CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0612 |
0.0012 |
0.1% |
1.0685 |
| High |
1.0604 |
1.0616 |
0.0012 |
0.1% |
1.0750 |
| Low |
1.0600 |
1.0612 |
0.0012 |
0.1% |
1.0600 |
| Close |
1.0604 |
1.0616 |
0.0012 |
0.1% |
1.0616 |
| Range |
0.0004 |
0.0004 |
0.0000 |
0.0% |
0.0150 |
| ATR |
0.0070 |
0.0066 |
-0.0004 |
-5.9% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
22 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0625 |
1.0618 |
|
| R3 |
1.0623 |
1.0621 |
1.0617 |
|
| R2 |
1.0619 |
1.0619 |
1.0617 |
|
| R1 |
1.0617 |
1.0617 |
1.0616 |
1.0618 |
| PP |
1.0615 |
1.0615 |
1.0615 |
1.0615 |
| S1 |
1.0613 |
1.0613 |
1.0616 |
1.0614 |
| S2 |
1.0611 |
1.0611 |
1.0615 |
|
| S3 |
1.0607 |
1.0609 |
1.0615 |
|
| S4 |
1.0603 |
1.0605 |
1.0614 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1011 |
1.0699 |
|
| R3 |
1.0955 |
1.0861 |
1.0657 |
|
| R2 |
1.0805 |
1.0805 |
1.0644 |
|
| R1 |
1.0711 |
1.0711 |
1.0630 |
1.0683 |
| PP |
1.0655 |
1.0655 |
1.0655 |
1.0642 |
| S1 |
1.0561 |
1.0561 |
1.0602 |
1.0533 |
| S2 |
1.0505 |
1.0505 |
1.0589 |
|
| S3 |
1.0355 |
1.0411 |
1.0575 |
|
| S4 |
1.0205 |
1.0261 |
1.0534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0600 |
0.0150 |
1.4% |
0.0021 |
0.2% |
11% |
False |
False |
4 |
| 10 |
1.0903 |
1.0600 |
0.0303 |
2.9% |
0.0034 |
0.3% |
5% |
False |
False |
6 |
| 20 |
1.0963 |
1.0581 |
0.0382 |
3.6% |
0.0024 |
0.2% |
9% |
False |
False |
3 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0014 |
0.1% |
53% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0009 |
0.1% |
53% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0633 |
|
2.618 |
1.0626 |
|
1.618 |
1.0622 |
|
1.000 |
1.0620 |
|
0.618 |
1.0618 |
|
HIGH |
1.0616 |
|
0.618 |
1.0614 |
|
0.500 |
1.0614 |
|
0.382 |
1.0614 |
|
LOW |
1.0612 |
|
0.618 |
1.0610 |
|
1.000 |
1.0608 |
|
1.618 |
1.0606 |
|
2.618 |
1.0602 |
|
4.250 |
1.0595 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0615 |
| PP |
1.0615 |
1.0614 |
| S1 |
1.0614 |
1.0613 |
|