CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0618 |
0.0055 |
0.5% |
1.0397 |
| High |
1.0649 |
1.0841 |
0.0192 |
1.8% |
1.0516 |
| Low |
1.0534 |
1.0595 |
0.0061 |
0.6% |
1.0215 |
| Close |
1.0620 |
1.0757 |
0.0137 |
1.3% |
1.0422 |
| Range |
0.0115 |
0.0246 |
0.0131 |
113.9% |
0.0301 |
| ATR |
0.0132 |
0.0141 |
0.0008 |
6.1% |
0.0000 |
| Volume |
49,239 |
76,774 |
27,535 |
55.9% |
212,270 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1359 |
1.0892 |
|
| R3 |
1.1223 |
1.1113 |
1.0825 |
|
| R2 |
1.0977 |
1.0977 |
1.0802 |
|
| R1 |
1.0867 |
1.0867 |
1.0780 |
1.0922 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0759 |
| S1 |
1.0621 |
1.0621 |
1.0734 |
1.0676 |
| S2 |
1.0485 |
1.0485 |
1.0712 |
|
| S3 |
1.0239 |
1.0375 |
1.0689 |
|
| S4 |
0.9993 |
1.0129 |
1.0622 |
|
|
| 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 |
1.0841 |
1.0391 |
0.0450 |
4.2% |
0.0160 |
1.5% |
81% |
True |
False |
54,414 |
| 10 |
1.0841 |
1.0187 |
0.0654 |
6.1% |
0.0167 |
1.6% |
87% |
True |
False |
55,051 |
| 20 |
1.0841 |
1.0166 |
0.0675 |
6.3% |
0.0151 |
1.4% |
88% |
True |
False |
54,791 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.5% |
0.0121 |
1.1% |
84% |
False |
False |
43,937 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.5% |
0.0111 |
1.0% |
84% |
False |
False |
39,782 |
| 80 |
1.0931 |
1.0166 |
0.0765 |
7.1% |
0.0100 |
0.9% |
77% |
False |
False |
30,318 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0087 |
0.8% |
66% |
False |
False |
24,257 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0075 |
0.7% |
66% |
False |
False |
20,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1887 |
|
2.618 |
1.1485 |
|
1.618 |
1.1239 |
|
1.000 |
1.1087 |
|
0.618 |
1.0993 |
|
HIGH |
1.0841 |
|
0.618 |
1.0747 |
|
0.500 |
1.0718 |
|
0.382 |
1.0689 |
|
LOW |
1.0595 |
|
0.618 |
1.0443 |
|
1.000 |
1.0349 |
|
1.618 |
1.0197 |
|
2.618 |
0.9951 |
|
4.250 |
0.9550 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0729 |
| PP |
1.0731 |
1.0701 |
| S1 |
1.0718 |
1.0673 |
|