CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0773 |
0.0015 |
0.1% |
1.0628 |
| High |
1.0800 |
1.0792 |
-0.0008 |
-0.1% |
1.0800 |
| Low |
1.0737 |
1.0731 |
-0.0006 |
-0.1% |
1.0628 |
| Close |
1.0773 |
1.0754 |
-0.0019 |
-0.2% |
1.0773 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0172 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
24,775 |
19,230 |
-5,545 |
-22.4% |
126,520 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0909 |
1.0788 |
|
| R3 |
1.0881 |
1.0848 |
1.0771 |
|
| R2 |
1.0820 |
1.0820 |
1.0765 |
|
| R1 |
1.0787 |
1.0787 |
1.0760 |
1.0773 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0752 |
| S1 |
1.0726 |
1.0726 |
1.0748 |
1.0712 |
| S2 |
1.0698 |
1.0698 |
1.0743 |
|
| S3 |
1.0637 |
1.0665 |
1.0737 |
|
| S4 |
1.0576 |
1.0604 |
1.0720 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1250 |
1.1183 |
1.0868 |
|
| R3 |
1.1078 |
1.1011 |
1.0820 |
|
| R2 |
1.0906 |
1.0906 |
1.0805 |
|
| R1 |
1.0839 |
1.0839 |
1.0789 |
1.0873 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0750 |
| S1 |
1.0667 |
1.0667 |
1.0757 |
1.0701 |
| S2 |
1.0562 |
1.0562 |
1.0741 |
|
| S3 |
1.0390 |
1.0495 |
1.0726 |
|
| S4 |
1.0218 |
1.0323 |
1.0678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0800 |
1.0635 |
0.0165 |
1.5% |
0.0077 |
0.7% |
72% |
False |
False |
24,454 |
| 10 |
1.0800 |
1.0533 |
0.0267 |
2.5% |
0.0088 |
0.8% |
83% |
False |
False |
25,754 |
| 20 |
1.0800 |
1.0259 |
0.0541 |
5.0% |
0.0108 |
1.0% |
91% |
False |
False |
29,911 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0115 |
1.1% |
70% |
False |
False |
25,867 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0109 |
1.0% |
73% |
False |
False |
17,328 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0090 |
0.8% |
73% |
False |
False |
12,998 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0074 |
0.7% |
73% |
False |
False |
10,399 |
| 120 |
1.1026 |
1.0186 |
0.0840 |
7.8% |
0.0062 |
0.6% |
68% |
False |
False |
8,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1051 |
|
2.618 |
1.0952 |
|
1.618 |
1.0891 |
|
1.000 |
1.0853 |
|
0.618 |
1.0830 |
|
HIGH |
1.0792 |
|
0.618 |
1.0769 |
|
0.500 |
1.0762 |
|
0.382 |
1.0754 |
|
LOW |
1.0731 |
|
0.618 |
1.0693 |
|
1.000 |
1.0670 |
|
1.618 |
1.0632 |
|
2.618 |
1.0571 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0744 |
| PP |
1.0759 |
1.0734 |
| S1 |
1.0757 |
1.0724 |
|