CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0500 |
-0.0059 |
-0.6% |
1.0595 |
| High |
1.0584 |
1.0500 |
-0.0084 |
-0.8% |
1.0600 |
| Low |
1.0555 |
1.0391 |
-0.0164 |
-1.6% |
1.0391 |
| Close |
1.0584 |
1.0393 |
-0.0191 |
-1.8% |
1.0393 |
| Range |
0.0029 |
0.0109 |
0.0080 |
275.9% |
0.0209 |
| ATR |
0.0064 |
0.0073 |
0.0009 |
14.6% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
11 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0683 |
1.0453 |
|
| R3 |
1.0646 |
1.0574 |
1.0423 |
|
| R2 |
1.0537 |
1.0537 |
1.0413 |
|
| R1 |
1.0465 |
1.0465 |
1.0403 |
1.0447 |
| PP |
1.0428 |
1.0428 |
1.0428 |
1.0419 |
| S1 |
1.0356 |
1.0356 |
1.0383 |
1.0338 |
| S2 |
1.0319 |
1.0319 |
1.0373 |
|
| S3 |
1.0210 |
1.0247 |
1.0363 |
|
| S4 |
1.0101 |
1.0138 |
1.0333 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.0950 |
1.0508 |
|
| R3 |
1.0879 |
1.0741 |
1.0450 |
|
| R2 |
1.0670 |
1.0670 |
1.0431 |
|
| R1 |
1.0532 |
1.0532 |
1.0412 |
1.0497 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0444 |
| S1 |
1.0323 |
1.0323 |
1.0374 |
1.0288 |
| S2 |
1.0252 |
1.0252 |
1.0355 |
|
| S3 |
1.0043 |
1.0114 |
1.0336 |
|
| S4 |
0.9834 |
0.9905 |
1.0278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0616 |
1.0391 |
0.0225 |
2.2% |
0.0038 |
0.4% |
1% |
False |
True |
3 |
| 10 |
1.0750 |
1.0391 |
0.0359 |
3.5% |
0.0032 |
0.3% |
1% |
False |
True |
6 |
| 20 |
1.0963 |
1.0391 |
0.0572 |
5.5% |
0.0033 |
0.3% |
0% |
False |
True |
3 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
7.1% |
0.0018 |
0.2% |
22% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
7.1% |
0.0012 |
0.1% |
22% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0963 |
|
2.618 |
1.0785 |
|
1.618 |
1.0676 |
|
1.000 |
1.0609 |
|
0.618 |
1.0567 |
|
HIGH |
1.0500 |
|
0.618 |
1.0458 |
|
0.500 |
1.0446 |
|
0.382 |
1.0433 |
|
LOW |
1.0391 |
|
0.618 |
1.0324 |
|
1.000 |
1.0282 |
|
1.618 |
1.0215 |
|
2.618 |
1.0106 |
|
4.250 |
0.9928 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0446 |
1.0488 |
| PP |
1.0428 |
1.0456 |
| S1 |
1.0411 |
1.0425 |
|