CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0959 |
0.0152 |
1.4% |
1.0664 |
| High |
1.0987 |
1.1009 |
0.0022 |
0.2% |
1.0793 |
| Low |
1.0797 |
1.0951 |
0.0154 |
1.4% |
1.0656 |
| Close |
1.0956 |
1.0989 |
0.0033 |
0.3% |
1.0770 |
| Range |
0.0190 |
0.0058 |
-0.0132 |
-69.5% |
0.0137 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
48,330 |
42,711 |
-5,619 |
-11.6% |
77,840 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1131 |
1.1021 |
|
| R3 |
1.1099 |
1.1073 |
1.1005 |
|
| R2 |
1.1041 |
1.1041 |
1.1000 |
|
| R1 |
1.1015 |
1.1015 |
1.0994 |
1.1028 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0990 |
| S1 |
1.0957 |
1.0957 |
1.0984 |
1.0970 |
| S2 |
1.0925 |
1.0925 |
1.0978 |
|
| S3 |
1.0867 |
1.0899 |
1.0973 |
|
| S4 |
1.0809 |
1.0841 |
1.0957 |
|
|
| 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 |
1.1009 |
1.0711 |
0.0298 |
2.7% |
0.0084 |
0.8% |
93% |
True |
False |
33,350 |
| 10 |
1.1009 |
1.0584 |
0.0425 |
3.9% |
0.0088 |
0.8% |
95% |
True |
False |
21,587 |
| 20 |
1.1009 |
1.0584 |
0.0425 |
3.9% |
0.0078 |
0.7% |
95% |
True |
False |
11,063 |
| 40 |
1.1009 |
1.0584 |
0.0425 |
3.9% |
0.0070 |
0.6% |
95% |
True |
False |
5,548 |
| 60 |
1.1009 |
1.0298 |
0.0711 |
6.5% |
0.0062 |
0.6% |
97% |
True |
False |
3,701 |
| 80 |
1.1009 |
1.0298 |
0.0711 |
6.5% |
0.0052 |
0.5% |
97% |
True |
False |
2,776 |
| 100 |
1.1009 |
1.0230 |
0.0779 |
7.1% |
0.0042 |
0.4% |
97% |
True |
False |
2,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1256 |
|
2.618 |
1.1161 |
|
1.618 |
1.1103 |
|
1.000 |
1.1067 |
|
0.618 |
1.1045 |
|
HIGH |
1.1009 |
|
0.618 |
1.0987 |
|
0.500 |
1.0980 |
|
0.382 |
1.0973 |
|
LOW |
1.0951 |
|
0.618 |
1.0915 |
|
1.000 |
1.0893 |
|
1.618 |
1.0857 |
|
2.618 |
1.0799 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0986 |
1.0958 |
| PP |
1.0983 |
1.0927 |
| S1 |
1.0980 |
1.0897 |
|