CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0587 |
-0.0003 |
0.0% |
1.0692 |
| High |
1.0604 |
1.0594 |
-0.0010 |
-0.1% |
1.0748 |
| Low |
1.0529 |
1.0499 |
-0.0030 |
-0.3% |
1.0547 |
| Close |
1.0580 |
1.0526 |
-0.0054 |
-0.5% |
1.0604 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0201 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
25,296 |
26,529 |
1,233 |
4.9% |
150,557 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0770 |
1.0578 |
|
| R3 |
1.0730 |
1.0675 |
1.0552 |
|
| R2 |
1.0635 |
1.0635 |
1.0543 |
|
| R1 |
1.0580 |
1.0580 |
1.0535 |
1.0560 |
| PP |
1.0540 |
1.0540 |
1.0540 |
1.0530 |
| S1 |
1.0485 |
1.0485 |
1.0517 |
1.0465 |
| S2 |
1.0445 |
1.0445 |
1.0509 |
|
| S3 |
1.0350 |
1.0390 |
1.0500 |
|
| S4 |
1.0255 |
1.0295 |
1.0474 |
|
|
| 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 |
1.0679 |
1.0499 |
0.0180 |
1.7% |
0.0083 |
0.8% |
15% |
False |
True |
26,890 |
| 10 |
1.0902 |
1.0499 |
0.0403 |
3.8% |
0.0103 |
1.0% |
7% |
False |
True |
32,274 |
| 20 |
1.0962 |
1.0499 |
0.0463 |
4.4% |
0.0116 |
1.1% |
6% |
False |
True |
24,347 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0113 |
1.1% |
44% |
False |
False |
12,332 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0084 |
0.8% |
44% |
False |
False |
8,224 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0067 |
0.6% |
44% |
False |
False |
6,168 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.4% |
0.0054 |
0.5% |
44% |
False |
False |
4,935 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0045 |
0.4% |
39% |
False |
False |
4,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0998 |
|
2.618 |
1.0843 |
|
1.618 |
1.0748 |
|
1.000 |
1.0689 |
|
0.618 |
1.0653 |
|
HIGH |
1.0594 |
|
0.618 |
1.0558 |
|
0.500 |
1.0547 |
|
0.382 |
1.0535 |
|
LOW |
1.0499 |
|
0.618 |
1.0440 |
|
1.000 |
1.0404 |
|
1.618 |
1.0345 |
|
2.618 |
1.0250 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0566 |
| PP |
1.0540 |
1.0552 |
| S1 |
1.0533 |
1.0539 |
|