CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0862 |
0.0031 |
0.3% |
1.0795 |
| High |
1.0884 |
1.0863 |
-0.0021 |
-0.2% |
1.0936 |
| Low |
1.0797 |
1.0816 |
0.0019 |
0.2% |
1.0766 |
| Close |
1.0850 |
1.0834 |
-0.0016 |
-0.1% |
1.0850 |
| Range |
0.0087 |
0.0047 |
-0.0040 |
-46.0% |
0.0170 |
| ATR |
0.0096 |
0.0092 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
28,327 |
15,440 |
-12,887 |
-45.5% |
151,806 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0953 |
1.0860 |
|
| R3 |
1.0932 |
1.0906 |
1.0847 |
|
| R2 |
1.0885 |
1.0885 |
1.0843 |
|
| R1 |
1.0859 |
1.0859 |
1.0838 |
1.0849 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0832 |
| S1 |
1.0812 |
1.0812 |
1.0830 |
1.0802 |
| S2 |
1.0791 |
1.0791 |
1.0825 |
|
| S3 |
1.0744 |
1.0765 |
1.0821 |
|
| S4 |
1.0697 |
1.0718 |
1.0808 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1275 |
1.0944 |
|
| R3 |
1.1191 |
1.1105 |
1.0897 |
|
| R2 |
1.1021 |
1.1021 |
1.0881 |
|
| R1 |
1.0935 |
1.0935 |
1.0866 |
1.0978 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0872 |
| S1 |
1.0765 |
1.0765 |
1.0834 |
1.0808 |
| S2 |
1.0681 |
1.0681 |
1.0819 |
|
| S3 |
1.0511 |
1.0595 |
1.0803 |
|
| S4 |
1.0341 |
1.0425 |
1.0757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0936 |
1.0766 |
0.0170 |
1.6% |
0.0087 |
0.8% |
40% |
False |
False |
29,593 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0094 |
0.9% |
65% |
False |
False |
32,089 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0092 |
0.9% |
65% |
False |
False |
30,885 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0100 |
0.9% |
85% |
False |
False |
30,398 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0107 |
1.0% |
82% |
False |
False |
27,540 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0105 |
1.0% |
84% |
False |
False |
20,718 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0090 |
0.8% |
84% |
False |
False |
16,575 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0077 |
0.7% |
84% |
False |
False |
13,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0986 |
|
1.618 |
1.0939 |
|
1.000 |
1.0910 |
|
0.618 |
1.0892 |
|
HIGH |
1.0863 |
|
0.618 |
1.0845 |
|
0.500 |
1.0840 |
|
0.382 |
1.0834 |
|
LOW |
1.0816 |
|
0.618 |
1.0787 |
|
1.000 |
1.0769 |
|
1.618 |
1.0740 |
|
2.618 |
1.0693 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0831 |
| PP |
1.0838 |
1.0828 |
| S1 |
1.0836 |
1.0825 |
|