CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0715 |
-0.0015 |
-0.1% |
1.0764 |
| High |
1.0730 |
1.0815 |
0.0085 |
0.8% |
1.0892 |
| Low |
1.0689 |
1.0667 |
-0.0022 |
-0.2% |
1.0756 |
| Close |
1.0709 |
1.0815 |
0.0106 |
1.0% |
1.0853 |
| Range |
0.0041 |
0.0148 |
0.0107 |
261.0% |
0.0136 |
| ATR |
0.0069 |
0.0074 |
0.0006 |
8.3% |
0.0000 |
| Volume |
51 |
26 |
-25 |
-49.0% |
123 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1160 |
1.0896 |
|
| R3 |
1.1062 |
1.1012 |
1.0856 |
|
| R2 |
1.0914 |
1.0914 |
1.0842 |
|
| R1 |
1.0864 |
1.0864 |
1.0829 |
1.0889 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0778 |
| S1 |
1.0716 |
1.0716 |
1.0801 |
1.0741 |
| S2 |
1.0618 |
1.0618 |
1.0788 |
|
| S3 |
1.0470 |
1.0568 |
1.0774 |
|
| S4 |
1.0322 |
1.0420 |
1.0734 |
|
|
| 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 |
1.0883 |
1.0667 |
0.0216 |
2.0% |
0.0068 |
0.6% |
69% |
False |
True |
40 |
| 10 |
1.0892 |
1.0667 |
0.0225 |
2.1% |
0.0054 |
0.5% |
66% |
False |
True |
24 |
| 20 |
1.0892 |
1.0630 |
0.0262 |
2.4% |
0.0056 |
0.5% |
71% |
False |
False |
23 |
| 40 |
1.0892 |
1.0298 |
0.0594 |
5.5% |
0.0051 |
0.5% |
87% |
False |
False |
14 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0038 |
0.4% |
80% |
False |
False |
10 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0030 |
0.3% |
80% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1444 |
|
2.618 |
1.1202 |
|
1.618 |
1.1054 |
|
1.000 |
1.0963 |
|
0.618 |
1.0906 |
|
HIGH |
1.0815 |
|
0.618 |
1.0758 |
|
0.500 |
1.0741 |
|
0.382 |
1.0724 |
|
LOW |
1.0667 |
|
0.618 |
1.0576 |
|
1.000 |
1.0519 |
|
1.618 |
1.0428 |
|
2.618 |
1.0280 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0790 |
1.0790 |
| PP |
1.0766 |
1.0766 |
| S1 |
1.0741 |
1.0741 |
|