CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0688 |
0.0001 |
0.0% |
1.0860 |
| High |
1.0705 |
1.0691 |
-0.0014 |
-0.1% |
1.0910 |
| Low |
1.0667 |
1.0589 |
-0.0078 |
-0.7% |
1.0723 |
| Close |
1.0691 |
1.0592 |
-0.0099 |
-0.9% |
1.0751 |
| Range |
0.0038 |
0.0102 |
0.0064 |
168.4% |
0.0187 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.1% |
0.0000 |
| Volume |
361 |
2,076 |
1,715 |
475.1% |
1,914 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0863 |
1.0648 |
|
| R3 |
1.0828 |
1.0761 |
1.0620 |
|
| R2 |
1.0726 |
1.0726 |
1.0611 |
|
| R1 |
1.0659 |
1.0659 |
1.0601 |
1.0642 |
| PP |
1.0624 |
1.0624 |
1.0624 |
1.0615 |
| S1 |
1.0557 |
1.0557 |
1.0583 |
1.0540 |
| S2 |
1.0522 |
1.0522 |
1.0573 |
|
| S3 |
1.0420 |
1.0455 |
1.0564 |
|
| S4 |
1.0318 |
1.0353 |
1.0536 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1240 |
1.0854 |
|
| R3 |
1.1169 |
1.1053 |
1.0802 |
|
| R2 |
1.0982 |
1.0982 |
1.0785 |
|
| R1 |
1.0866 |
1.0866 |
1.0768 |
1.0831 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0777 |
| S1 |
1.0679 |
1.0679 |
1.0734 |
1.0644 |
| S2 |
1.0608 |
1.0608 |
1.0717 |
|
| S3 |
1.0421 |
1.0492 |
1.0700 |
|
| S4 |
1.0234 |
1.0305 |
1.0648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0855 |
1.0589 |
0.0266 |
2.5% |
0.0075 |
0.7% |
1% |
False |
True |
963 |
| 10 |
1.0910 |
1.0589 |
0.0321 |
3.0% |
0.0068 |
0.6% |
1% |
False |
True |
540 |
| 20 |
1.0938 |
1.0589 |
0.0349 |
3.3% |
0.0067 |
0.6% |
1% |
False |
True |
292 |
| 40 |
1.0938 |
1.0470 |
0.0468 |
4.4% |
0.0063 |
0.6% |
26% |
False |
False |
154 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.3% |
0.0055 |
0.5% |
44% |
False |
False |
104 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0041 |
0.4% |
49% |
False |
False |
78 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0034 |
0.3% |
49% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.0958 |
|
1.618 |
1.0856 |
|
1.000 |
1.0793 |
|
0.618 |
1.0754 |
|
HIGH |
1.0691 |
|
0.618 |
1.0652 |
|
0.500 |
1.0640 |
|
0.382 |
1.0628 |
|
LOW |
1.0589 |
|
0.618 |
1.0526 |
|
1.000 |
1.0487 |
|
1.618 |
1.0424 |
|
2.618 |
1.0322 |
|
4.250 |
1.0156 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0666 |
| PP |
1.0624 |
1.0641 |
| S1 |
1.0608 |
1.0617 |
|