CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0630 |
0.0030 |
0.3% |
1.0530 |
| High |
1.0600 |
1.0638 |
0.0038 |
0.4% |
1.0654 |
| Low |
1.0587 |
1.0630 |
0.0043 |
0.4% |
1.0525 |
| Close |
1.0595 |
1.0638 |
0.0043 |
0.4% |
1.0638 |
| Range |
0.0013 |
0.0008 |
-0.0005 |
-38.5% |
0.0129 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
18 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0657 |
1.0642 |
|
| R3 |
1.0651 |
1.0649 |
1.0640 |
|
| R2 |
1.0643 |
1.0643 |
1.0639 |
|
| R1 |
1.0641 |
1.0641 |
1.0639 |
1.0642 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0636 |
| S1 |
1.0633 |
1.0633 |
1.0637 |
1.0634 |
| S2 |
1.0627 |
1.0627 |
1.0637 |
|
| S3 |
1.0619 |
1.0625 |
1.0636 |
|
| S4 |
1.0611 |
1.0617 |
1.0634 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0944 |
1.0709 |
|
| R3 |
1.0864 |
1.0815 |
1.0673 |
|
| R2 |
1.0735 |
1.0735 |
1.0662 |
|
| R1 |
1.0686 |
1.0686 |
1.0650 |
1.0711 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0618 |
| S1 |
1.0557 |
1.0557 |
1.0626 |
1.0582 |
| S2 |
1.0477 |
1.0477 |
1.0614 |
|
| S3 |
1.0348 |
1.0428 |
1.0603 |
|
| S4 |
1.0219 |
1.0299 |
1.0567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0654 |
1.0525 |
0.0129 |
1.2% |
0.0039 |
0.4% |
88% |
False |
False |
3 |
| 10 |
1.0654 |
1.0298 |
0.0356 |
3.3% |
0.0053 |
0.5% |
96% |
False |
False |
7 |
| 20 |
1.0750 |
1.0298 |
0.0452 |
4.2% |
0.0042 |
0.4% |
75% |
False |
False |
6 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.3% |
0.0030 |
0.3% |
51% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0021 |
0.2% |
56% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0659 |
|
1.618 |
1.0651 |
|
1.000 |
1.0646 |
|
0.618 |
1.0643 |
|
HIGH |
1.0638 |
|
0.618 |
1.0635 |
|
0.500 |
1.0634 |
|
0.382 |
1.0633 |
|
LOW |
1.0630 |
|
0.618 |
1.0625 |
|
1.000 |
1.0622 |
|
1.618 |
1.0617 |
|
2.618 |
1.0609 |
|
4.250 |
1.0596 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0630 |
| PP |
1.0635 |
1.0621 |
| S1 |
1.0634 |
1.0613 |
|