CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.0870 |
1.0790 |
-0.0080 |
-0.7% |
1.0764 |
High |
1.0883 |
1.0824 |
-0.0059 |
-0.5% |
1.0892 |
Low |
1.0853 |
1.0788 |
-0.0065 |
-0.6% |
1.0756 |
Close |
1.0853 |
1.0824 |
-0.0029 |
-0.3% |
1.0853 |
Range |
0.0030 |
0.0036 |
0.0006 |
20.0% |
0.0136 |
ATR |
0.0068 |
0.0068 |
0.0000 |
-0.3% |
0.0000 |
Volume |
96 |
26 |
-70 |
-72.9% |
123 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0920 |
1.0908 |
1.0844 |
|
R3 |
1.0884 |
1.0872 |
1.0834 |
|
R2 |
1.0848 |
1.0848 |
1.0831 |
|
R1 |
1.0836 |
1.0836 |
1.0827 |
1.0842 |
PP |
1.0812 |
1.0812 |
1.0812 |
1.0815 |
S1 |
1.0800 |
1.0800 |
1.0821 |
1.0806 |
S2 |
1.0776 |
1.0776 |
1.0817 |
|
S3 |
1.0740 |
1.0764 |
1.0814 |
|
S4 |
1.0704 |
1.0728 |
1.0804 |
|
|
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 |
1.0788 |
0.0104 |
1.0% |
0.0027 |
0.3% |
35% |
False |
True |
26 |
10 |
1.0892 |
1.0690 |
0.0202 |
1.9% |
0.0052 |
0.5% |
66% |
False |
False |
32 |
20 |
1.0892 |
1.0556 |
0.0336 |
3.1% |
0.0050 |
0.5% |
80% |
False |
False |
19 |
40 |
1.0903 |
1.0298 |
0.0605 |
5.6% |
0.0047 |
0.4% |
87% |
False |
False |
13 |
60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0034 |
0.3% |
81% |
False |
False |
9 |
80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0026 |
0.2% |
81% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0977 |
2.618 |
1.0918 |
1.618 |
1.0882 |
1.000 |
1.0860 |
0.618 |
1.0846 |
HIGH |
1.0824 |
0.618 |
1.0810 |
0.500 |
1.0806 |
0.382 |
1.0802 |
LOW |
1.0788 |
0.618 |
1.0766 |
1.000 |
1.0752 |
1.618 |
1.0730 |
2.618 |
1.0694 |
4.250 |
1.0635 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0818 |
1.0840 |
PP |
1.0812 |
1.0835 |
S1 |
1.0806 |
1.0829 |
|