CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0372 |
1.0313 |
-0.0059 |
-0.6% |
1.0439 |
High |
1.0405 |
1.0368 |
-0.0037 |
-0.4% |
1.0507 |
Low |
1.0245 |
1.0280 |
0.0035 |
0.3% |
1.0245 |
Close |
1.0280 |
1.0353 |
0.0073 |
0.7% |
1.0280 |
Range |
0.0160 |
0.0088 |
-0.0072 |
-45.0% |
0.0262 |
ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
55,260 |
37,166 |
-18,094 |
-32.7% |
253,219 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0598 |
1.0563 |
1.0401 |
|
R3 |
1.0510 |
1.0475 |
1.0377 |
|
R2 |
1.0422 |
1.0422 |
1.0369 |
|
R1 |
1.0387 |
1.0387 |
1.0361 |
1.0405 |
PP |
1.0334 |
1.0334 |
1.0334 |
1.0342 |
S1 |
1.0299 |
1.0299 |
1.0345 |
1.0317 |
S2 |
1.0246 |
1.0246 |
1.0337 |
|
S3 |
1.0158 |
1.0211 |
1.0329 |
|
S4 |
1.0070 |
1.0123 |
1.0305 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1130 |
1.0967 |
1.0424 |
|
R3 |
1.0868 |
1.0705 |
1.0352 |
|
R2 |
1.0606 |
1.0606 |
1.0328 |
|
R1 |
1.0443 |
1.0443 |
1.0304 |
1.0394 |
PP |
1.0344 |
1.0344 |
1.0344 |
1.0319 |
S1 |
1.0181 |
1.0181 |
1.0256 |
1.0132 |
S2 |
1.0082 |
1.0082 |
1.0232 |
|
S3 |
0.9820 |
0.9919 |
1.0208 |
|
S4 |
0.9558 |
0.9657 |
1.0136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0507 |
1.0245 |
0.0262 |
2.5% |
0.0134 |
1.3% |
41% |
False |
False |
48,998 |
10 |
1.0719 |
1.0245 |
0.0474 |
4.6% |
0.0124 |
1.2% |
23% |
False |
False |
46,355 |
20 |
1.0820 |
1.0245 |
0.0575 |
5.6% |
0.0108 |
1.0% |
19% |
False |
False |
40,874 |
40 |
1.0869 |
1.0245 |
0.0624 |
6.0% |
0.0100 |
1.0% |
17% |
False |
False |
35,788 |
60 |
1.0869 |
1.0245 |
0.0624 |
6.0% |
0.0094 |
0.9% |
17% |
False |
False |
28,915 |
80 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0080 |
0.8% |
13% |
False |
False |
21,692 |
100 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0070 |
0.7% |
13% |
False |
False |
17,355 |
120 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0061 |
0.6% |
13% |
False |
False |
14,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0742 |
2.618 |
1.0598 |
1.618 |
1.0510 |
1.000 |
1.0456 |
0.618 |
1.0422 |
HIGH |
1.0368 |
0.618 |
1.0334 |
0.500 |
1.0324 |
0.382 |
1.0314 |
LOW |
1.0280 |
0.618 |
1.0226 |
1.000 |
1.0192 |
1.618 |
1.0138 |
2.618 |
1.0050 |
4.250 |
0.9906 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0343 |
1.0350 |
PP |
1.0334 |
1.0347 |
S1 |
1.0324 |
1.0344 |
|