CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0585 |
-0.0029 |
-0.3% |
1.0692 |
| High |
1.0638 |
1.0632 |
-0.0006 |
-0.1% |
1.0748 |
| Low |
1.0547 |
1.0562 |
0.0015 |
0.1% |
1.0547 |
| Close |
1.0592 |
1.0604 |
0.0012 |
0.1% |
1.0604 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0201 |
| ATR |
0.0114 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
28,804 |
29,001 |
197 |
0.7% |
150,557 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0777 |
1.0643 |
|
| R3 |
1.0739 |
1.0707 |
1.0623 |
|
| R2 |
1.0669 |
1.0669 |
1.0617 |
|
| R1 |
1.0637 |
1.0637 |
1.0610 |
1.0653 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0608 |
| S1 |
1.0567 |
1.0567 |
1.0598 |
1.0583 |
| S2 |
1.0529 |
1.0529 |
1.0591 |
|
| S3 |
1.0459 |
1.0497 |
1.0585 |
|
| S4 |
1.0389 |
1.0427 |
1.0566 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1121 |
1.0715 |
|
| R3 |
1.1035 |
1.0920 |
1.0659 |
|
| R2 |
1.0834 |
1.0834 |
1.0641 |
|
| R1 |
1.0719 |
1.0719 |
1.0622 |
1.0676 |
| PP |
1.0633 |
1.0633 |
1.0633 |
1.0612 |
| S1 |
1.0518 |
1.0518 |
1.0586 |
1.0475 |
| S2 |
1.0432 |
1.0432 |
1.0567 |
|
| S3 |
1.0231 |
1.0317 |
1.0549 |
|
| S4 |
1.0030 |
1.0116 |
1.0493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0748 |
1.0547 |
0.0201 |
1.9% |
0.0084 |
0.8% |
28% |
False |
False |
30,111 |
| 10 |
1.0909 |
1.0547 |
0.0362 |
3.4% |
0.0103 |
1.0% |
16% |
False |
False |
32,611 |
| 20 |
1.0962 |
1.0401 |
0.0561 |
5.3% |
0.0122 |
1.2% |
36% |
False |
False |
21,824 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0109 |
1.0% |
54% |
False |
False |
11,037 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0083 |
0.8% |
54% |
False |
False |
7,360 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0065 |
0.6% |
54% |
False |
False |
5,521 |
| 100 |
1.1026 |
1.0186 |
0.0840 |
7.9% |
0.0052 |
0.5% |
50% |
False |
False |
4,417 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0044 |
0.4% |
48% |
False |
False |
3,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0815 |
|
1.618 |
1.0745 |
|
1.000 |
1.0702 |
|
0.618 |
1.0675 |
|
HIGH |
1.0632 |
|
0.618 |
1.0605 |
|
0.500 |
1.0597 |
|
0.382 |
1.0589 |
|
LOW |
1.0562 |
|
0.618 |
1.0519 |
|
1.000 |
1.0492 |
|
1.618 |
1.0449 |
|
2.618 |
1.0379 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0602 |
1.0613 |
| PP |
1.0599 |
1.0610 |
| S1 |
1.0597 |
1.0607 |
|