CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0750 |
-0.0050 |
-0.5% |
1.0740 |
| High |
1.0800 |
1.0791 |
-0.0009 |
-0.1% |
1.0842 |
| Low |
1.0690 |
1.0711 |
0.0021 |
0.2% |
1.0690 |
| Close |
1.0691 |
1.0782 |
0.0091 |
0.9% |
1.0782 |
| Range |
0.0110 |
0.0080 |
-0.0030 |
-27.3% |
0.0152 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.0% |
0.0000 |
| Volume |
29 |
10 |
-19 |
-65.5% |
175 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0972 |
1.0826 |
|
| R3 |
1.0921 |
1.0892 |
1.0804 |
|
| R2 |
1.0841 |
1.0841 |
1.0797 |
|
| R1 |
1.0812 |
1.0812 |
1.0789 |
1.0827 |
| PP |
1.0761 |
1.0761 |
1.0761 |
1.0769 |
| S1 |
1.0732 |
1.0732 |
1.0775 |
1.0747 |
| S2 |
1.0681 |
1.0681 |
1.0767 |
|
| S3 |
1.0601 |
1.0652 |
1.0760 |
|
| S4 |
1.0521 |
1.0572 |
1.0738 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1157 |
1.0866 |
|
| R3 |
1.1075 |
1.1005 |
1.0824 |
|
| R2 |
1.0923 |
1.0923 |
1.0810 |
|
| R1 |
1.0853 |
1.0853 |
1.0796 |
1.0888 |
| PP |
1.0771 |
1.0771 |
1.0771 |
1.0789 |
| S1 |
1.0701 |
1.0701 |
1.0768 |
1.0736 |
| S2 |
1.0619 |
1.0619 |
1.0754 |
|
| S3 |
1.0467 |
1.0549 |
1.0740 |
|
| S4 |
1.0315 |
1.0397 |
1.0698 |
|
|
| 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% |
0.0073 |
0.7% |
61% |
False |
False |
35 |
| 10 |
1.0842 |
1.0649 |
0.0193 |
1.8% |
0.0066 |
0.6% |
69% |
False |
False |
22 |
| 20 |
1.0842 |
1.0298 |
0.0544 |
5.0% |
0.0059 |
0.6% |
89% |
False |
False |
15 |
| 40 |
1.0963 |
1.0298 |
0.0665 |
6.2% |
0.0046 |
0.4% |
73% |
False |
False |
9 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0032 |
0.3% |
75% |
False |
False |
6 |
| 80 |
1.0963 |
1.0230 |
0.0733 |
6.8% |
0.0024 |
0.2% |
75% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1131 |
|
2.618 |
1.1000 |
|
1.618 |
1.0920 |
|
1.000 |
1.0871 |
|
0.618 |
1.0840 |
|
HIGH |
1.0791 |
|
0.618 |
1.0760 |
|
0.500 |
1.0751 |
|
0.382 |
1.0742 |
|
LOW |
1.0711 |
|
0.618 |
1.0662 |
|
1.000 |
1.0631 |
|
1.618 |
1.0582 |
|
2.618 |
1.0502 |
|
4.250 |
1.0371 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0777 |
| PP |
1.0761 |
1.0771 |
| S1 |
1.0751 |
1.0766 |
|