CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0870 |
-0.0001 |
0.0% |
1.0764 |
| High |
1.0892 |
1.0883 |
-0.0009 |
-0.1% |
1.0892 |
| Low |
1.0871 |
1.0853 |
-0.0018 |
-0.2% |
1.0756 |
| Close |
1.0889 |
1.0853 |
-0.0036 |
-0.3% |
1.0853 |
| Range |
0.0021 |
0.0030 |
0.0009 |
42.9% |
0.0136 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1 |
96 |
95 |
9,500.0% |
123 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0953 |
1.0933 |
1.0870 |
|
| R3 |
1.0923 |
1.0903 |
1.0861 |
|
| R2 |
1.0893 |
1.0893 |
1.0859 |
|
| R1 |
1.0873 |
1.0873 |
1.0856 |
1.0868 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0861 |
| S1 |
1.0843 |
1.0843 |
1.0850 |
1.0838 |
| S2 |
1.0833 |
1.0833 |
1.0848 |
|
| S3 |
1.0803 |
1.0813 |
1.0845 |
|
| S4 |
1.0773 |
1.0783 |
1.0837 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1183 |
1.0928 |
|
| R3 |
1.1106 |
1.1047 |
1.0890 |
|
| R2 |
1.0970 |
1.0970 |
1.0878 |
|
| R1 |
1.0911 |
1.0911 |
1.0865 |
1.0941 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0848 |
| S1 |
1.0775 |
1.0775 |
1.0841 |
1.0805 |
| S2 |
1.0698 |
1.0698 |
1.0828 |
|
| S3 |
1.0562 |
1.0639 |
1.0816 |
|
| S4 |
1.0426 |
1.0503 |
1.0778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0892 |
1.0756 |
0.0136 |
1.3% |
0.0029 |
0.3% |
71% |
False |
False |
24 |
| 10 |
1.0892 |
1.0690 |
0.0202 |
1.9% |
0.0051 |
0.5% |
81% |
False |
False |
29 |
| 20 |
1.0892 |
1.0525 |
0.0367 |
3.4% |
0.0050 |
0.5% |
89% |
False |
False |
18 |
| 40 |
1.0903 |
1.0298 |
0.0605 |
5.6% |
0.0048 |
0.4% |
92% |
False |
False |
12 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0033 |
0.3% |
85% |
False |
False |
8 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0026 |
0.2% |
85% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1011 |
|
2.618 |
1.0962 |
|
1.618 |
1.0932 |
|
1.000 |
1.0913 |
|
0.618 |
1.0902 |
|
HIGH |
1.0883 |
|
0.618 |
1.0872 |
|
0.500 |
1.0868 |
|
0.382 |
1.0864 |
|
LOW |
1.0853 |
|
0.618 |
1.0834 |
|
1.000 |
1.0823 |
|
1.618 |
1.0804 |
|
2.618 |
1.0774 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0868 |
1.0865 |
| PP |
1.0863 |
1.0861 |
| S1 |
1.0858 |
1.0857 |
|