CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0802 |
0.0020 |
0.2% |
1.0773 |
| High |
1.0828 |
1.0864 |
0.0036 |
0.3% |
1.0840 |
| Low |
1.0761 |
1.0769 |
0.0008 |
0.1% |
1.0653 |
| Close |
1.0803 |
1.0853 |
0.0050 |
0.5% |
1.0772 |
| Range |
0.0067 |
0.0095 |
0.0028 |
41.8% |
0.0187 |
| ATR |
0.0102 |
0.0102 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
26,719 |
28,622 |
1,903 |
7.1% |
160,068 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1078 |
1.0905 |
|
| R3 |
1.1019 |
1.0983 |
1.0879 |
|
| R2 |
1.0924 |
1.0924 |
1.0870 |
|
| R1 |
1.0888 |
1.0888 |
1.0862 |
1.0906 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0838 |
| S1 |
1.0793 |
1.0793 |
1.0844 |
1.0811 |
| S2 |
1.0734 |
1.0734 |
1.0836 |
|
| S3 |
1.0639 |
1.0698 |
1.0827 |
|
| S4 |
1.0544 |
1.0603 |
1.0801 |
|
|
| 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 |
1.0864 |
1.0653 |
0.0211 |
1.9% |
0.0106 |
1.0% |
95% |
True |
False |
31,607 |
| 10 |
1.0864 |
1.0647 |
0.0217 |
2.0% |
0.0097 |
0.9% |
95% |
True |
False |
30,035 |
| 20 |
1.0864 |
1.0362 |
0.0502 |
4.6% |
0.0102 |
0.9% |
98% |
True |
False |
29,233 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0107 |
1.0% |
84% |
False |
False |
30,802 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0113 |
1.0% |
86% |
False |
False |
21,070 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0096 |
0.9% |
86% |
False |
False |
15,805 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0081 |
0.7% |
86% |
False |
False |
12,645 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0068 |
0.6% |
86% |
False |
False |
10,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1113 |
|
1.618 |
1.1018 |
|
1.000 |
1.0959 |
|
0.618 |
1.0923 |
|
HIGH |
1.0864 |
|
0.618 |
1.0828 |
|
0.500 |
1.0817 |
|
0.382 |
1.0805 |
|
LOW |
1.0769 |
|
0.618 |
1.0710 |
|
1.000 |
1.0674 |
|
1.618 |
1.0615 |
|
2.618 |
1.0520 |
|
4.250 |
1.0365 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0832 |
| PP |
1.0829 |
1.0811 |
| S1 |
1.0817 |
1.0791 |
|