CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0703 |
1.0674 |
-0.0029 |
-0.3% |
1.0571 |
| High |
1.0711 |
1.0777 |
0.0066 |
0.6% |
1.0693 |
| Low |
1.0656 |
1.0647 |
-0.0009 |
-0.1% |
1.0494 |
| Close |
1.0668 |
1.0737 |
0.0069 |
0.6% |
1.0628 |
| Range |
0.0055 |
0.0130 |
0.0075 |
136.4% |
0.0199 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.5% |
0.0000 |
| Volume |
26,052 |
31,765 |
5,713 |
21.9% |
134,480 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1054 |
1.0809 |
|
| R3 |
1.0980 |
1.0924 |
1.0773 |
|
| R2 |
1.0850 |
1.0850 |
1.0761 |
|
| R1 |
1.0794 |
1.0794 |
1.0749 |
1.0822 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0735 |
| S1 |
1.0664 |
1.0664 |
1.0725 |
1.0692 |
| S2 |
1.0590 |
1.0590 |
1.0713 |
|
| S3 |
1.0460 |
1.0534 |
1.0701 |
|
| S4 |
1.0330 |
1.0404 |
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 |
1.0777 |
1.0574 |
0.0203 |
1.9% |
0.0087 |
0.8% |
80% |
True |
False |
24,455 |
| 10 |
1.0777 |
1.0494 |
0.0283 |
2.6% |
0.0093 |
0.9% |
86% |
True |
False |
26,676 |
| 20 |
1.0777 |
1.0259 |
0.0518 |
4.8% |
0.0110 |
1.0% |
92% |
True |
False |
30,601 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0117 |
1.1% |
68% |
False |
False |
24,844 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0107 |
1.0% |
71% |
False |
False |
16,595 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0088 |
0.8% |
71% |
False |
False |
12,448 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0072 |
0.7% |
71% |
False |
False |
9,959 |
| 120 |
1.1044 |
1.0186 |
0.0858 |
8.0% |
0.0061 |
0.6% |
64% |
False |
False |
8,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.1117 |
|
1.618 |
1.0987 |
|
1.000 |
1.0907 |
|
0.618 |
1.0857 |
|
HIGH |
1.0777 |
|
0.618 |
1.0727 |
|
0.500 |
1.0712 |
|
0.382 |
1.0697 |
|
LOW |
1.0647 |
|
0.618 |
1.0567 |
|
1.000 |
1.0517 |
|
1.618 |
1.0437 |
|
2.618 |
1.0307 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0729 |
1.0727 |
| PP |
1.0720 |
1.0716 |
| S1 |
1.0712 |
1.0706 |
|