CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0593 |
-0.0039 |
-0.4% |
1.0571 |
| High |
1.0636 |
1.0647 |
0.0011 |
0.1% |
1.0693 |
| Low |
1.0555 |
1.0574 |
0.0019 |
0.2% |
1.0494 |
| Close |
1.0585 |
1.0628 |
0.0043 |
0.4% |
1.0628 |
| Range |
0.0081 |
0.0073 |
-0.0008 |
-9.9% |
0.0199 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
24,238 |
20,532 |
-3,706 |
-15.3% |
134,480 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0805 |
1.0668 |
|
| R3 |
1.0762 |
1.0732 |
1.0648 |
|
| R2 |
1.0689 |
1.0689 |
1.0641 |
|
| R1 |
1.0659 |
1.0659 |
1.0635 |
1.0674 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0624 |
| S1 |
1.0586 |
1.0586 |
1.0621 |
1.0601 |
| S2 |
1.0543 |
1.0543 |
1.0615 |
|
| S3 |
1.0470 |
1.0513 |
1.0608 |
|
| S4 |
1.0397 |
1.0440 |
1.0588 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1114 |
1.0737 |
|
| R3 |
1.1003 |
1.0915 |
1.0683 |
|
| R2 |
1.0804 |
1.0804 |
1.0664 |
|
| R1 |
1.0716 |
1.0716 |
1.0646 |
1.0760 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0627 |
| S1 |
1.0517 |
1.0517 |
1.0610 |
1.0561 |
| S2 |
1.0406 |
1.0406 |
1.0592 |
|
| S3 |
1.0207 |
1.0318 |
1.0573 |
|
| S4 |
1.0008 |
1.0119 |
1.0519 |
|
|
| 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% |
0.0096 |
0.9% |
67% |
False |
False |
26,896 |
| 10 |
1.0693 |
1.0259 |
0.0434 |
4.1% |
0.0119 |
1.1% |
85% |
False |
False |
32,201 |
| 20 |
1.0829 |
1.0259 |
0.0570 |
5.4% |
0.0112 |
1.1% |
65% |
False |
False |
31,789 |
| 40 |
1.0962 |
1.0192 |
0.0770 |
7.2% |
0.0124 |
1.2% |
57% |
False |
False |
22,335 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0105 |
1.0% |
57% |
False |
False |
14,900 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0084 |
0.8% |
57% |
False |
False |
11,176 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0069 |
0.6% |
57% |
False |
False |
8,941 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0058 |
0.5% |
51% |
False |
False |
7,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0957 |
|
2.618 |
1.0838 |
|
1.618 |
1.0765 |
|
1.000 |
1.0720 |
|
0.618 |
1.0692 |
|
HIGH |
1.0647 |
|
0.618 |
1.0619 |
|
0.500 |
1.0611 |
|
0.382 |
1.0602 |
|
LOW |
1.0574 |
|
0.618 |
1.0529 |
|
1.000 |
1.0501 |
|
1.618 |
1.0456 |
|
2.618 |
1.0383 |
|
4.250 |
1.0264 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0622 |
1.0627 |
| PP |
1.0616 |
1.0625 |
| S1 |
1.0611 |
1.0624 |
|