CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0670 |
0.0005 |
0.0% |
1.0530 |
| High |
1.0730 |
1.0717 |
-0.0013 |
-0.1% |
1.0654 |
| Low |
1.0649 |
1.0660 |
0.0011 |
0.1% |
1.0525 |
| Close |
1.0695 |
1.0717 |
0.0022 |
0.2% |
1.0638 |
| Range |
0.0081 |
0.0057 |
-0.0024 |
-29.6% |
0.0129 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
13 |
4 |
-9 |
-69.2% |
18 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0869 |
1.0850 |
1.0748 |
|
| R3 |
1.0812 |
1.0793 |
1.0733 |
|
| R2 |
1.0755 |
1.0755 |
1.0727 |
|
| R1 |
1.0736 |
1.0736 |
1.0722 |
1.0746 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0703 |
| S1 |
1.0679 |
1.0679 |
1.0712 |
1.0689 |
| S2 |
1.0641 |
1.0641 |
1.0707 |
|
| S3 |
1.0584 |
1.0622 |
1.0701 |
|
| S4 |
1.0527 |
1.0565 |
1.0686 |
|
|
| 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 |
1.0587 |
0.0143 |
1.3% |
0.0039 |
0.4% |
91% |
False |
False |
4 |
| 10 |
1.0730 |
1.0372 |
0.0358 |
3.3% |
0.0060 |
0.6% |
96% |
False |
False |
8 |
| 20 |
1.0730 |
1.0298 |
0.0432 |
4.0% |
0.0045 |
0.4% |
97% |
False |
False |
5 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0033 |
0.3% |
63% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0023 |
0.2% |
66% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0866 |
|
1.618 |
1.0809 |
|
1.000 |
1.0774 |
|
0.618 |
1.0752 |
|
HIGH |
1.0717 |
|
0.618 |
1.0695 |
|
0.500 |
1.0689 |
|
0.382 |
1.0682 |
|
LOW |
1.0660 |
|
0.618 |
1.0625 |
|
1.000 |
1.0603 |
|
1.618 |
1.0568 |
|
2.618 |
1.0511 |
|
4.250 |
1.0418 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0705 |
| PP |
1.0698 |
1.0692 |
| S1 |
1.0689 |
1.0680 |
|