CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0552 |
1.0361 |
-0.0191 |
-1.8% |
1.0590 |
| High |
1.0578 |
1.0395 |
-0.0183 |
-1.7% |
1.0604 |
| Low |
1.0356 |
1.0351 |
-0.0005 |
0.0% |
1.0356 |
| Close |
1.0381 |
1.0385 |
0.0004 |
0.0% |
1.0381 |
| Range |
0.0222 |
0.0044 |
-0.0178 |
-80.2% |
0.0248 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
53,525 |
23,499 |
-30,026 |
-56.1% |
130,477 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0509 |
1.0491 |
1.0409 |
|
| R3 |
1.0465 |
1.0447 |
1.0397 |
|
| R2 |
1.0421 |
1.0421 |
1.0393 |
|
| R1 |
1.0403 |
1.0403 |
1.0389 |
1.0412 |
| PP |
1.0377 |
1.0377 |
1.0377 |
1.0382 |
| S1 |
1.0359 |
1.0359 |
1.0381 |
1.0368 |
| S2 |
1.0333 |
1.0333 |
1.0377 |
|
| S3 |
1.0289 |
1.0315 |
1.0373 |
|
| S4 |
1.0245 |
1.0271 |
1.0361 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1034 |
1.0517 |
|
| R3 |
1.0943 |
1.0786 |
1.0449 |
|
| R2 |
1.0695 |
1.0695 |
1.0426 |
|
| R1 |
1.0538 |
1.0538 |
1.0404 |
1.0493 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0424 |
| S1 |
1.0290 |
1.0290 |
1.0358 |
1.0245 |
| S2 |
1.0199 |
1.0199 |
1.0336 |
|
| S3 |
0.9951 |
1.0042 |
1.0313 |
|
| S4 |
0.9703 |
0.9794 |
1.0245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0604 |
1.0351 |
0.0253 |
2.4% |
0.0104 |
1.0% |
13% |
False |
True |
30,795 |
| 10 |
1.0748 |
1.0351 |
0.0397 |
3.8% |
0.0094 |
0.9% |
9% |
False |
True |
30,453 |
| 20 |
1.0962 |
1.0351 |
0.0611 |
5.9% |
0.0109 |
1.0% |
6% |
False |
True |
29,111 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0115 |
1.1% |
26% |
False |
False |
14,885 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0089 |
0.9% |
26% |
False |
False |
9,926 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0072 |
0.7% |
26% |
False |
False |
7,445 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0058 |
0.6% |
26% |
False |
False |
5,956 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0048 |
0.5% |
23% |
False |
False |
4,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0510 |
|
1.618 |
1.0466 |
|
1.000 |
1.0439 |
|
0.618 |
1.0422 |
|
HIGH |
1.0395 |
|
0.618 |
1.0378 |
|
0.500 |
1.0373 |
|
0.382 |
1.0368 |
|
LOW |
1.0351 |
|
0.618 |
1.0324 |
|
1.000 |
1.0307 |
|
1.618 |
1.0280 |
|
2.618 |
1.0236 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0381 |
1.0472 |
| PP |
1.0377 |
1.0443 |
| S1 |
1.0373 |
1.0414 |
|