CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0768 |
0.0090 |
0.8% |
1.0773 |
| High |
1.0786 |
1.0794 |
0.0008 |
0.1% |
1.0840 |
| Low |
1.0653 |
1.0717 |
0.0064 |
0.6% |
1.0653 |
| Close |
1.0772 |
1.0777 |
0.0005 |
0.0% |
1.0772 |
| Range |
0.0133 |
0.0077 |
-0.0056 |
-42.1% |
0.0187 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
36,656 |
28,407 |
-8,249 |
-22.5% |
160,068 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0962 |
1.0819 |
|
| R3 |
1.0917 |
1.0885 |
1.0798 |
|
| R2 |
1.0840 |
1.0840 |
1.0791 |
|
| R1 |
1.0808 |
1.0808 |
1.0784 |
1.0824 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0771 |
| S1 |
1.0731 |
1.0731 |
1.0770 |
1.0747 |
| S2 |
1.0686 |
1.0686 |
1.0763 |
|
| S3 |
1.0609 |
1.0654 |
1.0756 |
|
| S4 |
1.0532 |
1.0577 |
1.0735 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1231 |
1.0875 |
|
| R3 |
1.1129 |
1.1044 |
1.0823 |
|
| R2 |
1.0942 |
1.0942 |
1.0806 |
|
| R1 |
1.0857 |
1.0857 |
1.0789 |
1.0806 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0730 |
| S1 |
1.0670 |
1.0670 |
1.0755 |
1.0619 |
| S2 |
1.0568 |
1.0568 |
1.0738 |
|
| S3 |
1.0381 |
1.0483 |
1.0721 |
|
| S4 |
1.0194 |
1.0296 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0840 |
1.0653 |
0.0187 |
1.7% |
0.0111 |
1.0% |
66% |
False |
False |
33,849 |
| 10 |
1.0840 |
1.0635 |
0.0205 |
1.9% |
0.0094 |
0.9% |
69% |
False |
False |
29,151 |
| 20 |
1.0840 |
1.0259 |
0.0581 |
5.4% |
0.0110 |
1.0% |
89% |
False |
False |
30,675 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0109 |
1.0% |
74% |
False |
False |
29,893 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0113 |
1.1% |
76% |
False |
False |
20,149 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0094 |
0.9% |
76% |
False |
False |
15,113 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0079 |
0.7% |
76% |
False |
False |
12,091 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0066 |
0.6% |
76% |
False |
False |
10,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1121 |
|
2.618 |
1.0996 |
|
1.618 |
1.0919 |
|
1.000 |
1.0871 |
|
0.618 |
1.0842 |
|
HIGH |
1.0794 |
|
0.618 |
1.0765 |
|
0.500 |
1.0756 |
|
0.382 |
1.0746 |
|
LOW |
1.0717 |
|
0.618 |
1.0669 |
|
1.000 |
1.0640 |
|
1.618 |
1.0592 |
|
2.618 |
1.0515 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0766 |
| PP |
1.0763 |
1.0754 |
| S1 |
1.0756 |
1.0743 |
|