CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0847 |
-0.0028 |
-0.3% |
1.0768 |
| High |
1.0884 |
1.0851 |
-0.0033 |
-0.3% |
1.0904 |
| Low |
1.0838 |
1.0773 |
-0.0065 |
-0.6% |
1.0717 |
| Close |
1.0844 |
1.0815 |
-0.0029 |
-0.3% |
1.0844 |
| Range |
0.0046 |
0.0078 |
0.0032 |
69.6% |
0.0187 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
21,847 |
20,944 |
-903 |
-4.1% |
135,042 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1009 |
1.0858 |
|
| R3 |
1.0969 |
1.0931 |
1.0836 |
|
| R2 |
1.0891 |
1.0891 |
1.0829 |
|
| R1 |
1.0853 |
1.0853 |
1.0822 |
1.0833 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0803 |
| S1 |
1.0775 |
1.0775 |
1.0808 |
1.0755 |
| S2 |
1.0735 |
1.0735 |
1.0801 |
|
| S3 |
1.0657 |
1.0697 |
1.0794 |
|
| S4 |
1.0579 |
1.0619 |
1.0772 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1383 |
1.1300 |
1.0947 |
|
| R3 |
1.1196 |
1.1113 |
1.0895 |
|
| R2 |
1.1009 |
1.1009 |
1.0878 |
|
| R1 |
1.0926 |
1.0926 |
1.0861 |
1.0968 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0842 |
| S1 |
1.0739 |
1.0739 |
1.0827 |
1.0781 |
| S2 |
1.0635 |
1.0635 |
1.0810 |
|
| S3 |
1.0448 |
1.0552 |
1.0793 |
|
| S4 |
1.0261 |
1.0365 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0904 |
1.0761 |
0.0143 |
1.3% |
0.0070 |
0.7% |
38% |
False |
False |
25,515 |
| 10 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0091 |
0.8% |
65% |
False |
False |
29,682 |
| 20 |
1.0904 |
1.0533 |
0.0371 |
3.4% |
0.0089 |
0.8% |
76% |
False |
False |
27,718 |
| 40 |
1.0909 |
1.0259 |
0.0650 |
6.0% |
0.0102 |
0.9% |
86% |
False |
False |
30,529 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0112 |
1.0% |
81% |
False |
False |
22,271 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0098 |
0.9% |
81% |
False |
False |
16,707 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0083 |
0.8% |
81% |
False |
False |
13,367 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0069 |
0.6% |
81% |
False |
False |
11,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1055 |
|
1.618 |
1.0977 |
|
1.000 |
1.0929 |
|
0.618 |
1.0899 |
|
HIGH |
1.0851 |
|
0.618 |
1.0821 |
|
0.500 |
1.0812 |
|
0.382 |
1.0803 |
|
LOW |
1.0773 |
|
0.618 |
1.0725 |
|
1.000 |
1.0695 |
|
1.618 |
1.0647 |
|
2.618 |
1.0569 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0839 |
| PP |
1.0813 |
1.0831 |
| S1 |
1.0812 |
1.0823 |
|