CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0737 |
1.0677 |
-0.0060 |
-0.6% |
1.0862 |
| High |
1.0741 |
1.0698 |
-0.0043 |
-0.4% |
1.0906 |
| Low |
1.0659 |
1.0658 |
-0.0001 |
0.0% |
1.0717 |
| Close |
1.0680 |
1.0683 |
0.0003 |
0.0% |
1.0742 |
| Range |
0.0082 |
0.0040 |
-0.0042 |
-51.2% |
0.0189 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
39,927 |
23,345 |
-16,582 |
-41.5% |
138,124 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0781 |
1.0705 |
|
| R3 |
1.0760 |
1.0741 |
1.0694 |
|
| R2 |
1.0720 |
1.0720 |
1.0690 |
|
| R1 |
1.0701 |
1.0701 |
1.0687 |
1.0711 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0684 |
| S1 |
1.0661 |
1.0661 |
1.0679 |
1.0671 |
| S2 |
1.0640 |
1.0640 |
1.0676 |
|
| S3 |
1.0600 |
1.0621 |
1.0672 |
|
| S4 |
1.0560 |
1.0581 |
1.0661 |
|
|
| 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 |
1.0658 |
0.0248 |
2.3% |
0.0075 |
0.7% |
10% |
False |
True |
30,298 |
| 10 |
1.0915 |
1.0658 |
0.0257 |
2.4% |
0.0076 |
0.7% |
10% |
False |
True |
29,058 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0083 |
0.8% |
13% |
False |
False |
30,385 |
| 40 |
1.0936 |
1.0267 |
0.0669 |
6.3% |
0.0095 |
0.9% |
62% |
False |
False |
30,157 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0100 |
0.9% |
60% |
False |
False |
30,389 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0105 |
1.0% |
64% |
False |
False |
23,041 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0093 |
0.9% |
64% |
False |
False |
18,434 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0081 |
0.8% |
64% |
False |
False |
15,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0868 |
|
2.618 |
1.0803 |
|
1.618 |
1.0763 |
|
1.000 |
1.0738 |
|
0.618 |
1.0723 |
|
HIGH |
1.0698 |
|
0.618 |
1.0683 |
|
0.500 |
1.0678 |
|
0.382 |
1.0673 |
|
LOW |
1.0658 |
|
0.618 |
1.0633 |
|
1.000 |
1.0618 |
|
1.618 |
1.0593 |
|
2.618 |
1.0553 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0712 |
| PP |
1.0680 |
1.0702 |
| S1 |
1.0678 |
1.0693 |
|