CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0994 |
-0.0009 |
-0.1% |
1.0993 |
| High |
1.1011 |
1.1093 |
0.0082 |
0.7% |
1.1093 |
| Low |
1.0974 |
1.0983 |
0.0009 |
0.1% |
1.0951 |
| Close |
1.0993 |
1.1047 |
0.0054 |
0.5% |
1.1047 |
| Range |
0.0037 |
0.0110 |
0.0073 |
197.3% |
0.0142 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
3.9% |
0.0000 |
| Volume |
21,255 |
27,994 |
6,739 |
31.7% |
118,018 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1371 |
1.1319 |
1.1108 |
|
| R3 |
1.1261 |
1.1209 |
1.1077 |
|
| R2 |
1.1151 |
1.1151 |
1.1067 |
|
| R1 |
1.1099 |
1.1099 |
1.1057 |
1.1125 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1054 |
| S1 |
1.0989 |
1.0989 |
1.1037 |
1.1015 |
| S2 |
1.0931 |
1.0931 |
1.1027 |
|
| S3 |
1.0821 |
1.0879 |
1.1017 |
|
| S4 |
1.0711 |
1.0769 |
1.0987 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1394 |
1.1125 |
|
| R3 |
1.1314 |
1.1252 |
1.1086 |
|
| R2 |
1.1172 |
1.1172 |
1.1073 |
|
| R1 |
1.1110 |
1.1110 |
1.1060 |
1.1141 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1046 |
| S1 |
1.0968 |
1.0968 |
1.1034 |
1.0999 |
| S2 |
1.0888 |
1.0888 |
1.1021 |
|
| S3 |
1.0746 |
1.0826 |
1.1008 |
|
| S4 |
1.0604 |
1.0684 |
1.0969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1093 |
1.0951 |
0.0142 |
1.3% |
0.0063 |
0.6% |
68% |
True |
False |
23,603 |
| 10 |
1.1093 |
1.0770 |
0.0323 |
2.9% |
0.0071 |
0.6% |
86% |
True |
False |
28,255 |
| 20 |
1.1093 |
1.0584 |
0.0509 |
4.6% |
0.0075 |
0.7% |
91% |
True |
False |
18,463 |
| 40 |
1.1093 |
1.0584 |
0.0509 |
4.6% |
0.0069 |
0.6% |
91% |
True |
False |
9,268 |
| 60 |
1.1093 |
1.0298 |
0.0795 |
7.2% |
0.0066 |
0.6% |
94% |
True |
False |
6,183 |
| 80 |
1.1093 |
1.0298 |
0.0795 |
7.2% |
0.0056 |
0.5% |
94% |
True |
False |
4,638 |
| 100 |
1.1093 |
1.0230 |
0.0863 |
7.8% |
0.0046 |
0.4% |
95% |
True |
False |
3,711 |
| 120 |
1.1093 |
1.0230 |
0.0863 |
7.8% |
0.0038 |
0.3% |
95% |
True |
False |
3,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1561 |
|
2.618 |
1.1381 |
|
1.618 |
1.1271 |
|
1.000 |
1.1203 |
|
0.618 |
1.1161 |
|
HIGH |
1.1093 |
|
0.618 |
1.1051 |
|
0.500 |
1.1038 |
|
0.382 |
1.1025 |
|
LOW |
1.0983 |
|
0.618 |
1.0915 |
|
1.000 |
1.0873 |
|
1.618 |
1.0805 |
|
2.618 |
1.0695 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1039 |
| PP |
1.1041 |
1.1030 |
| S1 |
1.1038 |
1.1022 |
|