CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0737 |
-0.0006 |
-0.1% |
1.0862 |
| High |
1.0766 |
1.0741 |
-0.0025 |
-0.2% |
1.0906 |
| Low |
1.0717 |
1.0659 |
-0.0058 |
-0.5% |
1.0717 |
| Close |
1.0742 |
1.0680 |
-0.0062 |
-0.6% |
1.0742 |
| Range |
0.0049 |
0.0082 |
0.0033 |
67.3% |
0.0189 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
26,882 |
39,927 |
13,045 |
48.5% |
138,124 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0892 |
1.0725 |
|
| R3 |
1.0857 |
1.0810 |
1.0703 |
|
| R2 |
1.0775 |
1.0775 |
1.0695 |
|
| R1 |
1.0728 |
1.0728 |
1.0688 |
1.0711 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0685 |
| S1 |
1.0646 |
1.0646 |
1.0672 |
1.0629 |
| S2 |
1.0611 |
1.0611 |
1.0665 |
|
| S3 |
1.0529 |
1.0564 |
1.0657 |
|
| S4 |
1.0447 |
1.0482 |
1.0635 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1238 |
1.0846 |
|
| R3 |
1.1166 |
1.1049 |
1.0794 |
|
| R2 |
1.0977 |
1.0977 |
1.0777 |
|
| R1 |
1.0860 |
1.0860 |
1.0759 |
1.0824 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0771 |
| S1 |
1.0671 |
1.0671 |
1.0725 |
1.0635 |
| S2 |
1.0599 |
1.0599 |
1.0707 |
|
| S3 |
1.0410 |
1.0482 |
1.0690 |
|
| S4 |
1.0221 |
1.0293 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0906 |
1.0659 |
0.0247 |
2.3% |
0.0081 |
0.8% |
9% |
False |
True |
32,522 |
| 10 |
1.0936 |
1.0659 |
0.0277 |
2.6% |
0.0084 |
0.8% |
8% |
False |
True |
31,057 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0085 |
0.8% |
12% |
False |
False |
30,554 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0097 |
0.9% |
62% |
False |
False |
30,614 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0101 |
0.9% |
60% |
False |
False |
30,113 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
64% |
False |
False |
22,750 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0092 |
0.9% |
64% |
False |
False |
18,201 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0080 |
0.8% |
64% |
False |
False |
15,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0956 |
|
1.618 |
1.0874 |
|
1.000 |
1.0823 |
|
0.618 |
1.0792 |
|
HIGH |
1.0741 |
|
0.618 |
1.0710 |
|
0.500 |
1.0700 |
|
0.382 |
1.0690 |
|
LOW |
1.0659 |
|
0.618 |
1.0608 |
|
1.000 |
1.0577 |
|
1.618 |
1.0526 |
|
2.618 |
1.0444 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0700 |
1.0756 |
| PP |
1.0693 |
1.0730 |
| S1 |
1.0687 |
1.0705 |
|