CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0852 |
0.0050 |
0.5% |
1.0773 |
| High |
1.0864 |
1.0904 |
0.0040 |
0.4% |
1.0840 |
| Low |
1.0769 |
1.0838 |
0.0069 |
0.6% |
1.0653 |
| Close |
1.0853 |
1.0880 |
0.0027 |
0.2% |
1.0772 |
| Range |
0.0095 |
0.0066 |
-0.0029 |
-30.5% |
0.0187 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
28,622 |
29,447 |
825 |
2.9% |
160,068 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1042 |
1.0916 |
|
| R3 |
1.1006 |
1.0976 |
1.0898 |
|
| R2 |
1.0940 |
1.0940 |
1.0892 |
|
| R1 |
1.0910 |
1.0910 |
1.0886 |
1.0925 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0882 |
| S1 |
1.0844 |
1.0844 |
1.0874 |
1.0859 |
| S2 |
1.0808 |
1.0808 |
1.0868 |
|
| S3 |
1.0742 |
1.0778 |
1.0862 |
|
| S4 |
1.0676 |
1.0712 |
1.0844 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1231 |
1.0875 |
|
| R3 |
1.1129 |
1.1044 |
1.0823 |
|
| R2 |
1.0942 |
1.0942 |
1.0806 |
|
| R1 |
1.0857 |
1.0857 |
1.0789 |
1.0806 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0730 |
| S1 |
1.0670 |
1.0670 |
1.0755 |
1.0619 |
| S2 |
1.0568 |
1.0568 |
1.0738 |
|
| S3 |
1.0381 |
1.0483 |
1.0721 |
|
| S4 |
1.0194 |
1.0296 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0088 |
0.8% |
90% |
True |
False |
29,970 |
| 10 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0091 |
0.8% |
90% |
True |
False |
29,803 |
| 20 |
1.0904 |
1.0494 |
0.0410 |
3.8% |
0.0092 |
0.8% |
94% |
True |
False |
28,240 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0105 |
1.0% |
88% |
False |
False |
31,126 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0112 |
1.0% |
89% |
False |
False |
21,558 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0097 |
0.9% |
89% |
False |
False |
16,173 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0082 |
0.7% |
89% |
False |
False |
12,939 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0068 |
0.6% |
89% |
False |
False |
10,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1185 |
|
2.618 |
1.1077 |
|
1.618 |
1.1011 |
|
1.000 |
1.0970 |
|
0.618 |
1.0945 |
|
HIGH |
1.0904 |
|
0.618 |
1.0879 |
|
0.500 |
1.0871 |
|
0.382 |
1.0863 |
|
LOW |
1.0838 |
|
0.618 |
1.0797 |
|
1.000 |
1.0772 |
|
1.618 |
1.0731 |
|
2.618 |
1.0665 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0864 |
| PP |
1.0874 |
1.0848 |
| S1 |
1.0871 |
1.0833 |
|