CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0905 |
1.0855 |
-0.0050 |
-0.5% |
1.0797 |
| High |
1.0910 |
1.0855 |
-0.0055 |
-0.5% |
1.0938 |
| Low |
1.0838 |
1.0738 |
-0.0100 |
-0.9% |
1.0780 |
| Close |
1.0860 |
1.0753 |
-0.0107 |
-1.0% |
1.0859 |
| Range |
0.0072 |
0.0117 |
0.0045 |
62.5% |
0.0158 |
| ATR |
0.0072 |
0.0075 |
0.0004 |
5.0% |
0.0000 |
| Volume |
246 |
395 |
149 |
60.6% |
350 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1060 |
1.0817 |
|
| R3 |
1.1016 |
1.0943 |
1.0785 |
|
| R2 |
1.0899 |
1.0899 |
1.0774 |
|
| R1 |
1.0826 |
1.0826 |
1.0764 |
1.0804 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0771 |
| S1 |
1.0709 |
1.0709 |
1.0742 |
1.0687 |
| S2 |
1.0665 |
1.0665 |
1.0732 |
|
| S3 |
1.0548 |
1.0592 |
1.0721 |
|
| S4 |
1.0431 |
1.0475 |
1.0689 |
|
|
| 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 |
1.0738 |
0.0172 |
1.6% |
0.0070 |
0.7% |
9% |
False |
True |
179 |
| 10 |
1.0938 |
1.0738 |
0.0200 |
1.9% |
0.0072 |
0.7% |
8% |
False |
True |
121 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
32% |
False |
False |
73 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
6.0% |
0.0062 |
0.6% |
71% |
False |
False |
43 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0050 |
0.5% |
68% |
False |
False |
30 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0039 |
0.4% |
71% |
False |
False |
23 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0031 |
0.3% |
71% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1161 |
|
1.618 |
1.1044 |
|
1.000 |
1.0972 |
|
0.618 |
1.0927 |
|
HIGH |
1.0855 |
|
0.618 |
1.0810 |
|
0.500 |
1.0797 |
|
0.382 |
1.0783 |
|
LOW |
1.0738 |
|
0.618 |
1.0666 |
|
1.000 |
1.0621 |
|
1.618 |
1.0549 |
|
2.618 |
1.0432 |
|
4.250 |
1.0241 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0797 |
1.0824 |
| PP |
1.0782 |
1.0800 |
| S1 |
1.0768 |
1.0777 |
|