CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0703 |
0.0016 |
0.1% |
1.0571 |
| High |
1.0709 |
1.0711 |
0.0002 |
0.0% |
1.0693 |
| Low |
1.0635 |
1.0656 |
0.0021 |
0.2% |
1.0494 |
| Close |
1.0707 |
1.0668 |
-0.0039 |
-0.4% |
1.0628 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-25.7% |
0.0199 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
20,449 |
26,052 |
5,603 |
27.4% |
134,480 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0811 |
1.0698 |
|
| R3 |
1.0788 |
1.0756 |
1.0683 |
|
| R2 |
1.0733 |
1.0733 |
1.0678 |
|
| R1 |
1.0701 |
1.0701 |
1.0673 |
1.0690 |
| PP |
1.0678 |
1.0678 |
1.0678 |
1.0673 |
| S1 |
1.0646 |
1.0646 |
1.0663 |
1.0635 |
| S2 |
1.0623 |
1.0623 |
1.0658 |
|
| S3 |
1.0568 |
1.0591 |
1.0653 |
|
| S4 |
1.0513 |
1.0536 |
1.0638 |
|
|
| 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 |
1.0733 |
1.0555 |
0.0178 |
1.7% |
0.0078 |
0.7% |
63% |
False |
False |
22,950 |
| 10 |
1.0733 |
1.0362 |
0.0371 |
3.5% |
0.0108 |
1.0% |
82% |
False |
False |
28,431 |
| 20 |
1.0733 |
1.0259 |
0.0474 |
4.4% |
0.0107 |
1.0% |
86% |
False |
False |
30,254 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0118 |
1.1% |
58% |
False |
False |
24,052 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0107 |
1.0% |
62% |
False |
False |
16,066 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0086 |
0.8% |
62% |
False |
False |
12,051 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0071 |
0.7% |
62% |
False |
False |
9,641 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0060 |
0.6% |
56% |
False |
False |
8,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0855 |
|
1.618 |
1.0800 |
|
1.000 |
1.0766 |
|
0.618 |
1.0745 |
|
HIGH |
1.0711 |
|
0.618 |
1.0690 |
|
0.500 |
1.0684 |
|
0.382 |
1.0677 |
|
LOW |
1.0656 |
|
0.618 |
1.0622 |
|
1.000 |
1.0601 |
|
1.618 |
1.0567 |
|
2.618 |
1.0512 |
|
4.250 |
1.0422 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0681 |
| PP |
1.0678 |
1.0676 |
| S1 |
1.0673 |
1.0672 |
|