CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0742 |
0.0002 |
0.0% |
1.0665 |
| High |
1.0764 |
1.0776 |
0.0012 |
0.1% |
1.0790 |
| Low |
1.0740 |
1.0742 |
0.0002 |
0.0% |
1.0649 |
| Close |
1.0764 |
1.0776 |
0.0012 |
0.1% |
1.0784 |
| Range |
0.0024 |
0.0034 |
0.0010 |
41.7% |
0.0141 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
3 |
103 |
100 |
3,333.3% |
53 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0867 |
1.0855 |
1.0795 |
|
| R3 |
1.0833 |
1.0821 |
1.0785 |
|
| R2 |
1.0799 |
1.0799 |
1.0782 |
|
| R1 |
1.0787 |
1.0787 |
1.0779 |
1.0793 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0768 |
| S1 |
1.0753 |
1.0753 |
1.0773 |
1.0759 |
| S2 |
1.0731 |
1.0731 |
1.0770 |
|
| S3 |
1.0697 |
1.0719 |
1.0767 |
|
| S4 |
1.0663 |
1.0685 |
1.0757 |
|
|
| 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 |
1.0670 |
0.0120 |
1.1% |
0.0044 |
0.4% |
88% |
False |
False |
28 |
| 10 |
1.0790 |
1.0587 |
0.0203 |
1.9% |
0.0041 |
0.4% |
93% |
False |
False |
16 |
| 20 |
1.0790 |
1.0298 |
0.0492 |
4.6% |
0.0052 |
0.5% |
97% |
False |
False |
12 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0039 |
0.4% |
72% |
False |
False |
7 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0027 |
0.2% |
74% |
False |
False |
5 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0020 |
0.2% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0865 |
|
1.618 |
1.0831 |
|
1.000 |
1.0810 |
|
0.618 |
1.0797 |
|
HIGH |
1.0776 |
|
0.618 |
1.0763 |
|
0.500 |
1.0759 |
|
0.382 |
1.0755 |
|
LOW |
1.0742 |
|
0.618 |
1.0721 |
|
1.000 |
1.0708 |
|
1.618 |
1.0687 |
|
2.618 |
1.0653 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0770 |
1.0772 |
| PP |
1.0765 |
1.0769 |
| S1 |
1.0759 |
1.0765 |
|