CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.0447 |
1.0559 |
0.0112 |
1.1% |
1.0397 |
High |
1.0631 |
1.0579 |
-0.0052 |
-0.5% |
1.0516 |
Low |
1.0391 |
1.0505 |
0.0114 |
1.1% |
1.0215 |
Close |
1.0561 |
1.0560 |
-0.0001 |
0.0% |
1.0422 |
Range |
0.0240 |
0.0074 |
-0.0166 |
-69.2% |
0.0301 |
ATR |
0.0138 |
0.0134 |
-0.0005 |
-3.3% |
0.0000 |
Volume |
56,349 |
38,608 |
-17,741 |
-31.5% |
212,270 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0770 |
1.0739 |
1.0601 |
|
R3 |
1.0696 |
1.0665 |
1.0580 |
|
R2 |
1.0622 |
1.0622 |
1.0574 |
|
R1 |
1.0591 |
1.0591 |
1.0567 |
1.0607 |
PP |
1.0548 |
1.0548 |
1.0548 |
1.0556 |
S1 |
1.0517 |
1.0517 |
1.0553 |
1.0533 |
S2 |
1.0474 |
1.0474 |
1.0546 |
|
S3 |
1.0400 |
1.0443 |
1.0540 |
|
S4 |
1.0326 |
1.0369 |
1.0519 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1287 |
1.1156 |
1.0588 |
|
R3 |
1.0986 |
1.0855 |
1.0505 |
|
R2 |
1.0685 |
1.0685 |
1.0477 |
|
R1 |
1.0554 |
1.0554 |
1.0450 |
1.0620 |
PP |
1.0384 |
1.0384 |
1.0384 |
1.0417 |
S1 |
1.0253 |
1.0253 |
1.0394 |
1.0319 |
S2 |
1.0083 |
1.0083 |
1.0367 |
|
S3 |
0.9782 |
0.9952 |
1.0339 |
|
S4 |
0.9481 |
0.9651 |
1.0256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0631 |
1.0215 |
0.0416 |
3.9% |
0.0155 |
1.5% |
83% |
False |
False |
50,295 |
10 |
1.0631 |
1.0166 |
0.0465 |
4.4% |
0.0158 |
1.5% |
85% |
False |
False |
56,423 |
20 |
1.0719 |
1.0166 |
0.0553 |
5.2% |
0.0141 |
1.3% |
71% |
False |
False |
51,389 |
40 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0115 |
1.1% |
56% |
False |
False |
42,120 |
60 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0107 |
1.0% |
56% |
False |
False |
38,110 |
80 |
1.0931 |
1.0166 |
0.0765 |
7.2% |
0.0096 |
0.9% |
52% |
False |
False |
28,743 |
100 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0085 |
0.8% |
44% |
False |
False |
22,997 |
120 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0074 |
0.7% |
44% |
False |
False |
19,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0894 |
2.618 |
1.0773 |
1.618 |
1.0699 |
1.000 |
1.0653 |
0.618 |
1.0625 |
HIGH |
1.0579 |
0.618 |
1.0551 |
0.500 |
1.0542 |
0.382 |
1.0533 |
LOW |
1.0505 |
0.618 |
1.0459 |
1.000 |
1.0431 |
1.618 |
1.0385 |
2.618 |
1.0311 |
4.250 |
1.0191 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0554 |
1.0544 |
PP |
1.0548 |
1.0527 |
S1 |
1.0542 |
1.0511 |
|