CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0758 |
1.0801 |
0.0043 |
0.4% |
1.0628 |
| High |
1.0840 |
1.0832 |
-0.0008 |
-0.1% |
1.0800 |
| Low |
1.0714 |
1.0673 |
-0.0041 |
-0.4% |
1.0628 |
| Close |
1.0832 |
1.0681 |
-0.0151 |
-1.4% |
1.0773 |
| Range |
0.0126 |
0.0159 |
0.0033 |
26.2% |
0.0172 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
4.1% |
0.0000 |
| Volume |
43,240 |
37,631 |
-5,609 |
-13.0% |
126,520 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1102 |
1.0768 |
|
| R3 |
1.1047 |
1.0943 |
1.0725 |
|
| R2 |
1.0888 |
1.0888 |
1.0710 |
|
| R1 |
1.0784 |
1.0784 |
1.0696 |
1.0757 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0715 |
| S1 |
1.0625 |
1.0625 |
1.0666 |
1.0598 |
| S2 |
1.0570 |
1.0570 |
1.0652 |
|
| S3 |
1.0411 |
1.0466 |
1.0637 |
|
| S4 |
1.0252 |
1.0307 |
1.0594 |
|
|
| 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 |
1.0673 |
0.0167 |
1.6% |
0.0094 |
0.9% |
5% |
False |
True |
29,637 |
| 10 |
1.0840 |
1.0574 |
0.0266 |
2.5% |
0.0091 |
0.8% |
40% |
False |
False |
27,046 |
| 20 |
1.0840 |
1.0259 |
0.0581 |
5.4% |
0.0112 |
1.1% |
73% |
False |
False |
31,273 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0113 |
1.1% |
60% |
False |
False |
28,382 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0114 |
1.1% |
64% |
False |
False |
19,064 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0092 |
0.9% |
64% |
False |
False |
14,300 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0077 |
0.7% |
64% |
False |
False |
11,441 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0065 |
0.6% |
64% |
False |
False |
9,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1508 |
|
2.618 |
1.1248 |
|
1.618 |
1.1089 |
|
1.000 |
1.0991 |
|
0.618 |
1.0930 |
|
HIGH |
1.0832 |
|
0.618 |
1.0771 |
|
0.500 |
1.0753 |
|
0.382 |
1.0734 |
|
LOW |
1.0673 |
|
0.618 |
1.0575 |
|
1.000 |
1.0514 |
|
1.618 |
1.0416 |
|
2.618 |
1.0257 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0757 |
| PP |
1.0729 |
1.0731 |
| S1 |
1.0705 |
1.0706 |
|