CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.0600 |
1.0612 |
0.0012 |
0.1% |
1.0685 |
High |
1.0604 |
1.0616 |
0.0012 |
0.1% |
1.0750 |
Low |
1.0600 |
1.0612 |
0.0012 |
0.1% |
1.0600 |
Close |
1.0604 |
1.0616 |
0.0012 |
0.1% |
1.0616 |
Range |
0.0004 |
0.0004 |
0.0000 |
0.0% |
0.0150 |
ATR |
0.0070 |
0.0066 |
-0.0004 |
-5.9% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
22 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0627 |
1.0625 |
1.0618 |
|
R3 |
1.0623 |
1.0621 |
1.0617 |
|
R2 |
1.0619 |
1.0619 |
1.0617 |
|
R1 |
1.0617 |
1.0617 |
1.0616 |
1.0618 |
PP |
1.0615 |
1.0615 |
1.0615 |
1.0615 |
S1 |
1.0613 |
1.0613 |
1.0616 |
1.0614 |
S2 |
1.0611 |
1.0611 |
1.0615 |
|
S3 |
1.0607 |
1.0609 |
1.0615 |
|
S4 |
1.0603 |
1.0605 |
1.0614 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1105 |
1.1011 |
1.0699 |
|
R3 |
1.0955 |
1.0861 |
1.0657 |
|
R2 |
1.0805 |
1.0805 |
1.0644 |
|
R1 |
1.0711 |
1.0711 |
1.0630 |
1.0683 |
PP |
1.0655 |
1.0655 |
1.0655 |
1.0642 |
S1 |
1.0561 |
1.0561 |
1.0602 |
1.0533 |
S2 |
1.0505 |
1.0505 |
1.0589 |
|
S3 |
1.0355 |
1.0411 |
1.0575 |
|
S4 |
1.0205 |
1.0261 |
1.0534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0750 |
1.0600 |
0.0150 |
1.4% |
0.0021 |
0.2% |
11% |
False |
False |
4 |
10 |
1.0903 |
1.0600 |
0.0303 |
2.9% |
0.0034 |
0.3% |
5% |
False |
False |
6 |
20 |
1.0963 |
1.0581 |
0.0382 |
3.6% |
0.0024 |
0.2% |
9% |
False |
False |
3 |
40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0014 |
0.1% |
53% |
False |
False |
2 |
60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0009 |
0.1% |
53% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0633 |
2.618 |
1.0626 |
1.618 |
1.0622 |
1.000 |
1.0620 |
0.618 |
1.0618 |
HIGH |
1.0616 |
0.618 |
1.0614 |
0.500 |
1.0614 |
0.382 |
1.0614 |
LOW |
1.0612 |
0.618 |
1.0610 |
1.000 |
1.0608 |
1.618 |
1.0606 |
2.618 |
1.0602 |
4.250 |
1.0595 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0615 |
1.0615 |
PP |
1.0615 |
1.0614 |
S1 |
1.0614 |
1.0613 |
|