CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0665 |
0.0035 |
0.3% |
1.0530 |
| High |
1.0638 |
1.0730 |
0.0092 |
0.9% |
1.0654 |
| Low |
1.0630 |
1.0649 |
0.0019 |
0.2% |
1.0525 |
| Close |
1.0638 |
1.0695 |
0.0057 |
0.5% |
1.0638 |
| Range |
0.0008 |
0.0081 |
0.0073 |
912.5% |
0.0129 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
18 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0896 |
1.0740 |
|
| R3 |
1.0853 |
1.0815 |
1.0717 |
|
| R2 |
1.0772 |
1.0772 |
1.0710 |
|
| R1 |
1.0734 |
1.0734 |
1.0702 |
1.0753 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0701 |
| S1 |
1.0653 |
1.0653 |
1.0688 |
1.0672 |
| S2 |
1.0610 |
1.0610 |
1.0680 |
|
| S3 |
1.0529 |
1.0572 |
1.0673 |
|
| S4 |
1.0448 |
1.0491 |
1.0650 |
|
|
| 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 |
1.0730 |
1.0556 |
0.0174 |
1.6% |
0.0047 |
0.4% |
80% |
True |
False |
4 |
| 10 |
1.0730 |
1.0298 |
0.0432 |
4.0% |
0.0060 |
0.6% |
92% |
True |
False |
8 |
| 20 |
1.0750 |
1.0298 |
0.0452 |
4.2% |
0.0045 |
0.4% |
88% |
False |
False |
5 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0032 |
0.3% |
60% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0022 |
0.2% |
63% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0942 |
|
1.618 |
1.0861 |
|
1.000 |
1.0811 |
|
0.618 |
1.0780 |
|
HIGH |
1.0730 |
|
0.618 |
1.0699 |
|
0.500 |
1.0690 |
|
0.382 |
1.0680 |
|
LOW |
1.0649 |
|
0.618 |
1.0599 |
|
1.000 |
1.0568 |
|
1.618 |
1.0518 |
|
2.618 |
1.0437 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0683 |
| PP |
1.0691 |
1.0671 |
| S1 |
1.0690 |
1.0659 |
|