CME Swiss Franc Future December 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 |
1.0709 |
1.0670 |
-0.0039 |
-0.4% |
1.0530 |
| High |
1.0709 |
1.0776 |
0.0067 |
0.6% |
1.0654 |
| Low |
1.0673 |
1.0670 |
-0.0003 |
0.0% |
1.0525 |
| Close |
1.0678 |
1.0748 |
0.0070 |
0.7% |
1.0638 |
| Range |
0.0036 |
0.0106 |
0.0070 |
194.4% |
0.0129 |
| ATR |
0.0074 |
0.0077 |
0.0002 |
3.0% |
0.0000 |
| Volume |
19 |
7 |
-12 |
-63.2% |
18 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1049 |
1.1005 |
1.0806 |
|
| R3 |
1.0943 |
1.0899 |
1.0777 |
|
| R2 |
1.0837 |
1.0837 |
1.0767 |
|
| R1 |
1.0793 |
1.0793 |
1.0758 |
1.0815 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0743 |
| S1 |
1.0687 |
1.0687 |
1.0738 |
1.0709 |
| S2 |
1.0625 |
1.0625 |
1.0729 |
|
| S3 |
1.0519 |
1.0581 |
1.0719 |
|
| S4 |
1.0413 |
1.0475 |
1.0690 |
|
|
| 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 |
1.0776 |
1.0630 |
0.0146 |
1.4% |
0.0058 |
0.5% |
81% |
True |
False |
9 |
| 10 |
1.0776 |
1.0525 |
0.0251 |
2.3% |
0.0055 |
0.5% |
89% |
True |
False |
10 |
| 20 |
1.0776 |
1.0298 |
0.0478 |
4.4% |
0.0050 |
0.5% |
94% |
True |
False |
6 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0037 |
0.3% |
68% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0026 |
0.2% |
71% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1054 |
|
1.618 |
1.0948 |
|
1.000 |
1.0882 |
|
0.618 |
1.0842 |
|
HIGH |
1.0776 |
|
0.618 |
1.0736 |
|
0.500 |
1.0723 |
|
0.382 |
1.0710 |
|
LOW |
1.0670 |
|
0.618 |
1.0604 |
|
1.000 |
1.0564 |
|
1.618 |
1.0498 |
|
2.618 |
1.0392 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0740 |
1.0738 |
| PP |
1.0731 |
1.0728 |
| S1 |
1.0723 |
1.0718 |
|