CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0527 |
-0.0060 |
-0.6% |
1.0692 |
| High |
1.0594 |
1.0593 |
-0.0001 |
0.0% |
1.0748 |
| Low |
1.0499 |
1.0508 |
0.0009 |
0.1% |
1.0547 |
| Close |
1.0526 |
1.0572 |
0.0046 |
0.4% |
1.0604 |
| Range |
0.0095 |
0.0085 |
-0.0010 |
-10.5% |
0.0201 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
26,529 |
25,127 |
-1,402 |
-5.3% |
150,557 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0777 |
1.0619 |
|
| R3 |
1.0728 |
1.0692 |
1.0595 |
|
| R2 |
1.0643 |
1.0643 |
1.0588 |
|
| R1 |
1.0607 |
1.0607 |
1.0580 |
1.0625 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0567 |
| S1 |
1.0522 |
1.0522 |
1.0564 |
1.0540 |
| S2 |
1.0473 |
1.0473 |
1.0556 |
|
| S3 |
1.0388 |
1.0437 |
1.0549 |
|
| S4 |
1.0303 |
1.0352 |
1.0525 |
|
|
| 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 |
1.0638 |
1.0499 |
0.0139 |
1.3% |
0.0083 |
0.8% |
53% |
False |
False |
26,951 |
| 10 |
1.0829 |
1.0499 |
0.0330 |
3.1% |
0.0095 |
0.9% |
22% |
False |
False |
31,230 |
| 20 |
1.0962 |
1.0499 |
0.0463 |
4.4% |
0.0114 |
1.1% |
16% |
False |
False |
25,492 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0115 |
1.1% |
50% |
False |
False |
12,960 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0085 |
0.8% |
50% |
False |
False |
8,642 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0068 |
0.6% |
50% |
False |
False |
6,483 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0055 |
0.5% |
50% |
False |
False |
5,186 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0046 |
0.4% |
45% |
False |
False |
4,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0816 |
|
1.618 |
1.0731 |
|
1.000 |
1.0678 |
|
0.618 |
1.0646 |
|
HIGH |
1.0593 |
|
0.618 |
1.0561 |
|
0.500 |
1.0551 |
|
0.382 |
1.0540 |
|
LOW |
1.0508 |
|
0.618 |
1.0455 |
|
1.000 |
1.0423 |
|
1.618 |
1.0370 |
|
2.618 |
1.0285 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0565 |
1.0565 |
| PP |
1.0558 |
1.0558 |
| S1 |
1.0551 |
1.0552 |
|