CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0837 |
0.0073 |
0.7% |
1.0740 |
| High |
1.0800 |
1.0837 |
0.0037 |
0.3% |
1.0842 |
| Low |
1.0756 |
1.0812 |
0.0056 |
0.5% |
1.0690 |
| Close |
1.0786 |
1.0812 |
0.0026 |
0.2% |
1.0782 |
| Range |
0.0044 |
0.0025 |
-0.0019 |
-43.2% |
0.0152 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19 |
6 |
-13 |
-68.4% |
175 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0879 |
1.0826 |
|
| R3 |
1.0870 |
1.0854 |
1.0819 |
|
| R2 |
1.0845 |
1.0845 |
1.0817 |
|
| R1 |
1.0829 |
1.0829 |
1.0814 |
1.0825 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0818 |
| S1 |
1.0804 |
1.0804 |
1.0810 |
1.0800 |
| S2 |
1.0795 |
1.0795 |
1.0807 |
|
| S3 |
1.0770 |
1.0779 |
1.0805 |
|
| S4 |
1.0745 |
1.0754 |
1.0798 |
|
|
| 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% |
0.0075 |
0.7% |
80% |
False |
False |
18 |
| 10 |
1.0842 |
1.0670 |
0.0172 |
1.6% |
0.0059 |
0.5% |
83% |
False |
False |
23 |
| 20 |
1.0842 |
1.0372 |
0.0470 |
4.3% |
0.0060 |
0.6% |
94% |
False |
False |
15 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0048 |
0.4% |
77% |
False |
False |
10 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0032 |
0.3% |
79% |
False |
False |
7 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0025 |
0.2% |
79% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0902 |
|
1.618 |
1.0877 |
|
1.000 |
1.0862 |
|
0.618 |
1.0852 |
|
HIGH |
1.0837 |
|
0.618 |
1.0827 |
|
0.500 |
1.0825 |
|
0.382 |
1.0822 |
|
LOW |
1.0812 |
|
0.618 |
1.0797 |
|
1.000 |
1.0787 |
|
1.618 |
1.0772 |
|
2.618 |
1.0747 |
|
4.250 |
1.0706 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0799 |
| PP |
1.0820 |
1.0787 |
| S1 |
1.0816 |
1.0774 |
|