CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0905 |
0.0043 |
0.4% |
1.0797 |
| High |
1.0910 |
1.0910 |
0.0000 |
0.0% |
1.0938 |
| Low |
1.0846 |
1.0838 |
-0.0008 |
-0.1% |
1.0780 |
| Close |
1.0900 |
1.0860 |
-0.0040 |
-0.4% |
1.0859 |
| Range |
0.0064 |
0.0072 |
0.0008 |
12.5% |
0.0158 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102 |
246 |
144 |
141.2% |
350 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1085 |
1.1045 |
1.0900 |
|
| R3 |
1.1013 |
1.0973 |
1.0880 |
|
| R2 |
1.0941 |
1.0941 |
1.0873 |
|
| R1 |
1.0901 |
1.0901 |
1.0867 |
1.0885 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0862 |
| S1 |
1.0829 |
1.0829 |
1.0853 |
1.0813 |
| S2 |
1.0797 |
1.0797 |
1.0847 |
|
| S3 |
1.0725 |
1.0757 |
1.0840 |
|
| S4 |
1.0653 |
1.0685 |
1.0820 |
|
|
| 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 |
1.0910 |
1.0780 |
0.0130 |
1.2% |
0.0060 |
0.6% |
62% |
True |
False |
117 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0076 |
0.7% |
71% |
False |
False |
85 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
71% |
False |
False |
54 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0060 |
0.5% |
88% |
False |
False |
34 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0049 |
0.4% |
85% |
False |
False |
23 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0037 |
0.3% |
86% |
False |
False |
18 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0030 |
0.3% |
86% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1098 |
|
1.618 |
1.1026 |
|
1.000 |
1.0982 |
|
0.618 |
1.0954 |
|
HIGH |
1.0910 |
|
0.618 |
1.0882 |
|
0.500 |
1.0874 |
|
0.382 |
1.0866 |
|
LOW |
1.0838 |
|
0.618 |
1.0794 |
|
1.000 |
1.0766 |
|
1.618 |
1.0722 |
|
2.618 |
1.0650 |
|
4.250 |
1.0532 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0872 |
| PP |
1.0869 |
1.0868 |
| S1 |
1.0865 |
1.0864 |
|