CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0552 |
0.0025 |
0.2% |
1.0590 |
| High |
1.0593 |
1.0578 |
-0.0015 |
-0.1% |
1.0604 |
| Low |
1.0508 |
1.0356 |
-0.0152 |
-1.4% |
1.0356 |
| Close |
1.0572 |
1.0381 |
-0.0191 |
-1.8% |
1.0381 |
| Range |
0.0085 |
0.0222 |
0.0137 |
161.2% |
0.0248 |
| ATR |
0.0105 |
0.0114 |
0.0008 |
7.9% |
0.0000 |
| Volume |
25,127 |
53,525 |
28,398 |
113.0% |
130,477 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.0965 |
1.0503 |
|
| R3 |
1.0882 |
1.0743 |
1.0442 |
|
| R2 |
1.0660 |
1.0660 |
1.0422 |
|
| R1 |
1.0521 |
1.0521 |
1.0401 |
1.0480 |
| PP |
1.0438 |
1.0438 |
1.0438 |
1.0418 |
| S1 |
1.0299 |
1.0299 |
1.0361 |
1.0258 |
| S2 |
1.0216 |
1.0216 |
1.0340 |
|
| S3 |
0.9994 |
1.0077 |
1.0320 |
|
| S4 |
0.9772 |
0.9855 |
1.0259 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1191 |
1.1034 |
1.0517 |
|
| R3 |
1.0943 |
1.0786 |
1.0449 |
|
| R2 |
1.0695 |
1.0695 |
1.0426 |
|
| R1 |
1.0538 |
1.0538 |
1.0404 |
1.0493 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0424 |
| S1 |
1.0290 |
1.0290 |
1.0358 |
1.0245 |
| S2 |
1.0199 |
1.0199 |
1.0336 |
|
| S3 |
0.9951 |
1.0042 |
1.0313 |
|
| S4 |
0.9703 |
0.9794 |
1.0245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0632 |
1.0356 |
0.0276 |
2.7% |
0.0109 |
1.1% |
9% |
False |
True |
31,895 |
| 10 |
1.0829 |
1.0356 |
0.0473 |
4.6% |
0.0105 |
1.0% |
5% |
False |
True |
31,378 |
| 20 |
1.0962 |
1.0356 |
0.0606 |
5.8% |
0.0113 |
1.1% |
4% |
False |
True |
28,050 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0118 |
1.1% |
25% |
False |
False |
14,298 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0089 |
0.9% |
25% |
False |
False |
9,534 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0071 |
0.7% |
25% |
False |
False |
7,152 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0057 |
0.6% |
25% |
False |
False |
5,721 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0048 |
0.5% |
23% |
False |
False |
4,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1159 |
|
1.618 |
1.0937 |
|
1.000 |
1.0800 |
|
0.618 |
1.0715 |
|
HIGH |
1.0578 |
|
0.618 |
1.0493 |
|
0.500 |
1.0467 |
|
0.382 |
1.0441 |
|
LOW |
1.0356 |
|
0.618 |
1.0219 |
|
1.000 |
1.0134 |
|
1.618 |
0.9997 |
|
2.618 |
0.9775 |
|
4.250 |
0.9413 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0475 |
| PP |
1.0438 |
1.0444 |
| S1 |
1.0410 |
1.0412 |
|