CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0747 |
-0.0026 |
-0.2% |
1.0628 |
| High |
1.0792 |
1.0789 |
-0.0003 |
0.0% |
1.0800 |
| Low |
1.0731 |
1.0728 |
-0.0003 |
0.0% |
1.0628 |
| Close |
1.0754 |
1.0766 |
0.0012 |
0.1% |
1.0773 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0172 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
19,230 |
23,311 |
4,081 |
21.2% |
126,520 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0916 |
1.0800 |
|
| R3 |
1.0883 |
1.0855 |
1.0783 |
|
| R2 |
1.0822 |
1.0822 |
1.0777 |
|
| R1 |
1.0794 |
1.0794 |
1.0772 |
1.0808 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0768 |
| S1 |
1.0733 |
1.0733 |
1.0760 |
1.0747 |
| S2 |
1.0700 |
1.0700 |
1.0755 |
|
| S3 |
1.0639 |
1.0672 |
1.0749 |
|
| S4 |
1.0578 |
1.0611 |
1.0732 |
|
|
| 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 |
1.0647 |
0.0153 |
1.4% |
0.0074 |
0.7% |
78% |
False |
False |
25,026 |
| 10 |
1.0800 |
1.0555 |
0.0245 |
2.3% |
0.0081 |
0.7% |
86% |
False |
False |
25,237 |
| 20 |
1.0800 |
1.0259 |
0.0541 |
5.0% |
0.0107 |
1.0% |
94% |
False |
False |
29,812 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0111 |
1.0% |
72% |
False |
False |
26,435 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0109 |
1.0% |
75% |
False |
False |
17,717 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0089 |
0.8% |
75% |
False |
False |
13,289 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0074 |
0.7% |
75% |
False |
False |
10,632 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0062 |
0.6% |
75% |
False |
False |
8,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0949 |
|
1.618 |
1.0888 |
|
1.000 |
1.0850 |
|
0.618 |
1.0827 |
|
HIGH |
1.0789 |
|
0.618 |
1.0766 |
|
0.500 |
1.0759 |
|
0.382 |
1.0751 |
|
LOW |
1.0728 |
|
0.618 |
1.0690 |
|
1.000 |
1.0667 |
|
1.618 |
1.0629 |
|
2.618 |
1.0568 |
|
4.250 |
1.0469 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0764 |
1.0765 |
| PP |
1.0761 |
1.0765 |
| S1 |
1.0759 |
1.0764 |
|