CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0849 |
-0.0050 |
-0.5% |
1.0795 |
| High |
1.0906 |
1.0852 |
-0.0054 |
-0.5% |
1.0936 |
| Low |
1.0829 |
1.0727 |
-0.0102 |
-0.9% |
1.0766 |
| Close |
1.0852 |
1.0744 |
-0.0108 |
-1.0% |
1.0850 |
| Range |
0.0077 |
0.0125 |
0.0048 |
62.3% |
0.0170 |
| ATR |
0.0090 |
0.0092 |
0.0003 |
2.8% |
0.0000 |
| Volume |
28,146 |
33,190 |
5,044 |
17.9% |
151,806 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1072 |
1.0813 |
|
| R3 |
1.1024 |
1.0947 |
1.0778 |
|
| R2 |
1.0899 |
1.0899 |
1.0767 |
|
| R1 |
1.0822 |
1.0822 |
1.0755 |
1.0798 |
| PP |
1.0774 |
1.0774 |
1.0774 |
1.0763 |
| S1 |
1.0697 |
1.0697 |
1.0733 |
1.0673 |
| S2 |
1.0649 |
1.0649 |
1.0721 |
|
| S3 |
1.0524 |
1.0572 |
1.0710 |
|
| S4 |
1.0399 |
1.0447 |
1.0675 |
|
|
| 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 |
1.0906 |
1.0727 |
0.0179 |
1.7% |
0.0082 |
0.8% |
9% |
False |
True |
27,913 |
| 10 |
1.0936 |
1.0727 |
0.0209 |
1.9% |
0.0086 |
0.8% |
8% |
False |
True |
29,532 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0089 |
0.8% |
34% |
False |
False |
30,466 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0100 |
0.9% |
72% |
False |
False |
30,870 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0105 |
1.0% |
69% |
False |
False |
29,077 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0108 |
1.0% |
72% |
False |
False |
21,915 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0091 |
0.8% |
72% |
False |
False |
17,533 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0079 |
0.7% |
72% |
False |
False |
14,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1179 |
|
1.618 |
1.1054 |
|
1.000 |
1.0977 |
|
0.618 |
1.0929 |
|
HIGH |
1.0852 |
|
0.618 |
1.0804 |
|
0.500 |
1.0790 |
|
0.382 |
1.0775 |
|
LOW |
1.0727 |
|
0.618 |
1.0650 |
|
1.000 |
1.0602 |
|
1.618 |
1.0525 |
|
2.618 |
1.0400 |
|
4.250 |
1.0196 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0817 |
| PP |
1.0774 |
1.0792 |
| S1 |
1.0759 |
1.0768 |
|