CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0831 |
-0.0089 |
-0.8% |
1.0790 |
| High |
1.0920 |
1.0847 |
-0.0073 |
-0.7% |
1.0857 |
| Low |
1.0847 |
1.0780 |
-0.0067 |
-0.6% |
1.0667 |
| Close |
1.0865 |
1.0834 |
-0.0031 |
-0.3% |
1.0809 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0190 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
78 |
88 |
10 |
12.8% |
166 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0995 |
1.0871 |
|
| R3 |
1.0954 |
1.0928 |
1.0852 |
|
| R2 |
1.0887 |
1.0887 |
1.0846 |
|
| R1 |
1.0861 |
1.0861 |
1.0840 |
1.0874 |
| PP |
1.0820 |
1.0820 |
1.0820 |
1.0827 |
| S1 |
1.0794 |
1.0794 |
1.0828 |
1.0807 |
| S2 |
1.0753 |
1.0753 |
1.0822 |
|
| S3 |
1.0686 |
1.0727 |
1.0816 |
|
| S4 |
1.0619 |
1.0660 |
1.0797 |
|
|
| 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 |
1.0780 |
0.0158 |
1.5% |
0.0074 |
0.7% |
34% |
False |
True |
64 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0071 |
0.7% |
62% |
False |
False |
52 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0060 |
0.6% |
62% |
False |
False |
37 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0055 |
0.5% |
84% |
False |
False |
21 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0045 |
0.4% |
81% |
False |
False |
15 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0034 |
0.3% |
82% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.1022 |
|
1.618 |
1.0955 |
|
1.000 |
1.0914 |
|
0.618 |
1.0888 |
|
HIGH |
1.0847 |
|
0.618 |
1.0821 |
|
0.500 |
1.0814 |
|
0.382 |
1.0806 |
|
LOW |
1.0780 |
|
0.618 |
1.0739 |
|
1.000 |
1.0713 |
|
1.618 |
1.0672 |
|
2.618 |
1.0605 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0859 |
| PP |
1.0820 |
1.0851 |
| S1 |
1.0814 |
1.0842 |
|