CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0777 |
1.0740 |
-0.0037 |
-0.3% |
1.0665 |
| High |
1.0790 |
1.0764 |
-0.0026 |
-0.2% |
1.0790 |
| Low |
1.0771 |
1.0740 |
-0.0031 |
-0.3% |
1.0649 |
| Close |
1.0784 |
1.0764 |
-0.0020 |
-0.2% |
1.0784 |
| Range |
0.0019 |
0.0024 |
0.0005 |
26.3% |
0.0141 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
53 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0820 |
1.0777 |
|
| R3 |
1.0804 |
1.0796 |
1.0771 |
|
| R2 |
1.0780 |
1.0780 |
1.0768 |
|
| R1 |
1.0772 |
1.0772 |
1.0766 |
1.0776 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0758 |
| S1 |
1.0748 |
1.0748 |
1.0762 |
1.0752 |
| S2 |
1.0732 |
1.0732 |
1.0760 |
|
| S3 |
1.0708 |
1.0724 |
1.0757 |
|
| S4 |
1.0684 |
1.0700 |
1.0751 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1164 |
1.1115 |
1.0862 |
|
| R3 |
1.1023 |
1.0974 |
1.0823 |
|
| R2 |
1.0882 |
1.0882 |
1.0810 |
|
| R1 |
1.0833 |
1.0833 |
1.0797 |
1.0858 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0753 |
| S1 |
1.0692 |
1.0692 |
1.0771 |
1.0717 |
| S2 |
1.0600 |
1.0600 |
1.0758 |
|
| S3 |
1.0459 |
1.0551 |
1.0745 |
|
| S4 |
1.0318 |
1.0410 |
1.0706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0790 |
1.0660 |
0.0130 |
1.2% |
0.0048 |
0.4% |
80% |
False |
False |
8 |
| 10 |
1.0790 |
1.0556 |
0.0234 |
2.2% |
0.0048 |
0.4% |
89% |
False |
False |
6 |
| 20 |
1.0790 |
1.0298 |
0.0492 |
4.6% |
0.0052 |
0.5% |
95% |
False |
False |
6 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0038 |
0.4% |
70% |
False |
False |
5 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0026 |
0.2% |
73% |
False |
False |
4 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0020 |
0.2% |
73% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0827 |
|
1.618 |
1.0803 |
|
1.000 |
1.0788 |
|
0.618 |
1.0779 |
|
HIGH |
1.0764 |
|
0.618 |
1.0755 |
|
0.500 |
1.0752 |
|
0.382 |
1.0749 |
|
LOW |
1.0740 |
|
0.618 |
1.0725 |
|
1.000 |
1.0716 |
|
1.618 |
1.0701 |
|
2.618 |
1.0677 |
|
4.250 |
1.0638 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0760 |
1.0753 |
| PP |
1.0756 |
1.0741 |
| S1 |
1.0752 |
1.0730 |
|