CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0585 |
1.0590 |
0.0005 |
0.0% |
1.0692 |
| High |
1.0632 |
1.0604 |
-0.0028 |
-0.3% |
1.0748 |
| Low |
1.0562 |
1.0529 |
-0.0033 |
-0.3% |
1.0547 |
| Close |
1.0604 |
1.0580 |
-0.0024 |
-0.2% |
1.0604 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0201 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
29,001 |
25,296 |
-3,705 |
-12.8% |
150,557 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0796 |
1.0763 |
1.0621 |
|
| R3 |
1.0721 |
1.0688 |
1.0601 |
|
| R2 |
1.0646 |
1.0646 |
1.0594 |
|
| R1 |
1.0613 |
1.0613 |
1.0587 |
1.0592 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0561 |
| S1 |
1.0538 |
1.0538 |
1.0573 |
1.0517 |
| S2 |
1.0496 |
1.0496 |
1.0566 |
|
| S3 |
1.0421 |
1.0463 |
1.0559 |
|
| S4 |
1.0346 |
1.0388 |
1.0539 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1121 |
1.0715 |
|
| R3 |
1.1035 |
1.0920 |
1.0659 |
|
| R2 |
1.0834 |
1.0834 |
1.0641 |
|
| R1 |
1.0719 |
1.0719 |
1.0622 |
1.0676 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0612 |
| S1 |
1.0518 |
1.0518 |
1.0586 |
1.0475 |
| S2 |
1.0432 |
1.0432 |
1.0567 |
|
| S3 |
1.0231 |
1.0317 |
1.0549 |
|
| S4 |
1.0030 |
1.0116 |
1.0493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0739 |
1.0529 |
0.0210 |
2.0% |
0.0084 |
0.8% |
24% |
False |
True |
27,675 |
| 10 |
1.0909 |
1.0529 |
0.0380 |
3.6% |
0.0103 |
1.0% |
13% |
False |
True |
32,618 |
| 20 |
1.0962 |
1.0515 |
0.0447 |
4.2% |
0.0115 |
1.1% |
15% |
False |
False |
23,057 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0111 |
1.0% |
51% |
False |
False |
11,669 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0083 |
0.8% |
51% |
False |
False |
7,782 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0066 |
0.6% |
51% |
False |
False |
5,837 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0053 |
0.5% |
51% |
False |
False |
4,670 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0044 |
0.4% |
46% |
False |
False |
3,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0800 |
|
1.618 |
1.0725 |
|
1.000 |
1.0679 |
|
0.618 |
1.0650 |
|
HIGH |
1.0604 |
|
0.618 |
1.0575 |
|
0.500 |
1.0567 |
|
0.382 |
1.0558 |
|
LOW |
1.0529 |
|
0.618 |
1.0483 |
|
1.000 |
1.0454 |
|
1.618 |
1.0408 |
|
2.618 |
1.0333 |
|
4.250 |
1.0210 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0576 |
1.0584 |
| PP |
1.0571 |
1.0582 |
| S1 |
1.0567 |
1.0581 |
|