CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0593 |
1.0628 |
0.0035 |
0.3% |
1.0571 |
| High |
1.0647 |
1.0733 |
0.0086 |
0.8% |
1.0693 |
| Low |
1.0574 |
1.0628 |
0.0054 |
0.5% |
1.0494 |
| Close |
1.0628 |
1.0685 |
0.0057 |
0.5% |
1.0628 |
| Range |
0.0073 |
0.0105 |
0.0032 |
43.8% |
0.0199 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
20,532 |
23,479 |
2,947 |
14.4% |
134,480 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0946 |
1.0743 |
|
| R3 |
1.0892 |
1.0841 |
1.0714 |
|
| R2 |
1.0787 |
1.0787 |
1.0704 |
|
| R1 |
1.0736 |
1.0736 |
1.0695 |
1.0762 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0695 |
| S1 |
1.0631 |
1.0631 |
1.0675 |
1.0657 |
| S2 |
1.0577 |
1.0577 |
1.0666 |
|
| S3 |
1.0472 |
1.0526 |
1.0656 |
|
| S4 |
1.0367 |
1.0421 |
1.0627 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1114 |
1.0737 |
|
| R3 |
1.1003 |
1.0915 |
1.0683 |
|
| R2 |
1.0804 |
1.0804 |
1.0664 |
|
| R1 |
1.0716 |
1.0716 |
1.0646 |
1.0760 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0627 |
| S1 |
1.0517 |
1.0517 |
1.0610 |
1.0561 |
| S2 |
1.0406 |
1.0406 |
1.0592 |
|
| S3 |
1.0207 |
1.0318 |
1.0573 |
|
| S4 |
1.0008 |
1.0119 |
1.0519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0733 |
1.0533 |
0.0200 |
1.9% |
0.0099 |
0.9% |
76% |
True |
False |
27,055 |
| 10 |
1.0733 |
1.0259 |
0.0474 |
4.4% |
0.0125 |
1.2% |
90% |
True |
False |
32,199 |
| 20 |
1.0748 |
1.0259 |
0.0489 |
4.6% |
0.0110 |
1.0% |
87% |
False |
False |
31,326 |
| 40 |
1.0962 |
1.0239 |
0.0723 |
6.8% |
0.0122 |
1.1% |
62% |
False |
False |
22,916 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
64% |
False |
False |
15,291 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0085 |
0.8% |
64% |
False |
False |
11,470 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0070 |
0.7% |
64% |
False |
False |
9,176 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0058 |
0.5% |
58% |
False |
False |
7,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1008 |
|
1.618 |
1.0903 |
|
1.000 |
1.0838 |
|
0.618 |
1.0798 |
|
HIGH |
1.0733 |
|
0.618 |
1.0693 |
|
0.500 |
1.0681 |
|
0.382 |
1.0668 |
|
LOW |
1.0628 |
|
0.618 |
1.0563 |
|
1.000 |
1.0523 |
|
1.618 |
1.0458 |
|
2.618 |
1.0353 |
|
4.250 |
1.0182 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0671 |
| PP |
1.0682 |
1.0658 |
| S1 |
1.0681 |
1.0644 |
|