CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0860 |
1.0862 |
0.0002 |
0.0% |
1.0797 |
| High |
1.0868 |
1.0910 |
0.0042 |
0.4% |
1.0938 |
| Low |
1.0834 |
1.0846 |
0.0012 |
0.1% |
1.0780 |
| Close |
1.0843 |
1.0900 |
0.0057 |
0.5% |
1.0859 |
| Range |
0.0034 |
0.0064 |
0.0030 |
88.2% |
0.0158 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
68 |
102 |
34 |
50.0% |
350 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1053 |
1.0935 |
|
| R3 |
1.1013 |
1.0989 |
1.0918 |
|
| R2 |
1.0949 |
1.0949 |
1.0912 |
|
| R1 |
1.0925 |
1.0925 |
1.0906 |
1.0937 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0892 |
| S1 |
1.0861 |
1.0861 |
1.0894 |
1.0873 |
| S2 |
1.0821 |
1.0821 |
1.0888 |
|
| S3 |
1.0757 |
1.0797 |
1.0882 |
|
| S4 |
1.0693 |
1.0733 |
1.0865 |
|
|
| 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 |
1.0920 |
1.0780 |
0.0140 |
1.3% |
0.0061 |
0.6% |
86% |
False |
False |
84 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0072 |
0.7% |
86% |
False |
False |
65 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0065 |
0.6% |
86% |
False |
False |
43 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0058 |
0.5% |
94% |
False |
False |
27 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0047 |
0.4% |
91% |
False |
False |
19 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0036 |
0.3% |
91% |
False |
False |
15 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0029 |
0.3% |
91% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1078 |
|
1.618 |
1.1014 |
|
1.000 |
1.0974 |
|
0.618 |
1.0950 |
|
HIGH |
1.0910 |
|
0.618 |
1.0886 |
|
0.500 |
1.0878 |
|
0.382 |
1.0870 |
|
LOW |
1.0846 |
|
0.618 |
1.0806 |
|
1.000 |
1.0782 |
|
1.618 |
1.0742 |
|
2.618 |
1.0678 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0893 |
1.0887 |
| PP |
1.0885 |
1.0874 |
| S1 |
1.0878 |
1.0862 |
|