CME Swiss Franc Future December 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 |
1.0500 |
1.0389 |
-0.0111 |
-1.1% |
1.0595 |
| High |
1.0500 |
1.0396 |
-0.0104 |
-1.0% |
1.0600 |
| Low |
1.0391 |
1.0387 |
-0.0004 |
0.0% |
1.0391 |
| Close |
1.0393 |
1.0396 |
0.0003 |
0.0% |
1.0393 |
| Range |
0.0109 |
0.0009 |
-0.0100 |
-91.7% |
0.0209 |
| ATR |
0.0073 |
0.0068 |
-0.0005 |
-6.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0417 |
1.0401 |
|
| R3 |
1.0411 |
1.0408 |
1.0398 |
|
| R2 |
1.0402 |
1.0402 |
1.0398 |
|
| R1 |
1.0399 |
1.0399 |
1.0397 |
1.0401 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0394 |
| S1 |
1.0390 |
1.0390 |
1.0395 |
1.0392 |
| S2 |
1.0384 |
1.0384 |
1.0394 |
|
| S3 |
1.0375 |
1.0381 |
1.0394 |
|
| S4 |
1.0366 |
1.0372 |
1.0391 |
|
|
| 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 |
1.0600 |
1.0387 |
0.0213 |
2.0% |
0.0039 |
0.4% |
4% |
False |
True |
3 |
| 10 |
1.0750 |
1.0387 |
0.0363 |
3.5% |
0.0030 |
0.3% |
2% |
False |
True |
3 |
| 20 |
1.0963 |
1.0387 |
0.0576 |
5.5% |
0.0033 |
0.3% |
2% |
False |
True |
4 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
7.1% |
0.0018 |
0.2% |
23% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
7.1% |
0.0012 |
0.1% |
23% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0420 |
|
1.618 |
1.0411 |
|
1.000 |
1.0405 |
|
0.618 |
1.0402 |
|
HIGH |
1.0396 |
|
0.618 |
1.0393 |
|
0.500 |
1.0392 |
|
0.382 |
1.0390 |
|
LOW |
1.0387 |
|
0.618 |
1.0381 |
|
1.000 |
1.0378 |
|
1.618 |
1.0372 |
|
2.618 |
1.0363 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0395 |
1.0486 |
| PP |
1.0393 |
1.0456 |
| S1 |
1.0392 |
1.0426 |
|