CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0804 |
1.0719 |
-0.0085 |
-0.8% |
1.0768 |
| High |
1.0815 |
1.0728 |
-0.0087 |
-0.8% |
1.0904 |
| Low |
1.0698 |
1.0666 |
-0.0032 |
-0.3% |
1.0717 |
| Close |
1.0719 |
1.0700 |
-0.0019 |
-0.2% |
1.0844 |
| Range |
0.0117 |
0.0062 |
-0.0055 |
-47.0% |
0.0187 |
| ATR |
0.0096 |
0.0093 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
39,125 |
29,081 |
-10,044 |
-25.7% |
135,042 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0854 |
1.0734 |
|
| R3 |
1.0822 |
1.0792 |
1.0717 |
|
| R2 |
1.0760 |
1.0760 |
1.0711 |
|
| R1 |
1.0730 |
1.0730 |
1.0706 |
1.0714 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0690 |
| S1 |
1.0668 |
1.0668 |
1.0694 |
1.0652 |
| S2 |
1.0636 |
1.0636 |
1.0689 |
|
| S3 |
1.0574 |
1.0606 |
1.0683 |
|
| S4 |
1.0512 |
1.0544 |
1.0666 |
|
|
| 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 |
1.0666 |
0.0238 |
2.2% |
0.0074 |
0.7% |
14% |
False |
True |
28,088 |
| 10 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0090 |
0.8% |
19% |
False |
False |
29,847 |
| 20 |
1.0904 |
1.0555 |
0.0349 |
3.3% |
0.0086 |
0.8% |
42% |
False |
False |
27,777 |
| 40 |
1.0904 |
1.0259 |
0.0645 |
6.0% |
0.0102 |
1.0% |
68% |
False |
False |
30,854 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0113 |
1.1% |
66% |
False |
False |
23,405 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0099 |
0.9% |
66% |
False |
False |
17,559 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0085 |
0.8% |
66% |
False |
False |
14,049 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0070 |
0.7% |
66% |
False |
False |
11,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0992 |
|
2.618 |
1.0890 |
|
1.618 |
1.0828 |
|
1.000 |
1.0790 |
|
0.618 |
1.0766 |
|
HIGH |
1.0728 |
|
0.618 |
1.0704 |
|
0.500 |
1.0697 |
|
0.382 |
1.0690 |
|
LOW |
1.0666 |
|
0.618 |
1.0628 |
|
1.000 |
1.0604 |
|
1.618 |
1.0566 |
|
2.618 |
1.0504 |
|
4.250 |
1.0403 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0759 |
| PP |
1.0698 |
1.0739 |
| S1 |
1.0697 |
1.0720 |
|