CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0831 |
1.0832 |
0.0001 |
0.0% |
1.0797 |
| High |
1.0847 |
1.0878 |
0.0031 |
0.3% |
1.0938 |
| Low |
1.0780 |
1.0813 |
0.0033 |
0.3% |
1.0780 |
| Close |
1.0834 |
1.0859 |
0.0025 |
0.2% |
1.0859 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0158 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88 |
84 |
-4 |
-4.5% |
350 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1017 |
1.0895 |
|
| R3 |
1.0980 |
1.0952 |
1.0877 |
|
| R2 |
1.0915 |
1.0915 |
1.0871 |
|
| R1 |
1.0887 |
1.0887 |
1.0865 |
1.0901 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0857 |
| S1 |
1.0822 |
1.0822 |
1.0853 |
1.0836 |
| S2 |
1.0785 |
1.0785 |
1.0847 |
|
| S3 |
1.0720 |
1.0757 |
1.0841 |
|
| S4 |
1.0655 |
1.0692 |
1.0823 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1254 |
1.0946 |
|
| R3 |
1.1175 |
1.1096 |
1.0902 |
|
| R2 |
1.1017 |
1.1017 |
1.0888 |
|
| R1 |
1.0938 |
1.0938 |
1.0873 |
1.0978 |
| PP |
1.0859 |
1.0859 |
1.0859 |
1.0879 |
| S1 |
1.0780 |
1.0780 |
1.0845 |
1.0820 |
| S2 |
1.0701 |
1.0701 |
1.0830 |
|
| S3 |
1.0543 |
1.0622 |
1.0816 |
|
| S4 |
1.0385 |
1.0464 |
1.0772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0938 |
1.0780 |
0.0158 |
1.5% |
0.0072 |
0.7% |
50% |
False |
False |
70 |
| 10 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0075 |
0.7% |
71% |
False |
False |
51 |
| 20 |
1.0938 |
1.0667 |
0.0271 |
2.5% |
0.0063 |
0.6% |
71% |
False |
False |
40 |
| 40 |
1.0938 |
1.0298 |
0.0640 |
5.9% |
0.0057 |
0.5% |
88% |
False |
False |
23 |
| 60 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0046 |
0.4% |
84% |
False |
False |
17 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0035 |
0.3% |
86% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1048 |
|
1.618 |
1.0983 |
|
1.000 |
1.0943 |
|
0.618 |
1.0918 |
|
HIGH |
1.0878 |
|
0.618 |
1.0853 |
|
0.500 |
1.0846 |
|
0.382 |
1.0838 |
|
LOW |
1.0813 |
|
0.618 |
1.0773 |
|
1.000 |
1.0748 |
|
1.618 |
1.0708 |
|
2.618 |
1.0643 |
|
4.250 |
1.0537 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0855 |
1.0856 |
| PP |
1.0850 |
1.0853 |
| S1 |
1.0846 |
1.0850 |
|