CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0747 |
1.0758 |
0.0011 |
0.1% |
1.0628 |
| High |
1.0789 |
1.0840 |
0.0051 |
0.5% |
1.0800 |
| Low |
1.0728 |
1.0714 |
-0.0014 |
-0.1% |
1.0628 |
| Close |
1.0766 |
1.0832 |
0.0066 |
0.6% |
1.0773 |
| Range |
0.0061 |
0.0126 |
0.0065 |
106.6% |
0.0172 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.9% |
0.0000 |
| Volume |
23,311 |
43,240 |
19,929 |
85.5% |
126,520 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1173 |
1.1129 |
1.0901 |
|
| R3 |
1.1047 |
1.1003 |
1.0867 |
|
| R2 |
1.0921 |
1.0921 |
1.0855 |
|
| R1 |
1.0877 |
1.0877 |
1.0844 |
1.0899 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0807 |
| S1 |
1.0751 |
1.0751 |
1.0820 |
1.0773 |
| S2 |
1.0669 |
1.0669 |
1.0809 |
|
| S3 |
1.0543 |
1.0625 |
1.0797 |
|
| S4 |
1.0417 |
1.0499 |
1.0763 |
|
|
| 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 |
1.0840 |
1.0647 |
0.0193 |
1.8% |
0.0088 |
0.8% |
96% |
True |
False |
28,464 |
| 10 |
1.0840 |
1.0555 |
0.0285 |
2.6% |
0.0083 |
0.8% |
97% |
True |
False |
25,707 |
| 20 |
1.0840 |
1.0259 |
0.0581 |
5.4% |
0.0109 |
1.0% |
99% |
True |
False |
30,648 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0112 |
1.0% |
82% |
False |
False |
27,497 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0111 |
1.0% |
83% |
False |
False |
18,437 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0090 |
0.8% |
83% |
False |
False |
13,830 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0076 |
0.7% |
83% |
False |
False |
11,064 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0063 |
0.6% |
83% |
False |
False |
9,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1376 |
|
2.618 |
1.1170 |
|
1.618 |
1.1044 |
|
1.000 |
1.0966 |
|
0.618 |
1.0918 |
|
HIGH |
1.0840 |
|
0.618 |
1.0792 |
|
0.500 |
1.0777 |
|
0.382 |
1.0762 |
|
LOW |
1.0714 |
|
0.618 |
1.0636 |
|
1.000 |
1.0588 |
|
1.618 |
1.0510 |
|
2.618 |
1.0384 |
|
4.250 |
1.0179 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0814 |
| PP |
1.0795 |
1.0795 |
| S1 |
1.0777 |
1.0777 |
|