CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0242 |
-0.0155 |
-1.5% |
1.0313 |
| High |
1.0427 |
1.0418 |
-0.0009 |
-0.1% |
1.0429 |
| Low |
1.0224 |
1.0215 |
-0.0009 |
-0.1% |
1.0166 |
| Close |
1.0277 |
1.0382 |
0.0105 |
1.0% |
1.0397 |
| Range |
0.0203 |
0.0203 |
0.0000 |
0.0% |
0.0263 |
| ATR |
0.0125 |
0.0131 |
0.0006 |
4.4% |
0.0000 |
| Volume |
55,751 |
55,833 |
82 |
0.1% |
294,169 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0868 |
1.0494 |
|
| R3 |
1.0744 |
1.0665 |
1.0438 |
|
| R2 |
1.0541 |
1.0541 |
1.0419 |
|
| R1 |
1.0462 |
1.0462 |
1.0401 |
1.0502 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0358 |
| S1 |
1.0259 |
1.0259 |
1.0363 |
1.0299 |
| S2 |
1.0135 |
1.0135 |
1.0345 |
|
| S3 |
0.9932 |
1.0056 |
1.0326 |
|
| S4 |
0.9729 |
0.9853 |
1.0270 |
|
|
| 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% |
0.0181 |
1.7% |
82% |
False |
False |
63,142 |
| 10 |
1.0443 |
1.0166 |
0.0277 |
2.7% |
0.0151 |
1.5% |
78% |
False |
False |
56,659 |
| 20 |
1.0820 |
1.0166 |
0.0654 |
6.3% |
0.0131 |
1.3% |
33% |
False |
False |
48,929 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0111 |
1.1% |
31% |
False |
False |
40,910 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.8% |
0.0104 |
1.0% |
31% |
False |
False |
35,030 |
| 80 |
1.1033 |
1.0166 |
0.0867 |
8.4% |
0.0090 |
0.9% |
25% |
False |
False |
26,298 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0080 |
0.8% |
24% |
False |
False |
21,041 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0069 |
0.7% |
24% |
False |
False |
17,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.0949 |
|
1.618 |
1.0746 |
|
1.000 |
1.0621 |
|
0.618 |
1.0543 |
|
HIGH |
1.0418 |
|
0.618 |
1.0340 |
|
0.500 |
1.0317 |
|
0.382 |
1.0293 |
|
LOW |
1.0215 |
|
0.618 |
1.0090 |
|
1.000 |
1.0012 |
|
1.618 |
0.9887 |
|
2.618 |
0.9684 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0362 |
| PP |
1.0338 |
1.0342 |
| S1 |
1.0317 |
1.0322 |
|