CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0851 |
0.0054 |
0.5% |
1.0790 |
| High |
1.0842 |
1.0938 |
0.0096 |
0.9% |
1.0857 |
| Low |
1.0797 |
1.0828 |
0.0031 |
0.3% |
1.0667 |
| Close |
1.0842 |
1.0916 |
0.0074 |
0.7% |
1.0809 |
| Range |
0.0045 |
0.0110 |
0.0065 |
144.4% |
0.0190 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.7% |
0.0000 |
| Volume |
90 |
10 |
-80 |
-88.9% |
166 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1224 |
1.1180 |
1.0977 |
|
| R3 |
1.1114 |
1.1070 |
1.0946 |
|
| R2 |
1.1004 |
1.1004 |
1.0936 |
|
| R1 |
1.0960 |
1.0960 |
1.0926 |
1.0982 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0905 |
| S1 |
1.0850 |
1.0850 |
1.0906 |
1.0872 |
| S2 |
1.0784 |
1.0784 |
1.0896 |
|
| S3 |
1.0674 |
1.0740 |
1.0886 |
|
| S4 |
1.0564 |
1.0630 |
1.0856 |
|
|
| 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 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0084 |
0.8% |
92% |
True |
False |
47 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0062 |
0.6% |
92% |
True |
False |
36 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0061 |
0.6% |
92% |
True |
False |
30 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0053 |
0.5% |
97% |
True |
False |
17 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0042 |
0.4% |
93% |
False |
False |
12 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0033 |
0.3% |
94% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1226 |
|
1.618 |
1.1116 |
|
1.000 |
1.1048 |
|
0.618 |
1.1006 |
|
HIGH |
1.0938 |
|
0.618 |
1.0896 |
|
0.500 |
1.0883 |
|
0.382 |
1.0870 |
|
LOW |
1.0828 |
|
0.618 |
1.0760 |
|
1.000 |
1.0718 |
|
1.618 |
1.0650 |
|
2.618 |
1.0540 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0897 |
| PP |
1.0894 |
1.0878 |
| S1 |
1.0883 |
1.0859 |
|