CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0799 |
1.0730 |
-0.0069 |
-0.6% |
1.0764 |
| High |
1.0801 |
1.0730 |
-0.0071 |
-0.7% |
1.0892 |
| Low |
1.0716 |
1.0689 |
-0.0027 |
-0.3% |
1.0756 |
| Close |
1.0728 |
1.0709 |
-0.0019 |
-0.2% |
1.0853 |
| Range |
0.0085 |
0.0041 |
-0.0044 |
-51.8% |
0.0136 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
5 |
51 |
46 |
920.0% |
123 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0812 |
1.0732 |
|
| R3 |
1.0791 |
1.0771 |
1.0720 |
|
| R2 |
1.0750 |
1.0750 |
1.0717 |
|
| R1 |
1.0730 |
1.0730 |
1.0713 |
1.0720 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0704 |
| S1 |
1.0689 |
1.0689 |
1.0705 |
1.0679 |
| S2 |
1.0668 |
1.0668 |
1.0701 |
|
| S3 |
1.0627 |
1.0648 |
1.0698 |
|
| S4 |
1.0586 |
1.0607 |
1.0686 |
|
|
| 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 |
1.0689 |
0.0203 |
1.9% |
0.0043 |
0.4% |
10% |
False |
True |
35 |
| 10 |
1.0892 |
1.0689 |
0.0203 |
1.9% |
0.0050 |
0.5% |
10% |
False |
True |
24 |
| 20 |
1.0892 |
1.0587 |
0.0305 |
2.8% |
0.0050 |
0.5% |
40% |
False |
False |
21 |
| 40 |
1.0903 |
1.0298 |
0.0605 |
5.6% |
0.0050 |
0.5% |
68% |
False |
False |
14 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0036 |
0.3% |
65% |
False |
False |
9 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0028 |
0.3% |
65% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0837 |
|
1.618 |
1.0796 |
|
1.000 |
1.0771 |
|
0.618 |
1.0755 |
|
HIGH |
1.0730 |
|
0.618 |
1.0714 |
|
0.500 |
1.0710 |
|
0.382 |
1.0705 |
|
LOW |
1.0689 |
|
0.618 |
1.0664 |
|
1.000 |
1.0648 |
|
1.618 |
1.0623 |
|
2.618 |
1.0582 |
|
4.250 |
1.0515 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0710 |
1.0757 |
| PP |
1.0709 |
1.0741 |
| S1 |
1.0709 |
1.0725 |
|