CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0659 |
1.0725 |
0.0066 |
0.6% |
1.0737 |
| High |
1.0752 |
1.0734 |
-0.0018 |
-0.2% |
1.0741 |
| Low |
1.0648 |
1.0677 |
0.0029 |
0.3% |
1.0576 |
| Close |
1.0730 |
1.0698 |
-0.0032 |
-0.3% |
1.0664 |
| Range |
0.0104 |
0.0057 |
-0.0047 |
-45.2% |
0.0165 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
29,096 |
28,853 |
-243 |
-0.8% |
163,183 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0874 |
1.0843 |
1.0729 |
|
| R3 |
1.0817 |
1.0786 |
1.0714 |
|
| R2 |
1.0760 |
1.0760 |
1.0708 |
|
| R1 |
1.0729 |
1.0729 |
1.0703 |
1.0716 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0697 |
| S1 |
1.0672 |
1.0672 |
1.0693 |
1.0659 |
| S2 |
1.0646 |
1.0646 |
1.0688 |
|
| S3 |
1.0589 |
1.0615 |
1.0682 |
|
| S4 |
1.0532 |
1.0558 |
1.0667 |
|
|
| 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% |
0.0088 |
0.8% |
69% |
False |
False |
36,241 |
| 10 |
1.0906 |
1.0576 |
0.0330 |
3.1% |
0.0084 |
0.8% |
37% |
False |
False |
34,381 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.4% |
0.0089 |
0.8% |
34% |
False |
False |
33,235 |
| 40 |
1.0936 |
1.0533 |
0.0403 |
3.8% |
0.0089 |
0.8% |
41% |
False |
False |
30,476 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0098 |
0.9% |
65% |
False |
False |
31,431 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
66% |
False |
False |
25,012 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0096 |
0.9% |
66% |
False |
False |
20,013 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0084 |
0.8% |
66% |
False |
False |
16,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0883 |
|
1.618 |
1.0826 |
|
1.000 |
1.0791 |
|
0.618 |
1.0769 |
|
HIGH |
1.0734 |
|
0.618 |
1.0712 |
|
0.500 |
1.0706 |
|
0.382 |
1.0699 |
|
LOW |
1.0677 |
|
0.618 |
1.0642 |
|
1.000 |
1.0620 |
|
1.618 |
1.0585 |
|
2.618 |
1.0528 |
|
4.250 |
1.0435 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0687 |
| PP |
1.0703 |
1.0675 |
| S1 |
1.0701 |
1.0664 |
|