CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0920 |
0.0069 |
0.6% |
1.0790 |
| High |
1.0938 |
1.0920 |
-0.0018 |
-0.2% |
1.0857 |
| Low |
1.0828 |
1.0847 |
0.0019 |
0.2% |
1.0667 |
| Close |
1.0916 |
1.0865 |
-0.0051 |
-0.5% |
1.0809 |
| Range |
0.0110 |
0.0073 |
-0.0037 |
-33.6% |
0.0190 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
10 |
78 |
68 |
680.0% |
166 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.1054 |
1.0905 |
|
| R3 |
1.1023 |
1.0981 |
1.0885 |
|
| R2 |
1.0950 |
1.0950 |
1.0878 |
|
| R1 |
1.0908 |
1.0908 |
1.0872 |
1.0893 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0870 |
| S1 |
1.0835 |
1.0835 |
1.0858 |
1.0820 |
| S2 |
1.0804 |
1.0804 |
1.0852 |
|
| S3 |
1.0731 |
1.0762 |
1.0845 |
|
| S4 |
1.0658 |
1.0689 |
1.0825 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1268 |
1.0914 |
|
| R3 |
1.1158 |
1.1078 |
1.0861 |
|
| R2 |
1.0968 |
1.0968 |
1.0844 |
|
| R1 |
1.0888 |
1.0888 |
1.0826 |
1.0928 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0798 |
| S1 |
1.0698 |
1.0698 |
1.0792 |
1.0738 |
| S2 |
1.0588 |
1.0588 |
1.0774 |
|
| S3 |
1.0398 |
1.0508 |
1.0757 |
|
| S4 |
1.0208 |
1.0318 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0091 |
0.8% |
73% |
False |
False |
52 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0067 |
0.6% |
73% |
False |
False |
44 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0062 |
0.6% |
73% |
False |
False |
32 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0054 |
0.5% |
89% |
False |
False |
19 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0043 |
0.4% |
85% |
False |
False |
14 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.7% |
0.0033 |
0.3% |
87% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.1111 |
|
1.618 |
1.1038 |
|
1.000 |
1.0993 |
|
0.618 |
1.0965 |
|
HIGH |
1.0920 |
|
0.618 |
1.0892 |
|
0.500 |
1.0884 |
|
0.382 |
1.0875 |
|
LOW |
1.0847 |
|
0.618 |
1.0802 |
|
1.000 |
1.0774 |
|
1.618 |
1.0729 |
|
2.618 |
1.0656 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0868 |
| PP |
1.0877 |
1.0867 |
| S1 |
1.0871 |
1.0866 |
|