CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0728 |
1.0669 |
-0.0059 |
-0.5% |
1.0858 |
| High |
1.0739 |
1.0679 |
-0.0060 |
-0.6% |
1.0909 |
| Low |
1.0639 |
1.0597 |
-0.0042 |
-0.4% |
1.0682 |
| Close |
1.0673 |
1.0611 |
-0.0062 |
-0.6% |
1.0715 |
| Range |
0.0100 |
0.0082 |
-0.0018 |
-18.0% |
0.0227 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
30,454 |
24,821 |
-5,633 |
-18.5% |
175,557 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0825 |
1.0656 |
|
| R3 |
1.0793 |
1.0743 |
1.0634 |
|
| R2 |
1.0711 |
1.0711 |
1.0626 |
|
| R1 |
1.0661 |
1.0661 |
1.0619 |
1.0645 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0621 |
| S1 |
1.0579 |
1.0579 |
1.0603 |
1.0563 |
| S2 |
1.0547 |
1.0547 |
1.0596 |
|
| S3 |
1.0465 |
1.0497 |
1.0588 |
|
| S4 |
1.0383 |
1.0415 |
1.0566 |
|
|
| 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 |
1.0829 |
1.0597 |
0.0232 |
2.2% |
0.0107 |
1.0% |
6% |
False |
True |
35,509 |
| 10 |
1.0962 |
1.0597 |
0.0365 |
3.4% |
0.0110 |
1.0% |
4% |
False |
True |
33,496 |
| 20 |
1.0962 |
1.0392 |
0.0570 |
5.4% |
0.0125 |
1.2% |
38% |
False |
False |
19,086 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0106 |
1.0% |
55% |
False |
False |
9,592 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0081 |
0.8% |
55% |
False |
False |
6,397 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0063 |
0.6% |
55% |
False |
False |
4,798 |
| 100 |
1.1044 |
1.0186 |
0.0858 |
8.1% |
0.0051 |
0.5% |
50% |
False |
False |
3,839 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0042 |
0.4% |
49% |
False |
False |
3,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1028 |
|
2.618 |
1.0894 |
|
1.618 |
1.0812 |
|
1.000 |
1.0761 |
|
0.618 |
1.0730 |
|
HIGH |
1.0679 |
|
0.618 |
1.0648 |
|
0.500 |
1.0638 |
|
0.382 |
1.0628 |
|
LOW |
1.0597 |
|
0.618 |
1.0546 |
|
1.000 |
1.0515 |
|
1.618 |
1.0464 |
|
2.618 |
1.0382 |
|
4.250 |
1.0249 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0673 |
| PP |
1.0629 |
1.0652 |
| S1 |
1.0620 |
1.0632 |
|