CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0764 |
0.0014 |
0.1% |
1.0740 |
| High |
1.0791 |
1.0800 |
0.0009 |
0.1% |
1.0842 |
| Low |
1.0711 |
1.0756 |
0.0045 |
0.4% |
1.0690 |
| Close |
1.0782 |
1.0786 |
0.0004 |
0.0% |
1.0782 |
| Range |
0.0080 |
0.0044 |
-0.0036 |
-45.0% |
0.0152 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
10 |
19 |
9 |
90.0% |
175 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0893 |
1.0810 |
|
| R3 |
1.0869 |
1.0849 |
1.0798 |
|
| R2 |
1.0825 |
1.0825 |
1.0794 |
|
| R1 |
1.0805 |
1.0805 |
1.0790 |
1.0815 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0786 |
| S1 |
1.0761 |
1.0761 |
1.0782 |
1.0771 |
| S2 |
1.0737 |
1.0737 |
1.0778 |
|
| S3 |
1.0693 |
1.0717 |
1.0774 |
|
| S4 |
1.0649 |
1.0673 |
1.0762 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1157 |
1.0866 |
|
| R3 |
1.1075 |
1.1005 |
1.0824 |
|
| R2 |
1.0923 |
1.0923 |
1.0810 |
|
| R1 |
1.0853 |
1.0853 |
1.0796 |
1.0888 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0789 |
| S1 |
1.0701 |
1.0701 |
1.0768 |
1.0736 |
| S2 |
1.0619 |
1.0619 |
1.0754 |
|
| S3 |
1.0467 |
1.0549 |
1.0740 |
|
| S4 |
1.0315 |
1.0397 |
1.0698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0842 |
1.0690 |
0.0152 |
1.4% |
0.0077 |
0.7% |
63% |
False |
False |
38 |
| 10 |
1.0842 |
1.0660 |
0.0182 |
1.7% |
0.0063 |
0.6% |
69% |
False |
False |
23 |
| 20 |
1.0842 |
1.0298 |
0.0544 |
5.0% |
0.0061 |
0.6% |
90% |
False |
False |
15 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0047 |
0.4% |
73% |
False |
False |
9 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0032 |
0.3% |
76% |
False |
False |
7 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0025 |
0.2% |
76% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0915 |
|
1.618 |
1.0871 |
|
1.000 |
1.0844 |
|
0.618 |
1.0827 |
|
HIGH |
1.0800 |
|
0.618 |
1.0783 |
|
0.500 |
1.0778 |
|
0.382 |
1.0773 |
|
LOW |
1.0756 |
|
0.618 |
1.0729 |
|
1.000 |
1.0712 |
|
1.618 |
1.0685 |
|
2.618 |
1.0641 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0772 |
| PP |
1.0781 |
1.0759 |
| S1 |
1.0778 |
1.0745 |
|