CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0547 |
1.0648 |
0.0101 |
1.0% |
1.0361 |
| High |
1.0669 |
1.0693 |
0.0024 |
0.2% |
1.0642 |
| Low |
1.0533 |
1.0591 |
0.0058 |
0.6% |
1.0259 |
| Close |
1.0644 |
1.0629 |
-0.0015 |
-0.1% |
1.0569 |
| Range |
0.0136 |
0.0102 |
-0.0034 |
-25.0% |
0.0383 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
28,479 |
38,548 |
10,069 |
35.4% |
187,530 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0888 |
1.0685 |
|
| R3 |
1.0842 |
1.0786 |
1.0657 |
|
| R2 |
1.0740 |
1.0740 |
1.0648 |
|
| R1 |
1.0684 |
1.0684 |
1.0638 |
1.0661 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0626 |
| S1 |
1.0582 |
1.0582 |
1.0620 |
1.0559 |
| S2 |
1.0536 |
1.0536 |
1.0610 |
|
| S3 |
1.0434 |
1.0480 |
1.0601 |
|
| S4 |
1.0332 |
1.0378 |
1.0573 |
|
|
| 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 |
1.0693 |
1.0362 |
0.0331 |
3.1% |
0.0137 |
1.3% |
81% |
True |
False |
33,913 |
| 10 |
1.0693 |
1.0259 |
0.0434 |
4.1% |
0.0134 |
1.3% |
85% |
True |
False |
35,589 |
| 20 |
1.0902 |
1.0259 |
0.0643 |
6.0% |
0.0118 |
1.1% |
58% |
False |
False |
33,931 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0126 |
1.2% |
57% |
False |
False |
21,219 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0103 |
1.0% |
57% |
False |
False |
14,154 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0084 |
0.8% |
57% |
False |
False |
10,617 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0067 |
0.6% |
57% |
False |
False |
8,494 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0056 |
0.5% |
51% |
False |
False |
7,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0960 |
|
1.618 |
1.0858 |
|
1.000 |
1.0795 |
|
0.618 |
1.0756 |
|
HIGH |
1.0693 |
|
0.618 |
1.0654 |
|
0.500 |
1.0642 |
|
0.382 |
1.0630 |
|
LOW |
1.0591 |
|
0.618 |
1.0528 |
|
1.000 |
1.0489 |
|
1.618 |
1.0426 |
|
2.618 |
1.0324 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0617 |
| PP |
1.0638 |
1.0605 |
| S1 |
1.0633 |
1.0594 |
|