CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0801 |
0.0101 |
0.9% |
1.0847 |
| High |
1.0817 |
1.0853 |
0.0036 |
0.3% |
1.0853 |
| Low |
1.0644 |
1.0769 |
0.0125 |
1.2% |
1.0644 |
| Close |
1.0806 |
1.0800 |
-0.0006 |
-0.1% |
1.0800 |
| Range |
0.0173 |
0.0084 |
-0.0089 |
-51.4% |
0.0209 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
53,160 |
32,279 |
-20,881 |
-39.3% |
174,589 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1014 |
1.0846 |
|
| R3 |
1.0975 |
1.0930 |
1.0823 |
|
| R2 |
1.0891 |
1.0891 |
1.0815 |
|
| R1 |
1.0846 |
1.0846 |
1.0808 |
1.0827 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0798 |
| S1 |
1.0762 |
1.0762 |
1.0792 |
1.0743 |
| S2 |
1.0723 |
1.0723 |
1.0785 |
|
| S3 |
1.0639 |
1.0678 |
1.0777 |
|
| S4 |
1.0555 |
1.0594 |
1.0754 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1305 |
1.0915 |
|
| R3 |
1.1184 |
1.1096 |
1.0857 |
|
| R2 |
1.0975 |
1.0975 |
1.0838 |
|
| R1 |
1.0887 |
1.0887 |
1.0819 |
1.0827 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0735 |
| S1 |
1.0678 |
1.0678 |
1.0781 |
1.0618 |
| S2 |
1.0557 |
1.0557 |
1.0762 |
|
| S3 |
1.0348 |
1.0469 |
1.0743 |
|
| S4 |
1.0139 |
1.0260 |
1.0685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0853 |
1.0644 |
0.0209 |
1.9% |
0.0103 |
1.0% |
75% |
True |
False |
34,917 |
| 10 |
1.0904 |
1.0644 |
0.0260 |
2.4% |
0.0087 |
0.8% |
60% |
False |
False |
30,963 |
| 20 |
1.0904 |
1.0628 |
0.0276 |
2.6% |
0.0092 |
0.8% |
62% |
False |
False |
29,810 |
| 40 |
1.0904 |
1.0259 |
0.0645 |
6.0% |
0.0102 |
0.9% |
84% |
False |
False |
30,800 |
| 60 |
1.0962 |
1.0192 |
0.0770 |
7.1% |
0.0113 |
1.0% |
79% |
False |
False |
24,827 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0102 |
0.9% |
79% |
False |
False |
18,627 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0085 |
0.8% |
79% |
False |
False |
14,903 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0073 |
0.7% |
79% |
False |
False |
12,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1073 |
|
1.618 |
1.0989 |
|
1.000 |
1.0937 |
|
0.618 |
1.0905 |
|
HIGH |
1.0853 |
|
0.618 |
1.0821 |
|
0.500 |
1.0811 |
|
0.382 |
1.0801 |
|
LOW |
1.0769 |
|
0.618 |
1.0717 |
|
1.000 |
1.0685 |
|
1.618 |
1.0633 |
|
2.618 |
1.0549 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0811 |
1.0783 |
| PP |
1.0807 |
1.0766 |
| S1 |
1.0804 |
1.0749 |
|