CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0565 |
1.0571 |
0.0006 |
0.1% |
1.0361 |
| High |
1.0600 |
1.0580 |
-0.0020 |
-0.2% |
1.0642 |
| Low |
1.0517 |
1.0494 |
-0.0023 |
-0.2% |
1.0259 |
| Close |
1.0569 |
1.0554 |
-0.0015 |
-0.1% |
1.0569 |
| Range |
0.0083 |
0.0086 |
0.0003 |
3.6% |
0.0383 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
30,540 |
22,683 |
-7,857 |
-25.7% |
187,530 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0763 |
1.0601 |
|
| R3 |
1.0715 |
1.0677 |
1.0578 |
|
| R2 |
1.0629 |
1.0629 |
1.0570 |
|
| R1 |
1.0591 |
1.0591 |
1.0562 |
1.0567 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0531 |
| S1 |
1.0505 |
1.0505 |
1.0546 |
1.0481 |
| S2 |
1.0457 |
1.0457 |
1.0538 |
|
| S3 |
1.0371 |
1.0419 |
1.0530 |
|
| S4 |
1.0285 |
1.0333 |
1.0507 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1487 |
1.0780 |
|
| R3 |
1.1256 |
1.1104 |
1.0674 |
|
| R2 |
1.0873 |
1.0873 |
1.0639 |
|
| R1 |
1.0721 |
1.0721 |
1.0604 |
1.0797 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0528 |
| S1 |
1.0338 |
1.0338 |
1.0534 |
1.0414 |
| S2 |
1.0107 |
1.0107 |
1.0499 |
|
| S3 |
0.9724 |
0.9955 |
1.0464 |
|
| S4 |
0.9341 |
0.9572 |
1.0358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0151 |
1.4% |
77% |
False |
False |
37,342 |
| 10 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0128 |
1.2% |
77% |
False |
False |
34,069 |
| 20 |
1.0909 |
1.0259 |
0.0650 |
6.2% |
0.0115 |
1.1% |
45% |
False |
False |
33,340 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0123 |
1.2% |
47% |
False |
False |
19,547 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0101 |
1.0% |
47% |
False |
False |
13,037 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0081 |
0.8% |
47% |
False |
False |
9,779 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0065 |
0.6% |
47% |
False |
False |
7,824 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0054 |
0.5% |
43% |
False |
False |
6,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0946 |
|
2.618 |
1.0805 |
|
1.618 |
1.0719 |
|
1.000 |
1.0666 |
|
0.618 |
1.0633 |
|
HIGH |
1.0580 |
|
0.618 |
1.0547 |
|
0.500 |
1.0537 |
|
0.382 |
1.0527 |
|
LOW |
1.0494 |
|
0.618 |
1.0441 |
|
1.000 |
1.0408 |
|
1.618 |
1.0355 |
|
2.618 |
1.0269 |
|
4.250 |
1.0129 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0537 |
| PP |
1.0543 |
1.0519 |
| S1 |
1.0537 |
1.0502 |
|