CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0700 |
-0.0019 |
-0.2% |
1.0768 |
| High |
1.0728 |
1.0817 |
0.0089 |
0.8% |
1.0904 |
| Low |
1.0666 |
1.0644 |
-0.0022 |
-0.2% |
1.0717 |
| Close |
1.0700 |
1.0806 |
0.0106 |
1.0% |
1.0844 |
| Range |
0.0062 |
0.0173 |
0.0111 |
179.0% |
0.0187 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
6.1% |
0.0000 |
| Volume |
29,081 |
53,160 |
24,079 |
82.8% |
135,042 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1213 |
1.0901 |
|
| R3 |
1.1102 |
1.1040 |
1.0854 |
|
| R2 |
1.0929 |
1.0929 |
1.0838 |
|
| R1 |
1.0867 |
1.0867 |
1.0822 |
1.0898 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0771 |
| S1 |
1.0694 |
1.0694 |
1.0790 |
1.0725 |
| S2 |
1.0583 |
1.0583 |
1.0774 |
|
| S3 |
1.0410 |
1.0521 |
1.0758 |
|
| S4 |
1.0237 |
1.0348 |
1.0711 |
|
|
| 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 |
1.0884 |
1.0644 |
0.0240 |
2.2% |
0.0095 |
0.9% |
68% |
False |
True |
32,831 |
| 10 |
1.0904 |
1.0644 |
0.0260 |
2.4% |
0.0091 |
0.8% |
62% |
False |
True |
31,400 |
| 20 |
1.0904 |
1.0574 |
0.0330 |
3.1% |
0.0091 |
0.8% |
70% |
False |
False |
29,223 |
| 40 |
1.0904 |
1.0259 |
0.0645 |
6.0% |
0.0103 |
1.0% |
85% |
False |
False |
31,294 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0114 |
1.1% |
80% |
False |
False |
24,290 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0101 |
0.9% |
80% |
False |
False |
18,224 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0085 |
0.8% |
80% |
False |
False |
14,581 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0072 |
0.7% |
80% |
False |
False |
12,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1270 |
|
1.618 |
1.1097 |
|
1.000 |
1.0990 |
|
0.618 |
1.0924 |
|
HIGH |
1.0817 |
|
0.618 |
1.0751 |
|
0.500 |
1.0731 |
|
0.382 |
1.0710 |
|
LOW |
1.0644 |
|
0.618 |
1.0537 |
|
1.000 |
1.0471 |
|
1.618 |
1.0364 |
|
2.618 |
1.0191 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0781 |
| PP |
1.0756 |
1.0756 |
| S1 |
1.0731 |
1.0731 |
|