CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0837 |
-0.0025 |
-0.2% |
1.0795 |
| High |
1.0863 |
1.0906 |
0.0043 |
0.4% |
1.0936 |
| Low |
1.0816 |
1.0834 |
0.0018 |
0.2% |
1.0766 |
| Close |
1.0834 |
1.0891 |
0.0057 |
0.5% |
1.0850 |
| Range |
0.0047 |
0.0072 |
0.0025 |
53.2% |
0.0170 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
15,440 |
34,466 |
19,026 |
123.2% |
151,806 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1064 |
1.0931 |
|
| R3 |
1.1021 |
1.0992 |
1.0911 |
|
| R2 |
1.0949 |
1.0949 |
1.0904 |
|
| R1 |
1.0920 |
1.0920 |
1.0898 |
1.0935 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0884 |
| S1 |
1.0848 |
1.0848 |
1.0884 |
1.0863 |
| S2 |
1.0805 |
1.0805 |
1.0878 |
|
| S3 |
1.0733 |
1.0776 |
1.0871 |
|
| S4 |
1.0661 |
1.0704 |
1.0851 |
|
|
| 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 |
1.0915 |
1.0766 |
0.0149 |
1.4% |
0.0076 |
0.7% |
84% |
False |
False |
27,819 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0089 |
0.8% |
85% |
False |
False |
31,623 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0093 |
0.9% |
85% |
False |
False |
31,443 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0100 |
0.9% |
93% |
False |
False |
30,628 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0105 |
1.0% |
90% |
False |
False |
28,104 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0105 |
1.0% |
91% |
False |
False |
21,148 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0090 |
0.8% |
91% |
False |
False |
16,920 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0077 |
0.7% |
91% |
False |
False |
14,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1094 |
|
1.618 |
1.1022 |
|
1.000 |
1.0978 |
|
0.618 |
1.0950 |
|
HIGH |
1.0906 |
|
0.618 |
1.0878 |
|
0.500 |
1.0870 |
|
0.382 |
1.0862 |
|
LOW |
1.0834 |
|
0.618 |
1.0790 |
|
1.000 |
1.0762 |
|
1.618 |
1.0718 |
|
2.618 |
1.0646 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0878 |
| PP |
1.0877 |
1.0865 |
| S1 |
1.0870 |
1.0852 |
|