.1024 |
1.0298 |
0.0726 |
6.6% |
0.0055 |
0.5% |
97% |
True |
False |
4,023 |
| 100 |
1.1024 |
1.0230 |
0.0794 |
7.2% |
0.0044 |
0.4% |
97% |
True |
False |
3,218 |
| 120 |
1.1024 |
1.0230 |
0.0794 |
7.2% |
0.0037 |
0.3% |
97% |
True |
False |
2,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1334 |
|
2.618 |
1.1215 |
|
1.618 |
1.1142 |
|
1.000 |
1.1097 |
|
0.618 |
1.1069 |
|
HIGH |
1.1024 |
|
0.618 |
1.0996 |
|
0.500 |
1.0988 |
|
0.382 |
1.0979 |
|
LOW |
1.0951 |
|
0.618 |
1.0906 |
|
1.000 |
1.0878 |
|
1.618 |
1.0833 |
|
2.618 |
1.0760 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0999 |
1.0999 |
| PP |
1.0993 |
1.0993 |
| S1 |
1.0988 |
1.0988 |
|