CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0807 |
0.0018 |
0.2% |
1.0664 |
| High |
1.0819 |
1.0987 |
0.0168 |
1.6% |
1.0793 |
| Low |
1.0784 |
1.0797 |
0.0013 |
0.1% |
1.0656 |
| Close |
1.0808 |
1.0956 |
0.0148 |
1.4% |
1.0770 |
| Range |
0.0035 |
0.0190 |
0.0155 |
442.9% |
0.0137 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
11.2% |
0.0000 |
| Volume |
17,889 |
48,330 |
30,441 |
170.2% |
77,840 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1410 |
1.1061 |
|
| R3 |
1.1293 |
1.1220 |
1.1008 |
|
| R2 |
1.1103 |
1.1103 |
1.0991 |
|
| R1 |
1.1030 |
1.1030 |
1.0973 |
1.1067 |
| PP |
1.0913 |
1.0913 |
1.0913 |
1.0932 |
| S1 |
1.0840 |
1.0840 |
1.0939 |
1.0877 |
| S2 |
1.0723 |
1.0723 |
1.0921 |
|
| S3 |
1.0533 |
1.0650 |
1.0904 |
|
| S4 |
1.0343 |
1.0460 |
1.0852 |
|
|
| 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 |
1.0987 |
1.0711 |
0.0276 |
2.5% |
0.0087 |
0.8% |
89% |
True |
False |
28,121 |
| 10 |
1.0987 |
1.0584 |
0.0403 |
3.7% |
0.0092 |
0.8% |
92% |
True |
False |
17,523 |
| 20 |
1.0987 |
1.0584 |
0.0403 |
3.7% |
0.0078 |
0.7% |
92% |
True |
False |
8,932 |
| 40 |
1.0987 |
1.0584 |
0.0403 |
3.7% |
0.0069 |
0.6% |
92% |
True |
False |
4,481 |
| 60 |
1.0987 |
1.0298 |
0.0689 |
6.3% |
0.0061 |
0.6% |
96% |
True |
False |
2,989 |
| 80 |
1.0987 |
1.0298 |
0.0689 |
6.3% |
0.0051 |
0.5% |
96% |
True |
False |
2,242 |
| 100 |
1.0987 |
1.0230 |
0.0757 |
6.9% |
0.0042 |
0.4% |
96% |
True |
False |
1,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1795 |
|
2.618 |
1.1484 |
|
1.618 |
1.1294 |
|
1.000 |
1.1177 |
|
0.618 |
1.1104 |
|
HIGH |
1.0987 |
|
0.618 |
1.0914 |
|
0.500 |
1.0892 |
|
0.382 |
1.0870 |
|
LOW |
1.0797 |
|
0.618 |
1.0680 |
|
1.000 |
1.0607 |
|
1.618 |
1.0490 |
|
2.618 |
1.0300 |
|
4.250 |
0.9990 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0930 |
| PP |
1.0913 |
1.0904 |
| S1 |
1.0892 |
1.0879 |
|