CME Swiss Franc Future December 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 |
1.0520 |
1.0559 |
0.0039 |
0.4% |
1.0685 |
| High |
1.0538 |
1.0584 |
0.0046 |
0.4% |
1.0750 |
| Low |
1.0520 |
1.0555 |
0.0035 |
0.3% |
1.0600 |
| Close |
1.0538 |
1.0584 |
0.0046 |
0.4% |
1.0616 |
| Range |
0.0018 |
0.0029 |
0.0011 |
61.1% |
0.0150 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
22 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0652 |
1.0600 |
|
| R3 |
1.0632 |
1.0623 |
1.0592 |
|
| R2 |
1.0603 |
1.0603 |
1.0589 |
|
| R1 |
1.0594 |
1.0594 |
1.0587 |
1.0599 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0577 |
| S1 |
1.0565 |
1.0565 |
1.0581 |
1.0570 |
| S2 |
1.0545 |
1.0545 |
1.0579 |
|
| S3 |
1.0516 |
1.0536 |
1.0576 |
|
| S4 |
1.0487 |
1.0507 |
1.0568 |
|
|
| 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 |
1.0616 |
1.0520 |
0.0096 |
0.9% |
0.0017 |
0.2% |
67% |
False |
False |
2 |
| 10 |
1.0810 |
1.0520 |
0.0290 |
2.7% |
0.0028 |
0.3% |
22% |
False |
False |
5 |
| 20 |
1.0963 |
1.0520 |
0.0443 |
4.2% |
0.0028 |
0.3% |
14% |
False |
False |
3 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0016 |
0.1% |
48% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0010 |
0.1% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0660 |
|
1.618 |
1.0631 |
|
1.000 |
1.0613 |
|
0.618 |
1.0602 |
|
HIGH |
1.0584 |
|
0.618 |
1.0573 |
|
0.500 |
1.0570 |
|
0.382 |
1.0566 |
|
LOW |
1.0555 |
|
0.618 |
1.0537 |
|
1.000 |
1.0526 |
|
1.618 |
1.0508 |
|
2.618 |
1.0479 |
|
4.250 |
1.0432 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0576 |
| PP |
1.0574 |
1.0568 |
| S1 |
1.0570 |
1.0560 |
|