CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0547 |
-0.0024 |
-0.2% |
1.0361 |
| High |
1.0580 |
1.0669 |
0.0089 |
0.8% |
1.0642 |
| Low |
1.0494 |
1.0533 |
0.0039 |
0.4% |
1.0259 |
| Close |
1.0554 |
1.0644 |
0.0090 |
0.9% |
1.0569 |
| Range |
0.0086 |
0.0136 |
0.0050 |
58.1% |
0.0383 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.9% |
0.0000 |
| Volume |
22,683 |
28,479 |
5,796 |
25.6% |
187,530 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0970 |
1.0719 |
|
| R3 |
1.0887 |
1.0834 |
1.0681 |
|
| R2 |
1.0751 |
1.0751 |
1.0669 |
|
| R1 |
1.0698 |
1.0698 |
1.0656 |
1.0725 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0629 |
| S1 |
1.0562 |
1.0562 |
1.0632 |
1.0589 |
| S2 |
1.0479 |
1.0479 |
1.0619 |
|
| S3 |
1.0343 |
1.0426 |
1.0607 |
|
| S4 |
1.0207 |
1.0290 |
1.0569 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1487 |
1.0780 |
|
| R3 |
1.1256 |
1.1104 |
1.0674 |
|
| R2 |
1.0873 |
1.0873 |
1.0639 |
|
| R1 |
1.0721 |
1.0721 |
1.0604 |
1.0797 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0528 |
| S1 |
1.0338 |
1.0338 |
1.0534 |
1.0414 |
| S2 |
1.0107 |
1.0107 |
1.0499 |
|
| S3 |
0.9724 |
0.9955 |
1.0464 |
|
| S4 |
0.9341 |
0.9572 |
1.0358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0267 |
0.0402 |
3.8% |
0.0153 |
1.4% |
94% |
True |
False |
34,711 |
| 10 |
1.0669 |
1.0259 |
0.0410 |
3.9% |
0.0134 |
1.3% |
94% |
True |
False |
34,387 |
| 20 |
1.0909 |
1.0259 |
0.0650 |
6.1% |
0.0119 |
1.1% |
59% |
False |
False |
33,503 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0125 |
1.2% |
59% |
False |
False |
20,259 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0102 |
1.0% |
59% |
False |
False |
13,511 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0083 |
0.8% |
59% |
False |
False |
10,135 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0066 |
0.6% |
59% |
False |
False |
8,108 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0055 |
0.5% |
53% |
False |
False |
6,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1025 |
|
1.618 |
1.0889 |
|
1.000 |
1.0805 |
|
0.618 |
1.0753 |
|
HIGH |
1.0669 |
|
0.618 |
1.0617 |
|
0.500 |
1.0601 |
|
0.382 |
1.0585 |
|
LOW |
1.0533 |
|
0.618 |
1.0449 |
|
1.000 |
1.0397 |
|
1.618 |
1.0313 |
|
2.618 |
1.0177 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0623 |
| PP |
1.0615 |
1.0602 |
| S1 |
1.0601 |
1.0582 |
|