CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0847 |
1.0804 |
-0.0043 |
-0.4% |
1.0768 |
| High |
1.0851 |
1.0815 |
-0.0036 |
-0.3% |
1.0904 |
| Low |
1.0773 |
1.0698 |
-0.0075 |
-0.7% |
1.0717 |
| Close |
1.0815 |
1.0719 |
-0.0096 |
-0.9% |
1.0844 |
| Range |
0.0078 |
0.0117 |
0.0039 |
50.0% |
0.0187 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.7% |
0.0000 |
| Volume |
20,944 |
39,125 |
18,181 |
86.8% |
135,042 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1024 |
1.0783 |
|
| R3 |
1.0978 |
1.0907 |
1.0751 |
|
| R2 |
1.0861 |
1.0861 |
1.0740 |
|
| R1 |
1.0790 |
1.0790 |
1.0730 |
1.0767 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0733 |
| S1 |
1.0673 |
1.0673 |
1.0708 |
1.0650 |
| S2 |
1.0627 |
1.0627 |
1.0698 |
|
| S3 |
1.0510 |
1.0556 |
1.0687 |
|
| S4 |
1.0393 |
1.0439 |
1.0655 |
|
|
| 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 |
1.0698 |
0.0206 |
1.9% |
0.0080 |
0.8% |
10% |
False |
True |
27,997 |
| 10 |
1.0904 |
1.0653 |
0.0251 |
2.3% |
0.0096 |
0.9% |
26% |
False |
False |
31,263 |
| 20 |
1.0904 |
1.0555 |
0.0349 |
3.3% |
0.0088 |
0.8% |
47% |
False |
False |
28,250 |
| 40 |
1.0909 |
1.0259 |
0.0650 |
6.1% |
0.0103 |
1.0% |
71% |
False |
False |
30,876 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0113 |
1.1% |
69% |
False |
False |
22,923 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0099 |
0.9% |
69% |
False |
False |
17,196 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0084 |
0.8% |
69% |
False |
False |
13,758 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0070 |
0.7% |
69% |
False |
False |
11,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1312 |
|
2.618 |
1.1121 |
|
1.618 |
1.1004 |
|
1.000 |
1.0932 |
|
0.618 |
1.0887 |
|
HIGH |
1.0815 |
|
0.618 |
1.0770 |
|
0.500 |
1.0757 |
|
0.382 |
1.0743 |
|
LOW |
1.0698 |
|
0.618 |
1.0626 |
|
1.000 |
1.0581 |
|
1.618 |
1.0509 |
|
2.618 |
1.0392 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0791 |
| PP |
1.0744 |
1.0767 |
| S1 |
1.0732 |
1.0743 |
|