CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0823 |
1.0789 |
-0.0034 |
-0.3% |
1.0664 |
| High |
1.0834 |
1.0819 |
-0.0015 |
-0.1% |
1.0793 |
| Low |
1.0770 |
1.0784 |
0.0014 |
0.1% |
1.0656 |
| Close |
1.0787 |
1.0808 |
0.0021 |
0.2% |
1.0770 |
| Range |
0.0064 |
0.0035 |
-0.0029 |
-45.3% |
0.0137 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
24,644 |
17,889 |
-6,755 |
-27.4% |
77,840 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0909 |
1.0893 |
1.0827 |
|
| R3 |
1.0874 |
1.0858 |
1.0818 |
|
| R2 |
1.0839 |
1.0839 |
1.0814 |
|
| R1 |
1.0823 |
1.0823 |
1.0811 |
1.0831 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0808 |
| S1 |
1.0788 |
1.0788 |
1.0805 |
1.0796 |
| S2 |
1.0769 |
1.0769 |
1.0802 |
|
| S3 |
1.0734 |
1.0753 |
1.0798 |
|
| S4 |
1.0699 |
1.0718 |
1.0789 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1097 |
1.0845 |
|
| R3 |
1.1014 |
1.0960 |
1.0808 |
|
| R2 |
1.0877 |
1.0877 |
1.0795 |
|
| R1 |
1.0823 |
1.0823 |
1.0783 |
1.0850 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0753 |
| S1 |
1.0686 |
1.0686 |
1.0757 |
1.0713 |
| S2 |
1.0603 |
1.0603 |
1.0745 |
|
| S3 |
1.0466 |
1.0549 |
1.0732 |
|
| S4 |
1.0329 |
1.0412 |
1.0695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0834 |
1.0680 |
0.0154 |
1.4% |
0.0069 |
0.6% |
83% |
False |
False |
21,538 |
| 10 |
1.0834 |
1.0584 |
0.0250 |
2.3% |
0.0077 |
0.7% |
90% |
False |
False |
12,726 |
| 20 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0074 |
0.7% |
63% |
False |
False |
6,516 |
| 40 |
1.0938 |
1.0584 |
0.0354 |
3.3% |
0.0066 |
0.6% |
63% |
False |
False |
3,272 |
| 60 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0059 |
0.5% |
80% |
False |
False |
2,183 |
| 80 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0049 |
0.5% |
77% |
False |
False |
1,638 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0040 |
0.4% |
79% |
False |
False |
1,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0911 |
|
1.618 |
1.0876 |
|
1.000 |
1.0854 |
|
0.618 |
1.0841 |
|
HIGH |
1.0819 |
|
0.618 |
1.0806 |
|
0.500 |
1.0802 |
|
0.382 |
1.0797 |
|
LOW |
1.0784 |
|
0.618 |
1.0762 |
|
1.000 |
1.0749 |
|
1.618 |
1.0727 |
|
2.618 |
1.0692 |
|
4.250 |
1.0635 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0796 |
| PP |
1.0804 |
1.0784 |
| S1 |
1.0802 |
1.0773 |
|