CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0813 |
0.0064 |
0.6% |
1.0659 |
| High |
1.0775 |
1.0825 |
0.0050 |
0.5% |
1.0785 |
| Low |
1.0704 |
1.0763 |
0.0059 |
0.6% |
1.0648 |
| Close |
1.0763 |
1.0805 |
0.0042 |
0.4% |
1.0763 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0137 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
5,544 |
561 |
-4,983 |
-89.9% |
132,881 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0956 |
1.0839 |
|
| R3 |
1.0922 |
1.0894 |
1.0822 |
|
| R2 |
1.0860 |
1.0860 |
1.0816 |
|
| R1 |
1.0832 |
1.0832 |
1.0811 |
1.0815 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0789 |
| S1 |
1.0770 |
1.0770 |
1.0799 |
1.0753 |
| S2 |
1.0736 |
1.0736 |
1.0794 |
|
| S3 |
1.0674 |
1.0708 |
1.0788 |
|
| S4 |
1.0612 |
1.0646 |
1.0771 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1090 |
1.0838 |
|
| R3 |
1.1006 |
1.0953 |
1.0801 |
|
| R2 |
1.0869 |
1.0869 |
1.0788 |
|
| R1 |
1.0816 |
1.0816 |
1.0776 |
1.0843 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0745 |
| S1 |
1.0679 |
1.0679 |
1.0750 |
1.0706 |
| S2 |
1.0595 |
1.0595 |
1.0738 |
|
| S3 |
1.0458 |
1.0542 |
1.0725 |
|
| S4 |
1.0321 |
1.0405 |
1.0688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0825 |
1.0672 |
0.0153 |
1.4% |
0.0073 |
0.7% |
87% |
True |
False |
20,869 |
| 10 |
1.0825 |
1.0576 |
0.0249 |
2.3% |
0.0083 |
0.8% |
92% |
True |
False |
29,662 |
| 20 |
1.0936 |
1.0576 |
0.0360 |
3.3% |
0.0083 |
0.8% |
64% |
False |
False |
29,327 |
| 40 |
1.0936 |
1.0576 |
0.0360 |
3.3% |
0.0087 |
0.8% |
64% |
False |
False |
29,569 |
| 60 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0095 |
0.9% |
81% |
False |
False |
30,309 |
| 80 |
1.0962 |
1.0192 |
0.0770 |
7.1% |
0.0105 |
1.0% |
80% |
False |
False |
25,952 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0098 |
0.9% |
80% |
False |
False |
20,767 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0085 |
0.8% |
80% |
False |
False |
17,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0987 |
|
1.618 |
1.0925 |
|
1.000 |
1.0887 |
|
0.618 |
1.0863 |
|
HIGH |
1.0825 |
|
0.618 |
1.0801 |
|
0.500 |
1.0794 |
|
0.382 |
1.0787 |
|
LOW |
1.0763 |
|
0.618 |
1.0725 |
|
1.000 |
1.0701 |
|
1.618 |
1.0663 |
|
2.618 |
1.0601 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0792 |
| PP |
1.0798 |
1.0778 |
| S1 |
1.0794 |
1.0765 |
|