CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0831 |
-0.0015 |
-0.1% |
1.0795 |
| High |
1.0856 |
1.0884 |
0.0028 |
0.3% |
1.0936 |
| Low |
1.0766 |
1.0797 |
0.0031 |
0.3% |
1.0766 |
| Close |
1.0826 |
1.0850 |
0.0024 |
0.2% |
1.0850 |
| Range |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0170 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
28,110 |
28,327 |
217 |
0.8% |
151,806 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1064 |
1.0898 |
|
| R3 |
1.1018 |
1.0977 |
1.0874 |
|
| R2 |
1.0931 |
1.0931 |
1.0866 |
|
| R1 |
1.0890 |
1.0890 |
1.0858 |
1.0911 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0854 |
| S1 |
1.0803 |
1.0803 |
1.0842 |
1.0824 |
| S2 |
1.0757 |
1.0757 |
1.0834 |
|
| S3 |
1.0670 |
1.0716 |
1.0826 |
|
| S4 |
1.0583 |
1.0629 |
1.0802 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1275 |
1.0944 |
|
| R3 |
1.1191 |
1.1105 |
1.0897 |
|
| R2 |
1.1021 |
1.1021 |
1.0881 |
|
| R1 |
1.0935 |
1.0935 |
1.0866 |
1.0978 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0872 |
| S1 |
1.0765 |
1.0765 |
1.0834 |
1.0808 |
| S2 |
1.0681 |
1.0681 |
1.0819 |
|
| S3 |
1.0511 |
1.0595 |
1.0803 |
|
| S4 |
1.0341 |
1.0425 |
1.0757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0766 |
0.0170 |
1.6% |
0.0091 |
0.8% |
49% |
False |
False |
30,361 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0097 |
0.9% |
71% |
False |
False |
32,639 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0093 |
0.9% |
71% |
False |
False |
31,075 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0101 |
0.9% |
87% |
False |
False |
30,737 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0108 |
1.0% |
84% |
False |
False |
27,329 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0104 |
1.0% |
86% |
False |
False |
20,525 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0090 |
0.8% |
86% |
False |
False |
16,421 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0076 |
0.7% |
86% |
False |
False |
13,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.1112 |
|
1.618 |
1.1025 |
|
1.000 |
1.0971 |
|
0.618 |
1.0938 |
|
HIGH |
1.0884 |
|
0.618 |
1.0851 |
|
0.500 |
1.0841 |
|
0.382 |
1.0830 |
|
LOW |
1.0797 |
|
0.618 |
1.0743 |
|
1.000 |
1.0710 |
|
1.618 |
1.0656 |
|
2.618 |
1.0569 |
|
4.250 |
1.0427 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0847 |
| PP |
1.0844 |
1.0844 |
| S1 |
1.0841 |
1.0841 |
|