CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0984 |
-0.0009 |
-0.1% |
1.0823 |
| High |
1.1015 |
1.0997 |
-0.0018 |
-0.2% |
1.1009 |
| Low |
1.0961 |
1.0957 |
-0.0004 |
0.0% |
1.0770 |
| Close |
1.0986 |
1.0967 |
-0.0019 |
-0.2% |
1.0993 |
| Range |
0.0054 |
0.0040 |
-0.0014 |
-25.9% |
0.0239 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
25,862 |
19,026 |
-6,836 |
-26.4% |
164,540 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1070 |
1.0989 |
|
| R3 |
1.1054 |
1.1030 |
1.0978 |
|
| R2 |
1.1014 |
1.1014 |
1.0974 |
|
| R1 |
1.0990 |
1.0990 |
1.0971 |
1.0982 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0970 |
| S1 |
1.0950 |
1.0950 |
1.0963 |
1.0942 |
| S2 |
1.0934 |
1.0934 |
1.0960 |
|
| S3 |
1.0894 |
1.0910 |
1.0956 |
|
| S4 |
1.0854 |
1.0870 |
1.0945 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1641 |
1.1556 |
1.1124 |
|
| R3 |
1.1402 |
1.1317 |
1.1059 |
|
| R2 |
1.1163 |
1.1163 |
1.1037 |
|
| R1 |
1.1078 |
1.1078 |
1.1015 |
1.1121 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0945 |
| S1 |
1.0839 |
1.0839 |
1.0971 |
1.0882 |
| S2 |
1.0685 |
1.0685 |
1.0949 |
|
| S3 |
1.0446 |
1.0600 |
1.0927 |
|
| S4 |
1.0207 |
1.0361 |
1.0862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1015 |
1.0797 |
0.0218 |
2.0% |
0.0077 |
0.7% |
78% |
False |
False |
33,379 |
| 10 |
1.1015 |
1.0680 |
0.0335 |
3.1% |
0.0073 |
0.7% |
86% |
False |
False |
27,458 |
| 20 |
1.1015 |
1.0584 |
0.0431 |
3.9% |
0.0076 |
0.7% |
89% |
False |
False |
14,844 |
| 40 |
1.1015 |
1.0584 |
0.0431 |
3.9% |
0.0070 |
0.6% |
89% |
False |
False |
7,444 |
| 60 |
1.1015 |
1.0298 |
0.0717 |
6.5% |
0.0064 |
0.6% |
93% |
False |
False |
4,965 |
| 80 |
1.1015 |
1.0298 |
0.0717 |
6.5% |
0.0054 |
0.5% |
93% |
False |
False |
3,724 |
| 100 |
1.1015 |
1.0230 |
0.0785 |
7.2% |
0.0044 |
0.4% |
94% |
False |
False |
2,980 |
| 120 |
1.1015 |
1.0230 |
0.0785 |
7.2% |
0.0036 |
0.3% |
94% |
False |
False |
2,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1102 |
|
1.618 |
1.1062 |
|
1.000 |
1.1037 |
|
0.618 |
1.1022 |
|
HIGH |
1.0997 |
|
0.618 |
1.0982 |
|
0.500 |
1.0977 |
|
0.382 |
1.0972 |
|
LOW |
1.0957 |
|
0.618 |
1.0932 |
|
1.000 |
1.0917 |
|
1.618 |
1.0892 |
|
2.618 |
1.0852 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0986 |
| PP |
1.0974 |
1.0980 |
| S1 |
1.0970 |
1.0973 |
|