CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0801 |
1.0678 |
-0.0123 |
-1.1% |
1.0773 |
| High |
1.0832 |
1.0786 |
-0.0046 |
-0.4% |
1.0840 |
| Low |
1.0673 |
1.0653 |
-0.0020 |
-0.2% |
1.0653 |
| Close |
1.0681 |
1.0772 |
0.0091 |
0.9% |
1.0772 |
| Range |
0.0159 |
0.0133 |
-0.0026 |
-16.4% |
0.0187 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0000 |
| Volume |
37,631 |
36,656 |
-975 |
-2.6% |
160,068 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1087 |
1.0845 |
|
| R3 |
1.1003 |
1.0954 |
1.0809 |
|
| R2 |
1.0870 |
1.0870 |
1.0796 |
|
| R1 |
1.0821 |
1.0821 |
1.0784 |
1.0846 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0749 |
| S1 |
1.0688 |
1.0688 |
1.0760 |
1.0713 |
| S2 |
1.0604 |
1.0604 |
1.0748 |
|
| S3 |
1.0471 |
1.0555 |
1.0735 |
|
| S4 |
1.0338 |
1.0422 |
1.0699 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1316 |
1.1231 |
1.0875 |
|
| R3 |
1.1129 |
1.1044 |
1.0823 |
|
| R2 |
1.0942 |
1.0942 |
1.0806 |
|
| R1 |
1.0857 |
1.0857 |
1.0789 |
1.0806 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0730 |
| S1 |
1.0670 |
1.0670 |
1.0755 |
1.0619 |
| S2 |
1.0568 |
1.0568 |
1.0738 |
|
| S3 |
1.0381 |
1.0483 |
1.0721 |
|
| S4 |
1.0194 |
1.0296 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0840 |
1.0653 |
0.0187 |
1.7% |
0.0108 |
1.0% |
64% |
False |
True |
32,013 |
| 10 |
1.0840 |
1.0628 |
0.0212 |
2.0% |
0.0097 |
0.9% |
68% |
False |
False |
28,658 |
| 20 |
1.0840 |
1.0259 |
0.0581 |
5.4% |
0.0108 |
1.0% |
88% |
False |
False |
30,429 |
| 40 |
1.0962 |
1.0259 |
0.0703 |
6.5% |
0.0111 |
1.0% |
73% |
False |
False |
29,240 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0115 |
1.1% |
76% |
False |
False |
19,675 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0094 |
0.9% |
76% |
False |
False |
14,758 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0079 |
0.7% |
76% |
False |
False |
11,807 |
| 120 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0066 |
0.6% |
76% |
False |
False |
9,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1134 |
|
1.618 |
1.1001 |
|
1.000 |
1.0919 |
|
0.618 |
1.0868 |
|
HIGH |
1.0786 |
|
0.618 |
1.0735 |
|
0.500 |
1.0720 |
|
0.382 |
1.0704 |
|
LOW |
1.0653 |
|
0.618 |
1.0571 |
|
1.000 |
1.0520 |
|
1.618 |
1.0438 |
|
2.618 |
1.0305 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0764 |
| PP |
1.0737 |
1.0755 |
| S1 |
1.0720 |
1.0747 |
|