CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0581 |
1.0659 |
0.0078 |
0.7% |
1.0737 |
| High |
1.0700 |
1.0752 |
0.0052 |
0.5% |
1.0741 |
| Low |
1.0576 |
1.0648 |
0.0072 |
0.7% |
1.0576 |
| Close |
1.0664 |
1.0730 |
0.0066 |
0.6% |
1.0664 |
| Range |
0.0124 |
0.0104 |
-0.0020 |
-16.1% |
0.0165 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.1% |
0.0000 |
| Volume |
51,632 |
29,096 |
-22,536 |
-43.6% |
163,183 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0980 |
1.0787 |
|
| R3 |
1.0918 |
1.0876 |
1.0759 |
|
| R2 |
1.0814 |
1.0814 |
1.0749 |
|
| R1 |
1.0772 |
1.0772 |
1.0740 |
1.0793 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0721 |
| S1 |
1.0668 |
1.0668 |
1.0720 |
1.0689 |
| S2 |
1.0606 |
1.0606 |
1.0711 |
|
| S3 |
1.0502 |
1.0564 |
1.0701 |
|
| S4 |
1.0398 |
1.0460 |
1.0673 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1075 |
1.0755 |
|
| R3 |
1.0990 |
1.0910 |
1.0709 |
|
| R2 |
1.0825 |
1.0825 |
1.0694 |
|
| R1 |
1.0745 |
1.0745 |
1.0679 |
1.0703 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0639 |
| S1 |
1.0580 |
1.0580 |
1.0649 |
1.0538 |
| S2 |
1.0495 |
1.0495 |
1.0634 |
|
| S3 |
1.0330 |
1.0415 |
1.0619 |
|
| S4 |
1.0165 |
1.0250 |
1.0573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0752 |
1.0576 |
0.0176 |
1.6% |
0.0093 |
0.9% |
88% |
True |
False |
38,455 |
| 10 |
1.0906 |
1.0576 |
0.0330 |
3.1% |
0.0083 |
0.8% |
47% |
False |
False |
33,040 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.4% |
0.0090 |
0.8% |
43% |
False |
False |
32,839 |
| 40 |
1.0936 |
1.0494 |
0.0442 |
4.1% |
0.0090 |
0.8% |
53% |
False |
False |
30,322 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0098 |
0.9% |
70% |
False |
False |
31,708 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0106 |
1.0% |
70% |
False |
False |
24,651 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0096 |
0.9% |
70% |
False |
False |
19,724 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0083 |
0.8% |
70% |
False |
False |
16,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1024 |
|
1.618 |
1.0920 |
|
1.000 |
1.0856 |
|
0.618 |
1.0816 |
|
HIGH |
1.0752 |
|
0.618 |
1.0712 |
|
0.500 |
1.0700 |
|
0.382 |
1.0688 |
|
LOW |
1.0648 |
|
0.618 |
1.0584 |
|
1.000 |
1.0544 |
|
1.618 |
1.0480 |
|
2.618 |
1.0376 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0708 |
| PP |
1.0710 |
1.0686 |
| S1 |
1.0700 |
1.0664 |
|