CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0750 |
0.0132 |
1.2% |
1.0447 |
| High |
1.0841 |
1.0813 |
-0.0028 |
-0.3% |
1.0841 |
| Low |
1.0595 |
1.0668 |
0.0073 |
0.7% |
1.0391 |
| Close |
1.0757 |
1.0697 |
-0.0060 |
-0.6% |
1.0697 |
| Range |
0.0246 |
0.0145 |
-0.0101 |
-41.1% |
0.0450 |
| ATR |
0.0141 |
0.0141 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76,774 |
71,007 |
-5,767 |
-7.5% |
291,977 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1161 |
1.1074 |
1.0777 |
|
| R3 |
1.1016 |
1.0929 |
1.0737 |
|
| R2 |
1.0871 |
1.0871 |
1.0724 |
|
| R1 |
1.0784 |
1.0784 |
1.0710 |
1.0755 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0712 |
| S1 |
1.0639 |
1.0639 |
1.0684 |
1.0610 |
| S2 |
1.0581 |
1.0581 |
1.0670 |
|
| S3 |
1.0436 |
1.0494 |
1.0657 |
|
| S4 |
1.0291 |
1.0349 |
1.0617 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1993 |
1.1795 |
1.0945 |
|
| R3 |
1.1543 |
1.1345 |
1.0821 |
|
| R2 |
1.1093 |
1.1093 |
1.0780 |
|
| R1 |
1.0895 |
1.0895 |
1.0738 |
1.0994 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0693 |
| S1 |
1.0445 |
1.0445 |
1.0656 |
1.0544 |
| S2 |
1.0193 |
1.0193 |
1.0615 |
|
| S3 |
0.9743 |
0.9995 |
1.0573 |
|
| S4 |
0.9293 |
0.9545 |
1.0450 |
|
|
| 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% |
0.0164 |
1.5% |
68% |
False |
False |
58,395 |
| 10 |
1.0841 |
1.0215 |
0.0626 |
5.9% |
0.0162 |
1.5% |
77% |
False |
False |
55,209 |
| 20 |
1.0841 |
1.0166 |
0.0675 |
6.3% |
0.0149 |
1.4% |
79% |
False |
False |
55,942 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0122 |
1.1% |
76% |
False |
False |
45,057 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0111 |
1.0% |
76% |
False |
False |
40,646 |
| 80 |
1.0929 |
1.0166 |
0.0763 |
7.1% |
0.0101 |
0.9% |
70% |
False |
False |
31,206 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.4% |
0.0087 |
0.8% |
59% |
False |
False |
24,967 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.4% |
0.0076 |
0.7% |
59% |
False |
False |
20,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1193 |
|
1.618 |
1.1048 |
|
1.000 |
1.0958 |
|
0.618 |
1.0903 |
|
HIGH |
1.0813 |
|
0.618 |
1.0758 |
|
0.500 |
1.0741 |
|
0.382 |
1.0723 |
|
LOW |
1.0668 |
|
0.618 |
1.0578 |
|
1.000 |
1.0523 |
|
1.618 |
1.0433 |
|
2.618 |
1.0288 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0694 |
| PP |
1.0726 |
1.0691 |
| S1 |
1.0712 |
1.0688 |
|