CME Swiss Franc Future December 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 |
1.0470 |
1.0531 |
0.0061 |
0.6% |
1.0389 |
| High |
1.0634 |
1.0610 |
-0.0024 |
-0.2% |
1.0634 |
| Low |
1.0470 |
1.0531 |
0.0061 |
0.6% |
1.0298 |
| Close |
1.0583 |
1.0579 |
-0.0004 |
0.0% |
1.0579 |
| Range |
0.0164 |
0.0079 |
-0.0085 |
-51.8% |
0.0336 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
2 |
43 |
41 |
2,050.0% |
54 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0810 |
1.0774 |
1.0622 |
|
| R3 |
1.0731 |
1.0695 |
1.0601 |
|
| R2 |
1.0652 |
1.0652 |
1.0593 |
|
| R1 |
1.0616 |
1.0616 |
1.0586 |
1.0634 |
| PP |
1.0573 |
1.0573 |
1.0573 |
1.0583 |
| S1 |
1.0537 |
1.0537 |
1.0572 |
1.0555 |
| S2 |
1.0494 |
1.0494 |
1.0565 |
|
| S3 |
1.0415 |
1.0458 |
1.0557 |
|
| S4 |
1.0336 |
1.0379 |
1.0536 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1381 |
1.0764 |
|
| R3 |
1.1176 |
1.1045 |
1.0671 |
|
| R2 |
1.0840 |
1.0840 |
1.0641 |
|
| R1 |
1.0709 |
1.0709 |
1.0610 |
1.0775 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0536 |
| S1 |
1.0373 |
1.0373 |
1.0548 |
1.0439 |
| S2 |
1.0168 |
1.0168 |
1.0517 |
|
| S3 |
0.9832 |
1.0037 |
1.0487 |
|
| S4 |
0.9496 |
0.9701 |
1.0394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0634 |
1.0298 |
0.0336 |
3.2% |
0.0066 |
0.6% |
84% |
False |
False |
10 |
| 10 |
1.0634 |
1.0298 |
0.0336 |
3.2% |
0.0052 |
0.5% |
84% |
False |
False |
6 |
| 20 |
1.0903 |
1.0298 |
0.0605 |
5.7% |
0.0045 |
0.4% |
46% |
False |
False |
6 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0025 |
0.2% |
48% |
False |
False |
3 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0018 |
0.2% |
48% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0946 |
|
2.618 |
1.0817 |
|
1.618 |
1.0738 |
|
1.000 |
1.0689 |
|
0.618 |
1.0659 |
|
HIGH |
1.0610 |
|
0.618 |
1.0580 |
|
0.500 |
1.0571 |
|
0.382 |
1.0561 |
|
LOW |
1.0531 |
|
0.618 |
1.0482 |
|
1.000 |
1.0452 |
|
1.618 |
1.0403 |
|
2.618 |
1.0324 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0576 |
1.0554 |
| PP |
1.0573 |
1.0528 |
| S1 |
1.0571 |
1.0503 |
|