CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0709 |
0.0039 |
0.4% |
1.0530 |
| High |
1.0717 |
1.0709 |
-0.0008 |
-0.1% |
1.0654 |
| Low |
1.0660 |
1.0673 |
0.0013 |
0.1% |
1.0525 |
| Close |
1.0717 |
1.0678 |
-0.0039 |
-0.4% |
1.0638 |
| Range |
0.0057 |
0.0036 |
-0.0021 |
-36.8% |
0.0129 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
4 |
19 |
15 |
375.0% |
18 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0795 |
1.0772 |
1.0698 |
|
| R3 |
1.0759 |
1.0736 |
1.0688 |
|
| R2 |
1.0723 |
1.0723 |
1.0685 |
|
| R1 |
1.0700 |
1.0700 |
1.0681 |
1.0694 |
| PP |
1.0687 |
1.0687 |
1.0687 |
1.0683 |
| S1 |
1.0664 |
1.0664 |
1.0675 |
1.0658 |
| S2 |
1.0651 |
1.0651 |
1.0671 |
|
| S3 |
1.0615 |
1.0628 |
1.0668 |
|
| S4 |
1.0579 |
1.0592 |
1.0658 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0944 |
1.0709 |
|
| R3 |
1.0864 |
1.0815 |
1.0673 |
|
| R2 |
1.0735 |
1.0735 |
1.0662 |
|
| R1 |
1.0686 |
1.0686 |
1.0650 |
1.0711 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0618 |
| S1 |
1.0557 |
1.0557 |
1.0626 |
1.0582 |
| S2 |
1.0477 |
1.0477 |
1.0614 |
|
| S3 |
1.0348 |
1.0428 |
1.0603 |
|
| S4 |
1.0219 |
1.0299 |
1.0567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0730 |
1.0587 |
0.0143 |
1.3% |
0.0039 |
0.4% |
64% |
False |
False |
7 |
| 10 |
1.0730 |
1.0470 |
0.0260 |
2.4% |
0.0061 |
0.6% |
80% |
False |
False |
9 |
| 20 |
1.0730 |
1.0298 |
0.0432 |
4.0% |
0.0045 |
0.4% |
88% |
False |
False |
6 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0034 |
0.3% |
57% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0024 |
0.2% |
61% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0862 |
|
2.618 |
1.0803 |
|
1.618 |
1.0767 |
|
1.000 |
1.0745 |
|
0.618 |
1.0731 |
|
HIGH |
1.0709 |
|
0.618 |
1.0695 |
|
0.500 |
1.0691 |
|
0.382 |
1.0687 |
|
LOW |
1.0673 |
|
0.618 |
1.0651 |
|
1.000 |
1.0637 |
|
1.618 |
1.0615 |
|
2.618 |
1.0579 |
|
4.250 |
1.0520 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0690 |
| PP |
1.0687 |
1.0686 |
| S1 |
1.0682 |
1.0682 |
|