CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0799 |
0.0009 |
0.1% |
1.0764 |
| High |
1.0824 |
1.0801 |
-0.0023 |
-0.2% |
1.0892 |
| Low |
1.0788 |
1.0716 |
-0.0072 |
-0.7% |
1.0756 |
| Close |
1.0824 |
1.0728 |
-0.0096 |
-0.9% |
1.0853 |
| Range |
0.0036 |
0.0085 |
0.0049 |
136.1% |
0.0136 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
26 |
5 |
-21 |
-80.8% |
123 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0951 |
1.0775 |
|
| R3 |
1.0918 |
1.0866 |
1.0751 |
|
| R2 |
1.0833 |
1.0833 |
1.0744 |
|
| R1 |
1.0781 |
1.0781 |
1.0736 |
1.0765 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0740 |
| S1 |
1.0696 |
1.0696 |
1.0720 |
1.0680 |
| S2 |
1.0663 |
1.0663 |
1.0712 |
|
| S3 |
1.0578 |
1.0611 |
1.0705 |
|
| S4 |
1.0493 |
1.0526 |
1.0681 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1183 |
1.0928 |
|
| R3 |
1.1106 |
1.1047 |
1.0890 |
|
| R2 |
1.0970 |
1.0970 |
1.0878 |
|
| R1 |
1.0911 |
1.0911 |
1.0865 |
1.0941 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0848 |
| S1 |
1.0775 |
1.0775 |
1.0841 |
1.0805 |
| S2 |
1.0698 |
1.0698 |
1.0828 |
|
| S3 |
1.0562 |
1.0639 |
1.0816 |
|
| S4 |
1.0426 |
1.0503 |
1.0778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0892 |
1.0716 |
0.0176 |
1.6% |
0.0039 |
0.4% |
7% |
False |
True |
25 |
| 10 |
1.0892 |
1.0690 |
0.0202 |
1.9% |
0.0057 |
0.5% |
19% |
False |
False |
22 |
| 20 |
1.0892 |
1.0587 |
0.0305 |
2.8% |
0.0049 |
0.5% |
46% |
False |
False |
19 |
| 40 |
1.0903 |
1.0298 |
0.0605 |
5.6% |
0.0049 |
0.5% |
71% |
False |
False |
13 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0035 |
0.3% |
68% |
False |
False |
9 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0027 |
0.3% |
68% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.1024 |
|
1.618 |
1.0939 |
|
1.000 |
1.0886 |
|
0.618 |
1.0854 |
|
HIGH |
1.0801 |
|
0.618 |
1.0769 |
|
0.500 |
1.0759 |
|
0.382 |
1.0748 |
|
LOW |
1.0716 |
|
0.618 |
1.0663 |
|
1.000 |
1.0631 |
|
1.618 |
1.0578 |
|
2.618 |
1.0493 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0800 |
| PP |
1.0748 |
1.0776 |
| S1 |
1.0738 |
1.0752 |
|