CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.0742 |
1.0766 |
0.0024 |
0.2% |
1.0665 |
High |
1.0776 |
1.0842 |
0.0066 |
0.6% |
1.0790 |
Low |
1.0742 |
1.0727 |
-0.0015 |
-0.1% |
1.0649 |
Close |
1.0776 |
1.0842 |
0.0066 |
0.6% |
1.0784 |
Range |
0.0034 |
0.0115 |
0.0081 |
238.2% |
0.0141 |
ATR |
0.0069 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
Volume |
103 |
30 |
-73 |
-70.9% |
53 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1149 |
1.1110 |
1.0905 |
|
R3 |
1.1034 |
1.0995 |
1.0874 |
|
R2 |
1.0919 |
1.0919 |
1.0863 |
|
R1 |
1.0880 |
1.0880 |
1.0853 |
1.0900 |
PP |
1.0804 |
1.0804 |
1.0804 |
1.0813 |
S1 |
1.0765 |
1.0765 |
1.0831 |
1.0785 |
S2 |
1.0689 |
1.0689 |
1.0821 |
|
S3 |
1.0574 |
1.0650 |
1.0810 |
|
S4 |
1.0459 |
1.0535 |
1.0779 |
|
|
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 |
1.0842 |
1.0670 |
0.0172 |
1.6% |
0.0060 |
0.5% |
100% |
True |
False |
30 |
10 |
1.0842 |
1.0587 |
0.0255 |
2.4% |
0.0049 |
0.5% |
100% |
True |
False |
19 |
20 |
1.0842 |
1.0298 |
0.0544 |
5.0% |
0.0057 |
0.5% |
100% |
True |
False |
13 |
40 |
1.0963 |
1.0298 |
0.0665 |
6.1% |
0.0041 |
0.4% |
82% |
False |
False |
8 |
60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0029 |
0.3% |
83% |
False |
False |
6 |
80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0022 |
0.2% |
83% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1331 |
2.618 |
1.1143 |
1.618 |
1.1028 |
1.000 |
1.0957 |
0.618 |
1.0913 |
HIGH |
1.0842 |
0.618 |
1.0798 |
0.500 |
1.0785 |
0.382 |
1.0771 |
LOW |
1.0727 |
0.618 |
1.0656 |
1.000 |
1.0612 |
1.618 |
1.0541 |
2.618 |
1.0426 |
4.250 |
1.0238 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0823 |
1.0823 |
PP |
1.0804 |
1.0804 |
S1 |
1.0785 |
1.0785 |
|