CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0614 |
-0.0055 |
-0.5% |
1.0858 |
| High |
1.0679 |
1.0638 |
-0.0041 |
-0.4% |
1.0909 |
| Low |
1.0597 |
1.0547 |
-0.0050 |
-0.5% |
1.0682 |
| Close |
1.0611 |
1.0592 |
-0.0019 |
-0.2% |
1.0715 |
| Range |
0.0082 |
0.0091 |
0.0009 |
11.0% |
0.0227 |
| ATR |
0.0115 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
24,821 |
28,804 |
3,983 |
16.0% |
175,557 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0820 |
1.0642 |
|
| R3 |
1.0774 |
1.0729 |
1.0617 |
|
| R2 |
1.0683 |
1.0683 |
1.0609 |
|
| R1 |
1.0638 |
1.0638 |
1.0600 |
1.0615 |
| PP |
1.0592 |
1.0592 |
1.0592 |
1.0581 |
| S1 |
1.0547 |
1.0547 |
1.0584 |
1.0524 |
| S2 |
1.0501 |
1.0501 |
1.0575 |
|
| S3 |
1.0410 |
1.0456 |
1.0567 |
|
| S4 |
1.0319 |
1.0365 |
1.0542 |
|
|
| 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 |
1.0547 |
0.0282 |
2.7% |
0.0100 |
0.9% |
16% |
False |
True |
30,860 |
| 10 |
1.0909 |
1.0547 |
0.0362 |
3.4% |
0.0104 |
1.0% |
12% |
False |
True |
34,260 |
| 20 |
1.0962 |
1.0401 |
0.0561 |
5.3% |
0.0124 |
1.2% |
34% |
False |
False |
20,512 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0108 |
1.0% |
52% |
False |
False |
10,312 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0082 |
0.8% |
52% |
False |
False |
6,877 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0064 |
0.6% |
52% |
False |
False |
5,158 |
| 100 |
1.1044 |
1.0186 |
0.0858 |
8.1% |
0.0052 |
0.5% |
47% |
False |
False |
4,127 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0043 |
0.4% |
47% |
False |
False |
3,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0876 |
|
1.618 |
1.0785 |
|
1.000 |
1.0729 |
|
0.618 |
1.0694 |
|
HIGH |
1.0638 |
|
0.618 |
1.0603 |
|
0.500 |
1.0593 |
|
0.382 |
1.0582 |
|
LOW |
1.0547 |
|
0.618 |
1.0491 |
|
1.000 |
1.0456 |
|
1.618 |
1.0400 |
|
2.618 |
1.0309 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0593 |
1.0643 |
| PP |
1.0592 |
1.0626 |
| S1 |
1.0592 |
1.0609 |
|