CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0565 |
0.0076 |
0.7% |
1.0361 |
| High |
1.0642 |
1.0600 |
-0.0042 |
-0.4% |
1.0642 |
| Low |
1.0362 |
1.0517 |
0.0155 |
1.5% |
1.0259 |
| Close |
1.0573 |
1.0569 |
-0.0004 |
0.0% |
1.0569 |
| Range |
0.0280 |
0.0083 |
-0.0197 |
-70.4% |
0.0383 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
49,318 |
30,540 |
-18,778 |
-38.1% |
187,530 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0773 |
1.0615 |
|
| R3 |
1.0728 |
1.0690 |
1.0592 |
|
| R2 |
1.0645 |
1.0645 |
1.0584 |
|
| R1 |
1.0607 |
1.0607 |
1.0577 |
1.0626 |
| PP |
1.0562 |
1.0562 |
1.0562 |
1.0572 |
| S1 |
1.0524 |
1.0524 |
1.0561 |
1.0543 |
| S2 |
1.0479 |
1.0479 |
1.0554 |
|
| S3 |
1.0396 |
1.0441 |
1.0546 |
|
| S4 |
1.0313 |
1.0358 |
1.0523 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1639 |
1.1487 |
1.0780 |
|
| R3 |
1.1256 |
1.1104 |
1.0674 |
|
| R2 |
1.0873 |
1.0873 |
1.0639 |
|
| R1 |
1.0721 |
1.0721 |
1.0604 |
1.0797 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0528 |
| S1 |
1.0338 |
1.0338 |
1.0534 |
1.0414 |
| S2 |
1.0107 |
1.0107 |
1.0499 |
|
| S3 |
0.9724 |
0.9955 |
1.0464 |
|
| S4 |
0.9341 |
0.9572 |
1.0358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0142 |
1.3% |
81% |
False |
False |
37,506 |
| 10 |
1.0642 |
1.0259 |
0.0383 |
3.6% |
0.0126 |
1.2% |
81% |
False |
False |
34,700 |
| 20 |
1.0909 |
1.0259 |
0.0650 |
6.2% |
0.0115 |
1.1% |
48% |
False |
False |
34,480 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0122 |
1.2% |
49% |
False |
False |
18,980 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0099 |
0.9% |
49% |
False |
False |
12,659 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0080 |
0.8% |
49% |
False |
False |
9,496 |
| 100 |
1.0962 |
1.0186 |
0.0776 |
7.3% |
0.0064 |
0.6% |
49% |
False |
False |
7,597 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0054 |
0.5% |
44% |
False |
False |
6,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0817 |
|
1.618 |
1.0734 |
|
1.000 |
1.0683 |
|
0.618 |
1.0651 |
|
HIGH |
1.0600 |
|
0.618 |
1.0568 |
|
0.500 |
1.0559 |
|
0.382 |
1.0549 |
|
LOW |
1.0517 |
|
0.618 |
1.0466 |
|
1.000 |
1.0434 |
|
1.618 |
1.0383 |
|
2.618 |
1.0300 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0531 |
| PP |
1.0562 |
1.0493 |
| S1 |
1.0559 |
1.0455 |
|