CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0632 |
-0.0016 |
-0.2% |
1.0361 |
| High |
1.0693 |
1.0636 |
-0.0057 |
-0.5% |
1.0642 |
| Low |
1.0591 |
1.0555 |
-0.0036 |
-0.3% |
1.0259 |
| Close |
1.0629 |
1.0585 |
-0.0044 |
-0.4% |
1.0569 |
| Range |
0.0102 |
0.0081 |
-0.0021 |
-20.6% |
0.0383 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
38,548 |
24,238 |
-14,310 |
-37.1% |
187,530 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0791 |
1.0630 |
|
| R3 |
1.0754 |
1.0710 |
1.0607 |
|
| R2 |
1.0673 |
1.0673 |
1.0600 |
|
| R1 |
1.0629 |
1.0629 |
1.0592 |
1.0611 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0583 |
| S1 |
1.0548 |
1.0548 |
1.0578 |
1.0530 |
| S2 |
1.0511 |
1.0511 |
1.0570 |
|
| S3 |
1.0430 |
1.0467 |
1.0563 |
|
| S4 |
1.0349 |
1.0386 |
1.0540 |
|
|
| 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 |
1.0693 |
1.0494 |
0.0199 |
1.9% |
0.0098 |
0.9% |
46% |
False |
False |
28,897 |
| 10 |
1.0693 |
1.0259 |
0.0434 |
4.1% |
0.0134 |
1.3% |
75% |
False |
False |
35,500 |
| 20 |
1.0829 |
1.0259 |
0.0570 |
5.4% |
0.0114 |
1.1% |
57% |
False |
False |
33,365 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0126 |
1.2% |
51% |
False |
False |
21,823 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0104 |
1.0% |
51% |
False |
False |
14,557 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0083 |
0.8% |
51% |
False |
False |
10,920 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0068 |
0.6% |
51% |
False |
False |
8,736 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0057 |
0.5% |
46% |
False |
False |
7,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0848 |
|
1.618 |
1.0767 |
|
1.000 |
1.0717 |
|
0.618 |
1.0686 |
|
HIGH |
1.0636 |
|
0.618 |
1.0605 |
|
0.500 |
1.0596 |
|
0.382 |
1.0586 |
|
LOW |
1.0555 |
|
0.618 |
1.0505 |
|
1.000 |
1.0474 |
|
1.618 |
1.0424 |
|
2.618 |
1.0343 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0613 |
| PP |
1.0592 |
1.0604 |
| S1 |
1.0589 |
1.0594 |
|