CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0743 |
-0.0106 |
-1.0% |
1.0862 |
| High |
1.0852 |
1.0766 |
-0.0086 |
-0.8% |
1.0906 |
| Low |
1.0727 |
1.0717 |
-0.0010 |
-0.1% |
1.0717 |
| Close |
1.0744 |
1.0742 |
-0.0002 |
0.0% |
1.0742 |
| Range |
0.0125 |
0.0049 |
-0.0076 |
-60.8% |
0.0189 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
33,190 |
26,882 |
-6,308 |
-19.0% |
138,124 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0864 |
1.0769 |
|
| R3 |
1.0840 |
1.0815 |
1.0755 |
|
| R2 |
1.0791 |
1.0791 |
1.0751 |
|
| R1 |
1.0766 |
1.0766 |
1.0746 |
1.0754 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0736 |
| S1 |
1.0717 |
1.0717 |
1.0738 |
1.0705 |
| S2 |
1.0693 |
1.0693 |
1.0733 |
|
| S3 |
1.0644 |
1.0668 |
1.0729 |
|
| S4 |
1.0595 |
1.0619 |
1.0715 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1238 |
1.0846 |
|
| R3 |
1.1166 |
1.1049 |
1.0794 |
|
| R2 |
1.0977 |
1.0977 |
1.0777 |
|
| R1 |
1.0860 |
1.0860 |
1.0759 |
1.0824 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0771 |
| S1 |
1.0671 |
1.0671 |
1.0725 |
1.0635 |
| S2 |
1.0599 |
1.0599 |
1.0707 |
|
| S3 |
1.0410 |
1.0482 |
1.0690 |
|
| S4 |
1.0221 |
1.0293 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0906 |
1.0717 |
0.0189 |
1.8% |
0.0074 |
0.7% |
13% |
False |
True |
27,624 |
| 10 |
1.0936 |
1.0717 |
0.0219 |
2.0% |
0.0082 |
0.8% |
11% |
False |
True |
28,993 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0084 |
0.8% |
34% |
False |
False |
29,978 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.3% |
0.0096 |
0.9% |
71% |
False |
False |
30,203 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0102 |
0.9% |
69% |
False |
False |
29,486 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0107 |
1.0% |
72% |
False |
False |
22,251 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0092 |
0.9% |
72% |
False |
False |
17,802 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0079 |
0.7% |
72% |
False |
False |
14,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0894 |
|
1.618 |
1.0845 |
|
1.000 |
1.0815 |
|
0.618 |
1.0796 |
|
HIGH |
1.0766 |
|
0.618 |
1.0747 |
|
0.500 |
1.0742 |
|
0.382 |
1.0736 |
|
LOW |
1.0717 |
|
0.618 |
1.0687 |
|
1.000 |
1.0668 |
|
1.618 |
1.0638 |
|
2.618 |
1.0589 |
|
4.250 |
1.0509 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0812 |
| PP |
1.0742 |
1.0788 |
| S1 |
1.0742 |
1.0765 |
|