CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0595 |
1.0520 |
-0.0075 |
-0.7% |
1.0685 |
| High |
1.0600 |
1.0538 |
-0.0062 |
-0.6% |
1.0750 |
| Low |
1.0568 |
1.0520 |
-0.0048 |
-0.5% |
1.0600 |
| Close |
1.0592 |
1.0538 |
-0.0054 |
-0.5% |
1.0616 |
| Range |
0.0032 |
0.0018 |
-0.0014 |
-43.8% |
0.0150 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
22 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0580 |
1.0548 |
|
| R3 |
1.0568 |
1.0562 |
1.0543 |
|
| R2 |
1.0550 |
1.0550 |
1.0541 |
|
| R1 |
1.0544 |
1.0544 |
1.0540 |
1.0547 |
| PP |
1.0532 |
1.0532 |
1.0532 |
1.0534 |
| S1 |
1.0526 |
1.0526 |
1.0536 |
1.0529 |
| S2 |
1.0514 |
1.0514 |
1.0535 |
|
| S3 |
1.0496 |
1.0508 |
1.0533 |
|
| S4 |
1.0478 |
1.0490 |
1.0528 |
|
|
| 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 |
1.0625 |
1.0520 |
0.0105 |
1.0% |
0.0012 |
0.1% |
17% |
False |
True |
3 |
| 10 |
1.0903 |
1.0520 |
0.0383 |
3.6% |
0.0039 |
0.4% |
5% |
False |
True |
6 |
| 20 |
1.0963 |
1.0520 |
0.0443 |
4.2% |
0.0026 |
0.2% |
4% |
False |
True |
3 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
7.0% |
0.0015 |
0.1% |
42% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
7.0% |
0.0010 |
0.1% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0615 |
|
2.618 |
1.0585 |
|
1.618 |
1.0567 |
|
1.000 |
1.0556 |
|
0.618 |
1.0549 |
|
HIGH |
1.0538 |
|
0.618 |
1.0531 |
|
0.500 |
1.0529 |
|
0.382 |
1.0527 |
|
LOW |
1.0520 |
|
0.618 |
1.0509 |
|
1.000 |
1.0502 |
|
1.618 |
1.0491 |
|
2.618 |
1.0473 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0568 |
| PP |
1.0532 |
1.0558 |
| S1 |
1.0529 |
1.0548 |
|