CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0692 |
1.0728 |
0.0036 |
0.3% |
1.0858 |
| High |
1.0748 |
1.0739 |
-0.0009 |
-0.1% |
1.0909 |
| Low |
1.0669 |
1.0639 |
-0.0030 |
-0.3% |
1.0682 |
| Close |
1.0729 |
1.0673 |
-0.0056 |
-0.5% |
1.0715 |
| Range |
0.0079 |
0.0100 |
0.0021 |
26.6% |
0.0227 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
37,477 |
30,454 |
-7,023 |
-18.7% |
175,557 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0928 |
1.0728 |
|
| R3 |
1.0884 |
1.0828 |
1.0701 |
|
| R2 |
1.0784 |
1.0784 |
1.0691 |
|
| R1 |
1.0728 |
1.0728 |
1.0682 |
1.0706 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0673 |
| S1 |
1.0628 |
1.0628 |
1.0664 |
1.0606 |
| S2 |
1.0584 |
1.0584 |
1.0655 |
|
| S3 |
1.0484 |
1.0528 |
1.0646 |
|
| S4 |
1.0384 |
1.0428 |
1.0618 |
|
|
| 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 |
1.0902 |
1.0639 |
0.0263 |
2.5% |
0.0122 |
1.1% |
13% |
False |
True |
37,658 |
| 10 |
1.0962 |
1.0639 |
0.0323 |
3.0% |
0.0115 |
1.1% |
11% |
False |
True |
32,663 |
| 20 |
1.0962 |
1.0278 |
0.0684 |
6.4% |
0.0128 |
1.2% |
58% |
False |
False |
17,849 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0107 |
1.0% |
63% |
False |
False |
8,972 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0079 |
0.7% |
63% |
False |
False |
5,983 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0062 |
0.6% |
63% |
False |
False |
4,488 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0050 |
0.5% |
56% |
False |
False |
3,591 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0042 |
0.4% |
56% |
False |
False |
2,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1164 |
|
2.618 |
1.1001 |
|
1.618 |
1.0901 |
|
1.000 |
1.0839 |
|
0.618 |
1.0801 |
|
HIGH |
1.0739 |
|
0.618 |
1.0701 |
|
0.500 |
1.0689 |
|
0.382 |
1.0677 |
|
LOW |
1.0639 |
|
0.618 |
1.0577 |
|
1.000 |
1.0539 |
|
1.618 |
1.0477 |
|
2.618 |
1.0377 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0734 |
| PP |
1.0684 |
1.0714 |
| S1 |
1.0678 |
1.0693 |
|