CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0801 |
1.0795 |
-0.0006 |
-0.1% |
1.0847 |
High |
1.0853 |
1.0839 |
-0.0014 |
-0.1% |
1.0853 |
Low |
1.0769 |
1.0773 |
0.0004 |
0.0% |
1.0644 |
Close |
1.0800 |
1.0833 |
0.0033 |
0.3% |
1.0800 |
Range |
0.0084 |
0.0066 |
-0.0018 |
-21.4% |
0.0209 |
ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
32,279 |
19,278 |
-13,001 |
-40.3% |
174,589 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1013 |
1.0989 |
1.0869 |
|
R3 |
1.0947 |
1.0923 |
1.0851 |
|
R2 |
1.0881 |
1.0881 |
1.0845 |
|
R1 |
1.0857 |
1.0857 |
1.0839 |
1.0869 |
PP |
1.0815 |
1.0815 |
1.0815 |
1.0821 |
S1 |
1.0791 |
1.0791 |
1.0827 |
1.0803 |
S2 |
1.0749 |
1.0749 |
1.0821 |
|
S3 |
1.0683 |
1.0725 |
1.0815 |
|
S4 |
1.0617 |
1.0659 |
1.0797 |
|
|
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% |
0.0100 |
0.9% |
90% |
False |
False |
34,584 |
10 |
1.0904 |
1.0644 |
0.0260 |
2.4% |
0.0085 |
0.8% |
73% |
False |
False |
30,050 |
20 |
1.0904 |
1.0635 |
0.0269 |
2.5% |
0.0090 |
0.8% |
74% |
False |
False |
29,600 |
40 |
1.0904 |
1.0259 |
0.0645 |
6.0% |
0.0100 |
0.9% |
89% |
False |
False |
30,463 |
60 |
1.0962 |
1.0239 |
0.0723 |
6.7% |
0.0111 |
1.0% |
82% |
False |
False |
25,144 |
80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0102 |
0.9% |
83% |
False |
False |
18,868 |
100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0086 |
0.8% |
83% |
False |
False |
15,096 |
120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0073 |
0.7% |
83% |
False |
False |
12,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1120 |
2.618 |
1.1012 |
1.618 |
1.0946 |
1.000 |
1.0905 |
0.618 |
1.0880 |
HIGH |
1.0839 |
0.618 |
1.0814 |
0.500 |
1.0806 |
0.382 |
1.0798 |
LOW |
1.0773 |
0.618 |
1.0732 |
1.000 |
1.0707 |
1.618 |
1.0666 |
2.618 |
1.0600 |
4.250 |
1.0493 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0824 |
1.0805 |
PP |
1.0815 |
1.0777 |
S1 |
1.0806 |
1.0749 |
|