CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0860 |
0.0028 |
0.3% |
1.0797 |
| High |
1.0878 |
1.0868 |
-0.0010 |
-0.1% |
1.0938 |
| Low |
1.0813 |
1.0834 |
0.0021 |
0.2% |
1.0780 |
| Close |
1.0859 |
1.0843 |
-0.0016 |
-0.1% |
1.0859 |
| Range |
0.0065 |
0.0034 |
-0.0031 |
-47.7% |
0.0158 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
84 |
68 |
-16 |
-19.0% |
350 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0931 |
1.0862 |
|
| R3 |
1.0916 |
1.0897 |
1.0852 |
|
| R2 |
1.0882 |
1.0882 |
1.0849 |
|
| R1 |
1.0863 |
1.0863 |
1.0846 |
1.0856 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0845 |
| S1 |
1.0829 |
1.0829 |
1.0840 |
1.0822 |
| S2 |
1.0814 |
1.0814 |
1.0837 |
|
| S3 |
1.0780 |
1.0795 |
1.0834 |
|
| S4 |
1.0746 |
1.0761 |
1.0824 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1254 |
1.0946 |
|
| R3 |
1.1175 |
1.1096 |
1.0902 |
|
| R2 |
1.1017 |
1.1017 |
1.0888 |
|
| R1 |
1.0938 |
1.0938 |
1.0873 |
1.0978 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0879 |
| S1 |
1.0780 |
1.0780 |
1.0845 |
1.0820 |
| S2 |
1.0701 |
1.0701 |
1.0830 |
|
| S3 |
1.0543 |
1.0622 |
1.0816 |
|
| S4 |
1.0385 |
1.0464 |
1.0772 |
|
|
| 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% |
0.0070 |
0.6% |
40% |
False |
False |
65 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0075 |
0.7% |
65% |
False |
False |
55 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
65% |
False |
False |
43 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0058 |
0.5% |
85% |
False |
False |
25 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0046 |
0.4% |
82% |
False |
False |
18 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0036 |
0.3% |
84% |
False |
False |
14 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0028 |
0.3% |
84% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0957 |
|
1.618 |
1.0923 |
|
1.000 |
1.0902 |
|
0.618 |
1.0889 |
|
HIGH |
1.0868 |
|
0.618 |
1.0855 |
|
0.500 |
1.0851 |
|
0.382 |
1.0847 |
|
LOW |
1.0834 |
|
0.618 |
1.0813 |
|
1.000 |
1.0800 |
|
1.618 |
1.0779 |
|
2.618 |
1.0745 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0838 |
| PP |
1.0848 |
1.0834 |
| S1 |
1.0846 |
1.0829 |
|