CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0283 |
-0.0101 |
-1.0% |
1.0590 |
| High |
1.0385 |
1.0446 |
0.0061 |
0.6% |
1.0604 |
| Low |
1.0259 |
1.0267 |
0.0008 |
0.1% |
1.0356 |
| Close |
1.0288 |
1.0362 |
0.0074 |
0.7% |
1.0381 |
| Range |
0.0126 |
0.0179 |
0.0053 |
42.1% |
0.0248 |
| ATR |
0.0110 |
0.0115 |
0.0005 |
4.5% |
0.0000 |
| Volume |
41,637 |
42,536 |
899 |
2.2% |
130,477 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0808 |
1.0460 |
|
| R3 |
1.0716 |
1.0629 |
1.0411 |
|
| R2 |
1.0537 |
1.0537 |
1.0395 |
|
| R1 |
1.0450 |
1.0450 |
1.0378 |
1.0494 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0380 |
| S1 |
1.0271 |
1.0271 |
1.0346 |
1.0315 |
| S2 |
1.0179 |
1.0179 |
1.0329 |
|
| S3 |
1.0000 |
1.0092 |
1.0313 |
|
| S4 |
0.9821 |
0.9913 |
1.0264 |
|
|
| 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 |
1.0593 |
1.0259 |
0.0334 |
3.2% |
0.0131 |
1.3% |
31% |
False |
False |
37,264 |
| 10 |
1.0679 |
1.0259 |
0.0420 |
4.1% |
0.0107 |
1.0% |
25% |
False |
False |
32,077 |
| 20 |
1.0962 |
1.0259 |
0.0703 |
6.8% |
0.0111 |
1.1% |
15% |
False |
False |
32,370 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0119 |
1.1% |
23% |
False |
False |
16,989 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0094 |
0.9% |
23% |
False |
False |
11,328 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0076 |
0.7% |
23% |
False |
False |
8,498 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.5% |
0.0061 |
0.6% |
23% |
False |
False |
6,798 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0051 |
0.5% |
20% |
False |
False |
5,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.0915 |
|
1.618 |
1.0736 |
|
1.000 |
1.0625 |
|
0.618 |
1.0557 |
|
HIGH |
1.0446 |
|
0.618 |
1.0378 |
|
0.500 |
1.0357 |
|
0.382 |
1.0335 |
|
LOW |
1.0267 |
|
0.618 |
1.0156 |
|
1.000 |
1.0088 |
|
1.618 |
0.9977 |
|
2.618 |
0.9798 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0359 |
| PP |
1.0358 |
1.0356 |
| S1 |
1.0357 |
1.0353 |
|