CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0795 |
1.0825 |
0.0030 |
0.3% |
1.0847 |
| High |
1.0839 |
1.0936 |
0.0097 |
0.9% |
1.0853 |
| Low |
1.0773 |
1.0812 |
0.0039 |
0.4% |
1.0644 |
| Close |
1.0833 |
1.0907 |
0.0074 |
0.7% |
1.0800 |
| Range |
0.0066 |
0.0124 |
0.0058 |
87.9% |
0.0209 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
19,278 |
43,336 |
24,058 |
124.8% |
174,589 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1206 |
1.0975 |
|
| R3 |
1.1133 |
1.1082 |
1.0941 |
|
| R2 |
1.1009 |
1.1009 |
1.0930 |
|
| R1 |
1.0958 |
1.0958 |
1.0918 |
1.0984 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0898 |
| S1 |
1.0834 |
1.0834 |
1.0896 |
1.0860 |
| S2 |
1.0761 |
1.0761 |
1.0884 |
|
| S3 |
1.0637 |
1.0710 |
1.0873 |
|
| S4 |
1.0513 |
1.0586 |
1.0839 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1305 |
1.0915 |
|
| R3 |
1.1184 |
1.1096 |
1.0857 |
|
| R2 |
1.0975 |
1.0975 |
1.0838 |
|
| R1 |
1.0887 |
1.0887 |
1.0819 |
1.0827 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0735 |
| S1 |
1.0678 |
1.0678 |
1.0781 |
1.0618 |
| S2 |
1.0557 |
1.0557 |
1.0762 |
|
| S3 |
1.0348 |
1.0469 |
1.0743 |
|
| S4 |
1.0139 |
1.0260 |
1.0685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0102 |
0.9% |
90% |
True |
False |
35,426 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0091 |
0.8% |
90% |
True |
False |
31,711 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0092 |
0.8% |
90% |
True |
False |
30,745 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0101 |
0.9% |
96% |
True |
False |
30,610 |
| 60 |
1.0962 |
1.0239 |
0.0723 |
6.6% |
0.0112 |
1.0% |
92% |
False |
False |
25,854 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0103 |
0.9% |
93% |
False |
False |
19,410 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0087 |
0.8% |
93% |
False |
False |
15,529 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0074 |
0.7% |
93% |
False |
False |
12,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1463 |
|
2.618 |
1.1261 |
|
1.618 |
1.1137 |
|
1.000 |
1.1060 |
|
0.618 |
1.1013 |
|
HIGH |
1.0936 |
|
0.618 |
1.0889 |
|
0.500 |
1.0874 |
|
0.382 |
1.0859 |
|
LOW |
1.0812 |
|
0.618 |
1.0735 |
|
1.000 |
1.0688 |
|
1.618 |
1.0611 |
|
2.618 |
1.0487 |
|
4.250 |
1.0285 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0896 |
1.0889 |
| PP |
1.0885 |
1.0871 |
| S1 |
1.0874 |
1.0853 |
|