CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0875 |
0.0023 |
0.2% |
1.0768 |
| High |
1.0904 |
1.0884 |
-0.0020 |
-0.2% |
1.0904 |
| Low |
1.0838 |
1.0838 |
0.0000 |
0.0% |
1.0717 |
| Close |
1.0880 |
1.0844 |
-0.0036 |
-0.3% |
1.0844 |
| Range |
0.0066 |
0.0046 |
-0.0020 |
-30.3% |
0.0187 |
| ATR |
0.0099 |
0.0096 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
29,447 |
21,847 |
-7,600 |
-25.8% |
135,042 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0965 |
1.0869 |
|
| R3 |
1.0947 |
1.0919 |
1.0857 |
|
| R2 |
1.0901 |
1.0901 |
1.0852 |
|
| R1 |
1.0873 |
1.0873 |
1.0848 |
1.0864 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0851 |
| S1 |
1.0827 |
1.0827 |
1.0840 |
1.0818 |
| S2 |
1.0809 |
1.0809 |
1.0836 |
|
| S3 |
1.0763 |
1.0781 |
1.0831 |
|
| S4 |
1.0717 |
1.0735 |
1.0819 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1300 |
1.0947 |
|
| R3 |
1.1196 |
1.1113 |
1.0895 |
|
| R2 |
1.1009 |
1.1009 |
1.0878 |
|
| R1 |
1.0926 |
1.0926 |
1.0861 |
1.0968 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0842 |
| S1 |
1.0739 |
1.0739 |
1.0827 |
1.0781 |
| S2 |
1.0635 |
1.0635 |
1.0810 |
|
| S3 |
1.0448 |
1.0552 |
1.0793 |
|
| S4 |
1.0261 |
1.0365 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0904 |
1.0717 |
0.0187 |
1.7% |
0.0070 |
0.6% |
68% |
False |
False |
27,008 |
| 10 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0089 |
0.8% |
76% |
False |
False |
29,511 |
| 20 |
1.0904 |
1.0494 |
0.0410 |
3.8% |
0.0090 |
0.8% |
85% |
False |
False |
27,805 |
| 40 |
1.0909 |
1.0259 |
0.0650 |
6.0% |
0.0102 |
0.9% |
90% |
False |
False |
31,142 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0111 |
1.0% |
85% |
False |
False |
21,922 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0097 |
0.9% |
85% |
False |
False |
16,446 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0082 |
0.8% |
85% |
False |
False |
13,158 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0069 |
0.6% |
85% |
False |
False |
10,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.1004 |
|
1.618 |
1.0958 |
|
1.000 |
1.0930 |
|
0.618 |
1.0912 |
|
HIGH |
1.0884 |
|
0.618 |
1.0866 |
|
0.500 |
1.0861 |
|
0.382 |
1.0856 |
|
LOW |
1.0838 |
|
0.618 |
1.0810 |
|
1.000 |
1.0792 |
|
1.618 |
1.0764 |
|
2.618 |
1.0718 |
|
4.250 |
1.0643 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0842 |
| PP |
1.0855 |
1.0839 |
| S1 |
1.0850 |
1.0837 |
|