CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0489 |
0.0206 |
2.0% |
1.0590 |
| High |
1.0446 |
1.0642 |
0.0196 |
1.9% |
1.0604 |
| Low |
1.0267 |
1.0362 |
0.0095 |
0.9% |
1.0356 |
| Close |
1.0362 |
1.0573 |
0.0211 |
2.0% |
1.0381 |
| Range |
0.0179 |
0.0280 |
0.0101 |
56.4% |
0.0248 |
| ATR |
0.0115 |
0.0127 |
0.0012 |
10.3% |
0.0000 |
| Volume |
42,536 |
49,318 |
6,782 |
15.9% |
130,477 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1249 |
1.0727 |
|
| R3 |
1.1086 |
1.0969 |
1.0650 |
|
| R2 |
1.0806 |
1.0806 |
1.0624 |
|
| R1 |
1.0689 |
1.0689 |
1.0599 |
1.0748 |
| PP |
1.0526 |
1.0526 |
1.0526 |
1.0555 |
| S1 |
1.0409 |
1.0409 |
1.0547 |
1.0468 |
| S2 |
1.0246 |
1.0246 |
1.0522 |
|
| S3 |
0.9966 |
1.0129 |
1.0496 |
|
| S4 |
0.9686 |
0.9849 |
1.0419 |
|
|
| 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 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0170 |
1.6% |
82% |
True |
False |
42,103 |
| 10 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0127 |
1.2% |
82% |
True |
False |
34,527 |
| 20 |
1.0962 |
1.0259 |
0.0703 |
6.6% |
0.0119 |
1.1% |
45% |
False |
False |
34,011 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0122 |
1.2% |
50% |
False |
False |
18,218 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0099 |
0.9% |
50% |
False |
False |
12,150 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0079 |
0.7% |
50% |
False |
False |
9,114 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0063 |
0.6% |
50% |
False |
False |
7,291 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0053 |
0.5% |
45% |
False |
False |
6,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1375 |
|
1.618 |
1.1095 |
|
1.000 |
1.0922 |
|
0.618 |
1.0815 |
|
HIGH |
1.0642 |
|
0.618 |
1.0535 |
|
0.500 |
1.0502 |
|
0.382 |
1.0469 |
|
LOW |
1.0362 |
|
0.618 |
1.0189 |
|
1.000 |
1.0082 |
|
1.618 |
0.9909 |
|
2.618 |
0.9629 |
|
4.250 |
0.9172 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0532 |
| PP |
1.0526 |
1.0491 |
| S1 |
1.0502 |
1.0451 |
|