CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0322 |
1.0397 |
0.0075 |
0.7% |
1.0313 |
| High |
1.0429 |
1.0427 |
-0.0002 |
0.0% |
1.0429 |
| Low |
1.0293 |
1.0224 |
-0.0069 |
-0.7% |
1.0166 |
| Close |
1.0397 |
1.0277 |
-0.0120 |
-1.2% |
1.0397 |
| Range |
0.0136 |
0.0203 |
0.0067 |
49.3% |
0.0263 |
| ATR |
0.0119 |
0.0125 |
0.0006 |
5.0% |
0.0000 |
| Volume |
47,846 |
55,751 |
7,905 |
16.5% |
294,169 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0801 |
1.0389 |
|
| R3 |
1.0715 |
1.0598 |
1.0333 |
|
| R2 |
1.0512 |
1.0512 |
1.0314 |
|
| R1 |
1.0395 |
1.0395 |
1.0296 |
1.0352 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0288 |
| S1 |
1.0192 |
1.0192 |
1.0258 |
1.0149 |
| S2 |
1.0106 |
1.0106 |
1.0240 |
|
| S3 |
0.9903 |
0.9989 |
1.0221 |
|
| S4 |
0.9700 |
0.9786 |
1.0165 |
|
|
| 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 |
2.6% |
0.0160 |
1.6% |
42% |
False |
False |
62,550 |
| 10 |
1.0507 |
1.0166 |
0.0341 |
3.3% |
0.0147 |
1.4% |
33% |
False |
False |
55,774 |
| 20 |
1.0820 |
1.0166 |
0.0654 |
6.4% |
0.0127 |
1.2% |
17% |
False |
False |
48,007 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0107 |
1.0% |
16% |
False |
False |
40,173 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0101 |
1.0% |
16% |
False |
False |
34,103 |
| 80 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0088 |
0.9% |
12% |
False |
False |
25,601 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0078 |
0.8% |
12% |
False |
False |
20,482 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.7% |
0.0067 |
0.7% |
12% |
False |
False |
17,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.0958 |
|
1.618 |
1.0755 |
|
1.000 |
1.0630 |
|
0.618 |
1.0552 |
|
HIGH |
1.0427 |
|
0.618 |
1.0349 |
|
0.500 |
1.0326 |
|
0.382 |
1.0302 |
|
LOW |
1.0224 |
|
0.618 |
1.0099 |
|
1.000 |
1.0021 |
|
1.618 |
0.9896 |
|
2.618 |
0.9693 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0308 |
| PP |
1.0309 |
1.0298 |
| S1 |
1.0293 |
1.0287 |
|