CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0902 |
0.0077 |
0.7% |
1.0847 |
| High |
1.0936 |
1.0915 |
-0.0021 |
-0.2% |
1.0853 |
| Low |
1.0812 |
1.0829 |
0.0017 |
0.2% |
1.0644 |
| Close |
1.0907 |
1.0856 |
-0.0051 |
-0.5% |
1.0800 |
| Range |
0.0124 |
0.0086 |
-0.0038 |
-30.6% |
0.0209 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
43,336 |
32,755 |
-10,581 |
-24.4% |
174,589 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1076 |
1.0903 |
|
| R3 |
1.1039 |
1.0990 |
1.0880 |
|
| R2 |
1.0953 |
1.0953 |
1.0872 |
|
| R1 |
1.0904 |
1.0904 |
1.0864 |
1.0886 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0857 |
| S1 |
1.0818 |
1.0818 |
1.0848 |
1.0800 |
| S2 |
1.0781 |
1.0781 |
1.0840 |
|
| S3 |
1.0695 |
1.0732 |
1.0832 |
|
| S4 |
1.0609 |
1.0646 |
1.0809 |
|
|
| 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 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0107 |
1.0% |
73% |
False |
False |
36,161 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0090 |
0.8% |
73% |
False |
False |
32,125 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0094 |
0.9% |
73% |
False |
False |
31,080 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0100 |
0.9% |
88% |
False |
False |
30,667 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0110 |
1.0% |
85% |
False |
False |
26,395 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0104 |
1.0% |
86% |
False |
False |
19,819 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0088 |
0.8% |
86% |
False |
False |
15,857 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0075 |
0.7% |
86% |
False |
False |
13,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1140 |
|
1.618 |
1.1054 |
|
1.000 |
1.1001 |
|
0.618 |
1.0968 |
|
HIGH |
1.0915 |
|
0.618 |
1.0882 |
|
0.500 |
1.0872 |
|
0.382 |
1.0862 |
|
LOW |
1.0829 |
|
0.618 |
1.0776 |
|
1.000 |
1.0743 |
|
1.618 |
1.0690 |
|
2.618 |
1.0604 |
|
4.250 |
1.0464 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0856 |
| PP |
1.0867 |
1.0855 |
| S1 |
1.0861 |
1.0855 |
|