CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0871 |
0.0034 |
0.3% |
1.0740 |
| High |
1.0862 |
1.0892 |
0.0030 |
0.3% |
1.0842 |
| Low |
1.0837 |
1.0871 |
0.0034 |
0.3% |
1.0690 |
| Close |
1.0862 |
1.0889 |
0.0027 |
0.2% |
1.0782 |
| Range |
0.0025 |
0.0021 |
-0.0004 |
-16.0% |
0.0152 |
| ATR |
0.0074 |
0.0070 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
175 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0939 |
1.0901 |
|
| R3 |
1.0926 |
1.0918 |
1.0895 |
|
| R2 |
1.0905 |
1.0905 |
1.0893 |
|
| R1 |
1.0897 |
1.0897 |
1.0891 |
1.0901 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0886 |
| S1 |
1.0876 |
1.0876 |
1.0887 |
1.0880 |
| S2 |
1.0863 |
1.0863 |
1.0885 |
|
| S3 |
1.0842 |
1.0855 |
1.0883 |
|
| S4 |
1.0821 |
1.0834 |
1.0877 |
|
|
| 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 |
1.0892 |
1.0711 |
0.0181 |
1.7% |
0.0039 |
0.4% |
98% |
True |
False |
7 |
| 10 |
1.0892 |
1.0690 |
0.0202 |
1.9% |
0.0050 |
0.5% |
99% |
True |
False |
21 |
| 20 |
1.0892 |
1.0525 |
0.0367 |
3.4% |
0.0053 |
0.5% |
99% |
True |
False |
15 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0049 |
0.5% |
89% |
False |
False |
10 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0033 |
0.3% |
90% |
False |
False |
7 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0025 |
0.2% |
90% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0947 |
|
1.618 |
1.0926 |
|
1.000 |
1.0913 |
|
0.618 |
1.0905 |
|
HIGH |
1.0892 |
|
0.618 |
1.0884 |
|
0.500 |
1.0882 |
|
0.382 |
1.0879 |
|
LOW |
1.0871 |
|
0.618 |
1.0858 |
|
1.000 |
1.0850 |
|
1.618 |
1.0837 |
|
2.618 |
1.0816 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0877 |
| PP |
1.0884 |
1.0864 |
| S1 |
1.0882 |
1.0852 |
|