CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0899 |
0.0062 |
0.6% |
1.0795 |
| High |
1.0906 |
1.0906 |
0.0000 |
0.0% |
1.0936 |
| Low |
1.0834 |
1.0829 |
-0.0005 |
0.0% |
1.0766 |
| Close |
1.0891 |
1.0852 |
-0.0039 |
-0.4% |
1.0850 |
| Range |
0.0072 |
0.0077 |
0.0005 |
6.9% |
0.0170 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
34,466 |
28,146 |
-6,320 |
-18.3% |
151,806 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1050 |
1.0894 |
|
| R3 |
1.1016 |
1.0973 |
1.0873 |
|
| R2 |
1.0939 |
1.0939 |
1.0866 |
|
| R1 |
1.0896 |
1.0896 |
1.0859 |
1.0879 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0854 |
| S1 |
1.0819 |
1.0819 |
1.0845 |
1.0802 |
| S2 |
1.0785 |
1.0785 |
1.0838 |
|
| S3 |
1.0708 |
1.0742 |
1.0831 |
|
| S4 |
1.0631 |
1.0665 |
1.0810 |
|
|
| 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 |
1.0906 |
1.0766 |
0.0140 |
1.3% |
0.0075 |
0.7% |
61% |
True |
False |
26,897 |
| 10 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0091 |
0.8% |
71% |
False |
False |
31,529 |
| 20 |
1.0936 |
1.0644 |
0.0292 |
2.7% |
0.0090 |
0.8% |
71% |
False |
False |
30,688 |
| 40 |
1.0936 |
1.0259 |
0.0677 |
6.2% |
0.0099 |
0.9% |
88% |
False |
False |
30,668 |
| 60 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0105 |
1.0% |
84% |
False |
False |
28,561 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0106 |
1.0% |
86% |
False |
False |
21,500 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0090 |
0.8% |
86% |
False |
False |
17,201 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0078 |
0.7% |
86% |
False |
False |
14,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1108 |
|
1.618 |
1.1031 |
|
1.000 |
1.0983 |
|
0.618 |
1.0954 |
|
HIGH |
1.0906 |
|
0.618 |
1.0877 |
|
0.500 |
1.0868 |
|
0.382 |
1.0858 |
|
LOW |
1.0829 |
|
0.618 |
1.0781 |
|
1.000 |
1.0752 |
|
1.618 |
1.0704 |
|
2.618 |
1.0627 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0861 |
| PP |
1.0862 |
1.0858 |
| S1 |
1.0857 |
1.0855 |
|