CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0603 |
0.0047 |
0.4% |
1.0389 |
| High |
1.0654 |
1.0639 |
-0.0015 |
-0.1% |
1.0634 |
| Low |
1.0556 |
1.0603 |
0.0047 |
0.4% |
1.0298 |
| Close |
1.0654 |
1.0639 |
-0.0015 |
-0.1% |
1.0579 |
| Range |
0.0098 |
0.0036 |
-0.0062 |
-63.3% |
0.0336 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
54 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0735 |
1.0723 |
1.0659 |
|
| R3 |
1.0699 |
1.0687 |
1.0649 |
|
| R2 |
1.0663 |
1.0663 |
1.0646 |
|
| R1 |
1.0651 |
1.0651 |
1.0642 |
1.0657 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0630 |
| S1 |
1.0615 |
1.0615 |
1.0636 |
1.0621 |
| S2 |
1.0591 |
1.0591 |
1.0632 |
|
| S3 |
1.0555 |
1.0579 |
1.0629 |
|
| S4 |
1.0519 |
1.0543 |
1.0619 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1381 |
1.0764 |
|
| R3 |
1.1176 |
1.1045 |
1.0671 |
|
| R2 |
1.0840 |
1.0840 |
1.0641 |
|
| R1 |
1.0709 |
1.0709 |
1.0610 |
1.0775 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0536 |
| S1 |
1.0373 |
1.0373 |
1.0548 |
1.0439 |
| S2 |
1.0168 |
1.0168 |
1.0517 |
|
| S3 |
0.9832 |
1.0037 |
1.0487 |
|
| S4 |
0.9496 |
0.9701 |
1.0394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0654 |
1.0470 |
0.0184 |
1.7% |
0.0083 |
0.8% |
92% |
False |
False |
12 |
| 10 |
1.0654 |
1.0298 |
0.0356 |
3.3% |
0.0064 |
0.6% |
96% |
False |
False |
7 |
| 20 |
1.0903 |
1.0298 |
0.0605 |
5.7% |
0.0051 |
0.5% |
56% |
False |
False |
6 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0029 |
0.3% |
56% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0021 |
0.2% |
56% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0733 |
|
1.618 |
1.0697 |
|
1.000 |
1.0675 |
|
0.618 |
1.0661 |
|
HIGH |
1.0639 |
|
0.618 |
1.0625 |
|
0.500 |
1.0621 |
|
0.382 |
1.0617 |
|
LOW |
1.0603 |
|
0.618 |
1.0581 |
|
1.000 |
1.0567 |
|
1.618 |
1.0545 |
|
2.618 |
1.0509 |
|
4.250 |
1.0450 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0623 |
| PP |
1.0627 |
1.0606 |
| S1 |
1.0621 |
1.0590 |
|