CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0322 |
0.0108 |
1.1% |
1.0313 |
| High |
1.0383 |
1.0429 |
0.0046 |
0.4% |
1.0429 |
| Low |
1.0187 |
1.0293 |
0.0106 |
1.0% |
1.0166 |
| Close |
1.0321 |
1.0397 |
0.0076 |
0.7% |
1.0397 |
| Range |
0.0196 |
0.0136 |
-0.0060 |
-30.6% |
0.0263 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.1% |
0.0000 |
| Volume |
69,429 |
47,846 |
-21,583 |
-31.1% |
294,169 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0725 |
1.0472 |
|
| R3 |
1.0645 |
1.0589 |
1.0434 |
|
| R2 |
1.0509 |
1.0509 |
1.0422 |
|
| R1 |
1.0453 |
1.0453 |
1.0409 |
1.0481 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0387 |
| S1 |
1.0317 |
1.0317 |
1.0385 |
1.0345 |
| S2 |
1.0237 |
1.0237 |
1.0372 |
|
| S3 |
1.0101 |
1.0181 |
1.0360 |
|
| S4 |
0.9965 |
1.0045 |
1.0322 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1021 |
1.0542 |
|
| R3 |
1.0857 |
1.0758 |
1.0469 |
|
| R2 |
1.0594 |
1.0594 |
1.0445 |
|
| R1 |
1.0495 |
1.0495 |
1.0421 |
1.0545 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0355 |
| S1 |
1.0232 |
1.0232 |
1.0373 |
1.0282 |
| S2 |
1.0068 |
1.0068 |
1.0349 |
|
| S3 |
0.9805 |
0.9969 |
1.0325 |
|
| S4 |
0.9542 |
0.9706 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0429 |
1.0166 |
0.0263 |
2.5% |
0.0137 |
1.3% |
88% |
True |
False |
58,833 |
| 10 |
1.0507 |
1.0166 |
0.0341 |
3.3% |
0.0132 |
1.3% |
68% |
False |
False |
54,738 |
| 20 |
1.0820 |
1.0166 |
0.0654 |
6.3% |
0.0121 |
1.2% |
35% |
False |
False |
46,506 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0104 |
1.0% |
33% |
False |
False |
39,081 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0100 |
1.0% |
33% |
False |
False |
33,181 |
| 80 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0085 |
0.8% |
26% |
False |
False |
24,904 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0076 |
0.7% |
26% |
False |
False |
19,925 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0066 |
0.6% |
26% |
False |
False |
16,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0785 |
|
1.618 |
1.0649 |
|
1.000 |
1.0565 |
|
0.618 |
1.0513 |
|
HIGH |
1.0429 |
|
0.618 |
1.0377 |
|
0.500 |
1.0361 |
|
0.382 |
1.0345 |
|
LOW |
1.0293 |
|
0.618 |
1.0209 |
|
1.000 |
1.0157 |
|
1.618 |
1.0073 |
|
2.618 |
0.9937 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0364 |
| PP |
1.0373 |
1.0331 |
| S1 |
1.0361 |
1.0298 |
|