CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0797 |
-0.0013 |
-0.1% |
1.0790 |
| High |
1.0857 |
1.0842 |
-0.0015 |
-0.1% |
1.0857 |
| Low |
1.0780 |
1.0797 |
0.0017 |
0.2% |
1.0667 |
| Close |
1.0809 |
1.0842 |
0.0033 |
0.3% |
1.0809 |
| Range |
0.0077 |
0.0045 |
-0.0032 |
-41.6% |
0.0190 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
58 |
90 |
32 |
55.2% |
166 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0947 |
1.0867 |
|
| R3 |
1.0917 |
1.0902 |
1.0854 |
|
| R2 |
1.0872 |
1.0872 |
1.0850 |
|
| R1 |
1.0857 |
1.0857 |
1.0846 |
1.0865 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0831 |
| S1 |
1.0812 |
1.0812 |
1.0838 |
1.0820 |
| S2 |
1.0782 |
1.0782 |
1.0834 |
|
| S3 |
1.0737 |
1.0767 |
1.0830 |
|
| S4 |
1.0692 |
1.0722 |
1.0817 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1268 |
1.0914 |
|
| R3 |
1.1158 |
1.1078 |
1.0861 |
|
| R2 |
1.0968 |
1.0968 |
1.0844 |
|
| R1 |
1.0888 |
1.0888 |
1.0826 |
1.0928 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0798 |
| S1 |
1.0698 |
1.0698 |
1.0792 |
1.0738 |
| S2 |
1.0588 |
1.0588 |
1.0774 |
|
| S3 |
1.0398 |
1.0508 |
1.0757 |
|
| S4 |
1.0208 |
1.0318 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0857 |
1.0667 |
0.0190 |
1.8% |
0.0079 |
0.7% |
92% |
False |
False |
46 |
| 10 |
1.0892 |
1.0667 |
0.0225 |
2.1% |
0.0053 |
0.5% |
78% |
False |
False |
36 |
| 20 |
1.0892 |
1.0660 |
0.0232 |
2.1% |
0.0058 |
0.5% |
78% |
False |
False |
29 |
| 40 |
1.0892 |
1.0298 |
0.0594 |
5.5% |
0.0051 |
0.5% |
92% |
False |
False |
17 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0040 |
0.4% |
82% |
False |
False |
12 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0031 |
0.3% |
83% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0960 |
|
1.618 |
1.0915 |
|
1.000 |
1.0887 |
|
0.618 |
1.0870 |
|
HIGH |
1.0842 |
|
0.618 |
1.0825 |
|
0.500 |
1.0820 |
|
0.382 |
1.0814 |
|
LOW |
1.0797 |
|
0.618 |
1.0769 |
|
1.000 |
1.0752 |
|
1.618 |
1.0724 |
|
2.618 |
1.0679 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0815 |
| PP |
1.0827 |
1.0789 |
| S1 |
1.0820 |
1.0762 |
|