CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0214 |
-0.0094 |
-0.9% |
1.0439 |
| High |
1.0331 |
1.0383 |
0.0052 |
0.5% |
1.0507 |
| Low |
1.0166 |
1.0187 |
0.0021 |
0.2% |
1.0245 |
| Close |
1.0209 |
1.0321 |
0.0112 |
1.1% |
1.0280 |
| Range |
0.0165 |
0.0196 |
0.0031 |
18.8% |
0.0262 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.4% |
0.0000 |
| Volume |
86,851 |
69,429 |
-17,422 |
-20.1% |
253,219 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0799 |
1.0429 |
|
| R3 |
1.0689 |
1.0603 |
1.0375 |
|
| R2 |
1.0493 |
1.0493 |
1.0357 |
|
| R1 |
1.0407 |
1.0407 |
1.0339 |
1.0450 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0319 |
| S1 |
1.0211 |
1.0211 |
1.0303 |
1.0254 |
| S2 |
1.0101 |
1.0101 |
1.0285 |
|
| S3 |
0.9905 |
1.0015 |
1.0267 |
|
| S4 |
0.9709 |
0.9819 |
1.0213 |
|
|
| 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 |
1.0405 |
1.0166 |
0.0239 |
2.3% |
0.0142 |
1.4% |
65% |
False |
False |
60,316 |
| 10 |
1.0556 |
1.0166 |
0.0390 |
3.8% |
0.0135 |
1.3% |
40% |
False |
False |
56,676 |
| 20 |
1.0820 |
1.0166 |
0.0654 |
6.3% |
0.0118 |
1.1% |
24% |
False |
False |
45,450 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0103 |
1.0% |
22% |
False |
False |
38,604 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0099 |
1.0% |
22% |
False |
False |
32,398 |
| 80 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0085 |
0.8% |
17% |
False |
False |
24,306 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0074 |
0.7% |
17% |
False |
False |
19,446 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0064 |
0.6% |
17% |
False |
False |
16,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.0896 |
|
1.618 |
1.0700 |
|
1.000 |
1.0579 |
|
0.618 |
1.0504 |
|
HIGH |
1.0383 |
|
0.618 |
1.0308 |
|
0.500 |
1.0285 |
|
0.382 |
1.0262 |
|
LOW |
1.0187 |
|
0.618 |
1.0066 |
|
1.000 |
0.9991 |
|
1.618 |
0.9870 |
|
2.618 |
0.9674 |
|
4.250 |
0.9354 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0306 |
| PP |
1.0297 |
1.0290 |
| S1 |
1.0285 |
1.0275 |
|