CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.0628 |
1.0687 |
0.0059 |
0.6% |
1.0571 |
High |
1.0733 |
1.0709 |
-0.0024 |
-0.2% |
1.0693 |
Low |
1.0628 |
1.0635 |
0.0007 |
0.1% |
1.0494 |
Close |
1.0685 |
1.0707 |
0.0022 |
0.2% |
1.0628 |
Range |
0.0105 |
0.0074 |
-0.0031 |
-29.5% |
0.0199 |
ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.5% |
0.0000 |
Volume |
23,479 |
20,449 |
-3,030 |
-12.9% |
134,480 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0906 |
1.0880 |
1.0748 |
|
R3 |
1.0832 |
1.0806 |
1.0727 |
|
R2 |
1.0758 |
1.0758 |
1.0721 |
|
R1 |
1.0732 |
1.0732 |
1.0714 |
1.0745 |
PP |
1.0684 |
1.0684 |
1.0684 |
1.0690 |
S1 |
1.0658 |
1.0658 |
1.0700 |
1.0671 |
S2 |
1.0610 |
1.0610 |
1.0693 |
|
S3 |
1.0536 |
1.0584 |
1.0687 |
|
S4 |
1.0462 |
1.0510 |
1.0666 |
|
|
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 |
1.0555 |
0.0178 |
1.7% |
0.0087 |
0.8% |
85% |
False |
False |
25,449 |
10 |
1.0733 |
1.0267 |
0.0466 |
4.4% |
0.0120 |
1.1% |
94% |
False |
False |
30,080 |
20 |
1.0739 |
1.0259 |
0.0480 |
4.5% |
0.0109 |
1.0% |
93% |
False |
False |
30,474 |
40 |
1.0962 |
1.0239 |
0.0723 |
6.8% |
0.0121 |
1.1% |
65% |
False |
False |
23,408 |
60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0107 |
1.0% |
67% |
False |
False |
15,632 |
80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0086 |
0.8% |
67% |
False |
False |
11,725 |
100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0071 |
0.7% |
67% |
False |
False |
9,381 |
120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0059 |
0.6% |
60% |
False |
False |
7,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1024 |
2.618 |
1.0903 |
1.618 |
1.0829 |
1.000 |
1.0783 |
0.618 |
1.0755 |
HIGH |
1.0709 |
0.618 |
1.0681 |
0.500 |
1.0672 |
0.382 |
1.0663 |
LOW |
1.0635 |
0.618 |
1.0589 |
1.000 |
1.0561 |
1.618 |
1.0515 |
2.618 |
1.0441 |
4.250 |
1.0321 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0695 |
1.0689 |
PP |
1.0684 |
1.0671 |
S1 |
1.0672 |
1.0654 |
|