CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0837 |
0.0000 |
0.0% |
1.0740 |
| High |
1.0837 |
1.0862 |
0.0025 |
0.2% |
1.0842 |
| Low |
1.0812 |
1.0837 |
0.0025 |
0.2% |
1.0690 |
| Close |
1.0812 |
1.0862 |
0.0050 |
0.5% |
1.0782 |
| Range |
0.0025 |
0.0025 |
0.0000 |
0.0% |
0.0152 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
175 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0920 |
1.0876 |
|
| R3 |
1.0904 |
1.0895 |
1.0869 |
|
| R2 |
1.0879 |
1.0879 |
1.0867 |
|
| R1 |
1.0870 |
1.0870 |
1.0864 |
1.0875 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0856 |
| S1 |
1.0845 |
1.0845 |
1.0860 |
1.0850 |
| S2 |
1.0829 |
1.0829 |
1.0857 |
|
| S3 |
1.0804 |
1.0820 |
1.0855 |
|
| S4 |
1.0779 |
1.0795 |
1.0848 |
|
|
| 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 |
1.0862 |
1.0690 |
0.0172 |
1.6% |
0.0057 |
0.5% |
100% |
True |
False |
13 |
| 10 |
1.0862 |
1.0670 |
0.0192 |
1.8% |
0.0058 |
0.5% |
100% |
True |
False |
21 |
| 20 |
1.0862 |
1.0470 |
0.0392 |
3.6% |
0.0060 |
0.5% |
100% |
True |
False |
15 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0049 |
0.4% |
85% |
False |
False |
10 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0032 |
0.3% |
86% |
False |
False |
7 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0025 |
0.2% |
86% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0968 |
|
2.618 |
1.0927 |
|
1.618 |
1.0902 |
|
1.000 |
1.0887 |
|
0.618 |
1.0877 |
|
HIGH |
1.0862 |
|
0.618 |
1.0852 |
|
0.500 |
1.0850 |
|
0.382 |
1.0847 |
|
LOW |
1.0837 |
|
0.618 |
1.0822 |
|
1.000 |
1.0812 |
|
1.618 |
1.0797 |
|
2.618 |
1.0772 |
|
4.250 |
1.0731 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0844 |
| PP |
1.0854 |
1.0827 |
| S1 |
1.0850 |
1.0809 |
|