CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0746 |
-0.0109 |
-1.0% |
1.0860 |
| High |
1.0855 |
1.0765 |
-0.0090 |
-0.8% |
1.0910 |
| Low |
1.0738 |
1.0723 |
-0.0015 |
-0.1% |
1.0723 |
| Close |
1.0753 |
1.0751 |
-0.0002 |
0.0% |
1.0751 |
| Range |
0.0117 |
0.0042 |
-0.0075 |
-64.1% |
0.0187 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
395 |
1,103 |
708 |
179.2% |
1,914 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0854 |
1.0774 |
|
| R3 |
1.0830 |
1.0812 |
1.0763 |
|
| R2 |
1.0788 |
1.0788 |
1.0759 |
|
| R1 |
1.0770 |
1.0770 |
1.0755 |
1.0779 |
| PP |
1.0746 |
1.0746 |
1.0746 |
1.0751 |
| S1 |
1.0728 |
1.0728 |
1.0747 |
1.0737 |
| S2 |
1.0704 |
1.0704 |
1.0743 |
|
| S3 |
1.0662 |
1.0686 |
1.0739 |
|
| S4 |
1.0620 |
1.0644 |
1.0728 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1240 |
1.0854 |
|
| R3 |
1.1169 |
1.1053 |
1.0802 |
|
| R2 |
1.0982 |
1.0982 |
1.0785 |
|
| R1 |
1.0866 |
1.0866 |
1.0768 |
1.0831 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0777 |
| S1 |
1.0679 |
1.0679 |
1.0734 |
1.0644 |
| S2 |
1.0608 |
1.0608 |
1.0717 |
|
| S3 |
1.0421 |
1.0492 |
1.0700 |
|
| S4 |
1.0234 |
1.0305 |
1.0648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0910 |
1.0723 |
0.0187 |
1.7% |
0.0066 |
0.6% |
15% |
False |
True |
382 |
| 10 |
1.0938 |
1.0723 |
0.0215 |
2.0% |
0.0069 |
0.6% |
13% |
False |
True |
226 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0061 |
0.6% |
31% |
False |
False |
127 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
6.0% |
0.0060 |
0.6% |
71% |
False |
False |
71 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0051 |
0.5% |
68% |
False |
False |
48 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0039 |
0.4% |
71% |
False |
False |
37 |
| 100 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0031 |
0.3% |
71% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0875 |
|
1.618 |
1.0833 |
|
1.000 |
1.0807 |
|
0.618 |
1.0791 |
|
HIGH |
1.0765 |
|
0.618 |
1.0749 |
|
0.500 |
1.0744 |
|
0.382 |
1.0739 |
|
LOW |
1.0723 |
|
0.618 |
1.0697 |
|
1.000 |
1.0681 |
|
1.618 |
1.0655 |
|
2.618 |
1.0613 |
|
4.250 |
1.0545 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0749 |
1.0817 |
| PP |
1.0746 |
1.0795 |
| S1 |
1.0744 |
1.0773 |
|