CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0758 |
0.0084 |
0.8% |
1.0628 |
| High |
1.0777 |
1.0800 |
0.0023 |
0.2% |
1.0800 |
| Low |
1.0647 |
1.0737 |
0.0090 |
0.8% |
1.0628 |
| Close |
1.0737 |
1.0773 |
0.0036 |
0.3% |
1.0773 |
| Range |
0.0130 |
0.0063 |
-0.0067 |
-51.5% |
0.0172 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
31,765 |
24,775 |
-6,990 |
-22.0% |
126,520 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0929 |
1.0808 |
|
| R3 |
1.0896 |
1.0866 |
1.0790 |
|
| R2 |
1.0833 |
1.0833 |
1.0785 |
|
| R1 |
1.0803 |
1.0803 |
1.0779 |
1.0818 |
| PP |
1.0770 |
1.0770 |
1.0770 |
1.0778 |
| S1 |
1.0740 |
1.0740 |
1.0767 |
1.0755 |
| S2 |
1.0707 |
1.0707 |
1.0761 |
|
| S3 |
1.0644 |
1.0677 |
1.0756 |
|
| S4 |
1.0581 |
1.0614 |
1.0738 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1183 |
1.0868 |
|
| R3 |
1.1078 |
1.1011 |
1.0820 |
|
| R2 |
1.0906 |
1.0906 |
1.0805 |
|
| R1 |
1.0839 |
1.0839 |
1.0789 |
1.0873 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0750 |
| S1 |
1.0667 |
1.0667 |
1.0757 |
1.0701 |
| S2 |
1.0562 |
1.0562 |
1.0741 |
|
| S3 |
1.0390 |
1.0495 |
1.0726 |
|
| S4 |
1.0218 |
1.0323 |
1.0678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0800 |
1.0628 |
0.0172 |
1.6% |
0.0085 |
0.8% |
84% |
True |
False |
25,304 |
| 10 |
1.0800 |
1.0494 |
0.0306 |
2.8% |
0.0091 |
0.8% |
91% |
True |
False |
26,100 |
| 20 |
1.0800 |
1.0259 |
0.0541 |
5.0% |
0.0108 |
1.0% |
95% |
True |
False |
30,400 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0116 |
1.1% |
73% |
False |
False |
25,456 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0108 |
1.0% |
76% |
False |
False |
17,008 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0089 |
0.8% |
76% |
False |
False |
12,758 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0073 |
0.7% |
76% |
False |
False |
10,207 |
| 120 |
1.1044 |
1.0186 |
0.0858 |
8.0% |
0.0061 |
0.6% |
68% |
False |
False |
8,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.0965 |
|
1.618 |
1.0902 |
|
1.000 |
1.0863 |
|
0.618 |
1.0839 |
|
HIGH |
1.0800 |
|
0.618 |
1.0776 |
|
0.500 |
1.0769 |
|
0.382 |
1.0761 |
|
LOW |
1.0737 |
|
0.618 |
1.0698 |
|
1.000 |
1.0674 |
|
1.618 |
1.0635 |
|
2.618 |
1.0572 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0757 |
| PP |
1.0770 |
1.0740 |
| S1 |
1.0769 |
1.0724 |
|