CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0766 |
1.0800 |
0.0034 |
0.3% |
1.0665 |
| High |
1.0842 |
1.0800 |
-0.0042 |
-0.4% |
1.0790 |
| Low |
1.0727 |
1.0690 |
-0.0037 |
-0.3% |
1.0649 |
| Close |
1.0842 |
1.0691 |
-0.0151 |
-1.4% |
1.0784 |
| Range |
0.0115 |
0.0110 |
-0.0005 |
-4.3% |
0.0141 |
| ATR |
0.0073 |
0.0078 |
0.0006 |
7.8% |
0.0000 |
| Volume |
30 |
29 |
-1 |
-3.3% |
53 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1057 |
1.0984 |
1.0752 |
|
| R3 |
1.0947 |
1.0874 |
1.0721 |
|
| R2 |
1.0837 |
1.0837 |
1.0711 |
|
| R1 |
1.0764 |
1.0764 |
1.0701 |
1.0746 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0718 |
| S1 |
1.0654 |
1.0654 |
1.0681 |
1.0636 |
| S2 |
1.0617 |
1.0617 |
1.0671 |
|
| S3 |
1.0507 |
1.0544 |
1.0661 |
|
| S4 |
1.0397 |
1.0434 |
1.0631 |
|
|
| 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 |
1.0842 |
1.0690 |
0.0152 |
1.4% |
0.0060 |
0.6% |
1% |
False |
True |
35 |
| 10 |
1.0842 |
1.0630 |
0.0212 |
2.0% |
0.0059 |
0.6% |
29% |
False |
False |
22 |
| 20 |
1.0842 |
1.0298 |
0.0544 |
5.1% |
0.0061 |
0.6% |
72% |
False |
False |
14 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0044 |
0.4% |
59% |
False |
False |
9 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0031 |
0.3% |
63% |
False |
False |
6 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0023 |
0.2% |
63% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1088 |
|
1.618 |
1.0978 |
|
1.000 |
1.0910 |
|
0.618 |
1.0868 |
|
HIGH |
1.0800 |
|
0.618 |
1.0758 |
|
0.500 |
1.0745 |
|
0.382 |
1.0732 |
|
LOW |
1.0690 |
|
0.618 |
1.0622 |
|
1.000 |
1.0580 |
|
1.618 |
1.0512 |
|
2.618 |
1.0402 |
|
4.250 |
1.0223 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0766 |
| PP |
1.0727 |
1.0741 |
| S1 |
1.0709 |
1.0716 |
|