CME Swiss Franc Future December 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 |
1.0670 |
1.0777 |
0.0107 |
1.0% |
1.0665 |
| High |
1.0776 |
1.0790 |
0.0014 |
0.1% |
1.0790 |
| Low |
1.0670 |
1.0771 |
0.0101 |
0.9% |
1.0649 |
| Close |
1.0748 |
1.0784 |
0.0036 |
0.3% |
1.0784 |
| Range |
0.0106 |
0.0019 |
-0.0087 |
-82.1% |
0.0141 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
7 |
10 |
3 |
42.9% |
53 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0830 |
1.0794 |
|
| R3 |
1.0820 |
1.0811 |
1.0789 |
|
| R2 |
1.0801 |
1.0801 |
1.0787 |
|
| R1 |
1.0792 |
1.0792 |
1.0786 |
1.0797 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0784 |
| S1 |
1.0773 |
1.0773 |
1.0782 |
1.0778 |
| S2 |
1.0763 |
1.0763 |
1.0781 |
|
| S3 |
1.0744 |
1.0754 |
1.0779 |
|
| S4 |
1.0725 |
1.0735 |
1.0774 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1115 |
1.0862 |
|
| R3 |
1.1023 |
1.0974 |
1.0823 |
|
| R2 |
1.0882 |
1.0882 |
1.0810 |
|
| R1 |
1.0833 |
1.0833 |
1.0797 |
1.0858 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0753 |
| S1 |
1.0692 |
1.0692 |
1.0771 |
1.0717 |
| S2 |
1.0600 |
1.0600 |
1.0758 |
|
| S3 |
1.0459 |
1.0551 |
1.0745 |
|
| S4 |
1.0318 |
1.0410 |
1.0706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0790 |
1.0649 |
0.0141 |
1.3% |
0.0060 |
0.6% |
96% |
True |
False |
10 |
| 10 |
1.0790 |
1.0525 |
0.0265 |
2.5% |
0.0049 |
0.5% |
98% |
True |
False |
7 |
| 20 |
1.0790 |
1.0298 |
0.0492 |
4.6% |
0.0051 |
0.5% |
99% |
True |
False |
7 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0037 |
0.3% |
73% |
False |
False |
5 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0026 |
0.2% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0840 |
|
1.618 |
1.0821 |
|
1.000 |
1.0809 |
|
0.618 |
1.0802 |
|
HIGH |
1.0790 |
|
0.618 |
1.0783 |
|
0.500 |
1.0781 |
|
0.382 |
1.0778 |
|
LOW |
1.0771 |
|
0.618 |
1.0759 |
|
1.000 |
1.0752 |
|
1.618 |
1.0740 |
|
2.618 |
1.0721 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0783 |
1.0766 |
| PP |
1.0782 |
1.0748 |
| S1 |
1.0781 |
1.0730 |
|