CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0384 |
0.0023 |
0.2% |
1.0590 |
| High |
1.0395 |
1.0385 |
-0.0010 |
-0.1% |
1.0604 |
| Low |
1.0351 |
1.0259 |
-0.0092 |
-0.9% |
1.0356 |
| Close |
1.0385 |
1.0288 |
-0.0097 |
-0.9% |
1.0381 |
| Range |
0.0044 |
0.0126 |
0.0082 |
186.4% |
0.0248 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
23,499 |
41,637 |
18,138 |
77.2% |
130,477 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0614 |
1.0357 |
|
| R3 |
1.0563 |
1.0488 |
1.0323 |
|
| R2 |
1.0437 |
1.0437 |
1.0311 |
|
| R1 |
1.0362 |
1.0362 |
1.0300 |
1.0337 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0298 |
| S1 |
1.0236 |
1.0236 |
1.0276 |
1.0211 |
| S2 |
1.0185 |
1.0185 |
1.0265 |
|
| S3 |
1.0059 |
1.0110 |
1.0253 |
|
| S4 |
0.9933 |
0.9984 |
1.0219 |
|
|
| 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 |
1.0594 |
1.0259 |
0.0335 |
3.3% |
0.0114 |
1.1% |
9% |
False |
True |
34,063 |
| 10 |
1.0739 |
1.0259 |
0.0480 |
4.7% |
0.0099 |
1.0% |
6% |
False |
True |
30,869 |
| 20 |
1.0962 |
1.0259 |
0.0703 |
6.8% |
0.0109 |
1.1% |
4% |
False |
True |
30,852 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0115 |
1.1% |
13% |
False |
False |
15,926 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0091 |
0.9% |
13% |
False |
False |
10,620 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0073 |
0.7% |
13% |
False |
False |
7,966 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0059 |
0.6% |
13% |
False |
False |
6,373 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0049 |
0.5% |
12% |
False |
False |
5,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0921 |
|
2.618 |
1.0715 |
|
1.618 |
1.0589 |
|
1.000 |
1.0511 |
|
0.618 |
1.0463 |
|
HIGH |
1.0385 |
|
0.618 |
1.0337 |
|
0.500 |
1.0322 |
|
0.382 |
1.0307 |
|
LOW |
1.0259 |
|
0.618 |
1.0181 |
|
1.000 |
1.0133 |
|
1.618 |
1.0055 |
|
2.618 |
0.9929 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0419 |
| PP |
1.0311 |
1.0375 |
| S1 |
1.0299 |
1.0332 |
|