CME Swiss Franc Future December 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 |
1.0380 |
1.0470 |
0.0090 |
0.9% |
1.0595 |
| High |
1.0400 |
1.0634 |
0.0234 |
2.3% |
1.0600 |
| Low |
1.0372 |
1.0470 |
0.0098 |
0.9% |
1.0391 |
| Close |
1.0372 |
1.0583 |
0.0211 |
2.0% |
1.0393 |
| Range |
0.0028 |
0.0164 |
0.0136 |
485.7% |
0.0209 |
| ATR |
0.0073 |
0.0086 |
0.0014 |
18.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0983 |
1.0673 |
|
| R3 |
1.0890 |
1.0819 |
1.0628 |
|
| R2 |
1.0726 |
1.0726 |
1.0613 |
|
| R1 |
1.0655 |
1.0655 |
1.0598 |
1.0691 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0580 |
| S1 |
1.0491 |
1.0491 |
1.0568 |
1.0527 |
| S2 |
1.0398 |
1.0398 |
1.0553 |
|
| S3 |
1.0234 |
1.0327 |
1.0538 |
|
| S4 |
1.0070 |
1.0163 |
1.0493 |
|
|
| 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 |
1.0634 |
1.0298 |
0.0336 |
3.2% |
0.0072 |
0.7% |
85% |
True |
False |
3 |
| 10 |
1.0634 |
1.0298 |
0.0336 |
3.2% |
0.0045 |
0.4% |
85% |
True |
False |
2 |
| 20 |
1.0963 |
1.0298 |
0.0665 |
6.3% |
0.0046 |
0.4% |
43% |
False |
False |
4 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0023 |
0.2% |
48% |
False |
False |
2 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0016 |
0.2% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1063 |
|
1.618 |
1.0899 |
|
1.000 |
1.0798 |
|
0.618 |
1.0735 |
|
HIGH |
1.0634 |
|
0.618 |
1.0571 |
|
0.500 |
1.0552 |
|
0.382 |
1.0533 |
|
LOW |
1.0470 |
|
0.618 |
1.0369 |
|
1.000 |
1.0306 |
|
1.618 |
1.0205 |
|
2.618 |
1.0041 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0573 |
1.0544 |
| PP |
1.0562 |
1.0505 |
| S1 |
1.0552 |
1.0466 |
|