CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0789 |
1.0692 |
-0.0097 |
-0.9% |
1.0858 |
| High |
1.0829 |
1.0748 |
-0.0081 |
-0.7% |
1.0909 |
| Low |
1.0682 |
1.0669 |
-0.0013 |
-0.1% |
1.0682 |
| Close |
1.0715 |
1.0729 |
0.0014 |
0.1% |
1.0715 |
| Range |
0.0147 |
0.0079 |
-0.0068 |
-46.3% |
0.0227 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
32,747 |
37,477 |
4,730 |
14.4% |
175,557 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0920 |
1.0772 |
|
| R3 |
1.0873 |
1.0841 |
1.0751 |
|
| R2 |
1.0794 |
1.0794 |
1.0743 |
|
| R1 |
1.0762 |
1.0762 |
1.0736 |
1.0778 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0724 |
| S1 |
1.0683 |
1.0683 |
1.0722 |
1.0699 |
| S2 |
1.0636 |
1.0636 |
1.0715 |
|
| S3 |
1.0557 |
1.0604 |
1.0707 |
|
| S4 |
1.0478 |
1.0525 |
1.0686 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1309 |
1.0840 |
|
| R3 |
1.1223 |
1.1082 |
1.0777 |
|
| R2 |
1.0996 |
1.0996 |
1.0757 |
|
| R1 |
1.0855 |
1.0855 |
1.0736 |
1.0812 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0747 |
| S1 |
1.0628 |
1.0628 |
1.0694 |
1.0585 |
| S2 |
1.0542 |
1.0542 |
1.0673 |
|
| S3 |
1.0315 |
1.0401 |
1.0653 |
|
| S4 |
1.0088 |
1.0174 |
1.0590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0669 |
0.0240 |
2.2% |
0.0123 |
1.1% |
25% |
False |
True |
37,562 |
| 10 |
1.0962 |
1.0669 |
0.0293 |
2.7% |
0.0120 |
1.1% |
20% |
False |
True |
30,835 |
| 20 |
1.0962 |
1.0239 |
0.0723 |
6.7% |
0.0133 |
1.2% |
68% |
False |
False |
16,342 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0106 |
1.0% |
70% |
False |
False |
8,210 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0078 |
0.7% |
70% |
False |
False |
5,476 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0061 |
0.6% |
70% |
False |
False |
4,107 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0049 |
0.5% |
63% |
False |
False |
3,286 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0041 |
0.4% |
63% |
False |
False |
2,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1084 |
|
2.618 |
1.0955 |
|
1.618 |
1.0876 |
|
1.000 |
1.0827 |
|
0.618 |
1.0797 |
|
HIGH |
1.0748 |
|
0.618 |
1.0718 |
|
0.500 |
1.0709 |
|
0.382 |
1.0699 |
|
LOW |
1.0669 |
|
0.618 |
1.0620 |
|
1.000 |
1.0590 |
|
1.618 |
1.0541 |
|
2.618 |
1.0462 |
|
4.250 |
1.0333 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0749 |
| PP |
1.0715 |
1.0742 |
| S1 |
1.0709 |
1.0736 |
|