CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0745 |
0.0048 |
0.4% |
1.0737 |
| High |
1.0771 |
1.0785 |
0.0014 |
0.1% |
1.0741 |
| Low |
1.0672 |
1.0711 |
0.0039 |
0.4% |
1.0576 |
| Close |
1.0751 |
1.0750 |
-0.0001 |
0.0% |
1.0664 |
| Range |
0.0099 |
0.0074 |
-0.0025 |
-25.3% |
0.0165 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
38,978 |
30,410 |
-8,568 |
-22.0% |
163,183 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0934 |
1.0791 |
|
| R3 |
1.0897 |
1.0860 |
1.0770 |
|
| R2 |
1.0823 |
1.0823 |
1.0764 |
|
| R1 |
1.0786 |
1.0786 |
1.0757 |
1.0805 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0758 |
| S1 |
1.0712 |
1.0712 |
1.0743 |
1.0731 |
| S2 |
1.0675 |
1.0675 |
1.0736 |
|
| S3 |
1.0601 |
1.0638 |
1.0730 |
|
| S4 |
1.0527 |
1.0564 |
1.0709 |
|
|
| 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 |
1.0785 |
1.0576 |
0.0209 |
1.9% |
0.0092 |
0.9% |
83% |
True |
False |
35,793 |
| 10 |
1.0852 |
1.0576 |
0.0276 |
2.6% |
0.0087 |
0.8% |
63% |
False |
False |
35,059 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.3% |
0.0089 |
0.8% |
48% |
False |
False |
33,294 |
| 40 |
1.0936 |
1.0555 |
0.0381 |
3.5% |
0.0088 |
0.8% |
51% |
False |
False |
30,535 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0098 |
0.9% |
73% |
False |
False |
31,667 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0107 |
1.0% |
73% |
False |
False |
25,877 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0097 |
0.9% |
73% |
False |
False |
20,706 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0085 |
0.8% |
73% |
False |
False |
17,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.0979 |
|
1.618 |
1.0905 |
|
1.000 |
1.0859 |
|
0.618 |
1.0831 |
|
HIGH |
1.0785 |
|
0.618 |
1.0757 |
|
0.500 |
1.0748 |
|
0.382 |
1.0739 |
|
LOW |
1.0711 |
|
0.618 |
1.0665 |
|
1.000 |
1.0637 |
|
1.618 |
1.0591 |
|
2.618 |
1.0517 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0743 |
| PP |
1.0749 |
1.0736 |
| S1 |
1.0748 |
1.0729 |
|