CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0679 |
1.0710 |
0.0031 |
0.3% |
1.0447 |
| High |
1.0732 |
1.0844 |
0.0112 |
1.0% |
1.0841 |
| Low |
1.0618 |
1.0695 |
0.0077 |
0.7% |
1.0391 |
| Close |
1.0722 |
1.0818 |
0.0096 |
0.9% |
1.0697 |
| Range |
0.0114 |
0.0149 |
0.0035 |
30.7% |
0.0450 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
0.5% |
0.0000 |
| Volume |
46,356 |
59,376 |
13,020 |
28.1% |
291,977 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1174 |
1.0900 |
|
| R3 |
1.1084 |
1.1025 |
1.0859 |
|
| R2 |
1.0935 |
1.0935 |
1.0845 |
|
| R1 |
1.0876 |
1.0876 |
1.0832 |
1.0906 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0800 |
| S1 |
1.0727 |
1.0727 |
1.0804 |
1.0757 |
| S2 |
1.0637 |
1.0637 |
1.0791 |
|
| S3 |
1.0488 |
1.0578 |
1.0777 |
|
| S4 |
1.0339 |
1.0429 |
1.0736 |
|
|
| 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 |
1.0844 |
1.0534 |
0.0310 |
2.9% |
0.0154 |
1.4% |
92% |
True |
False |
60,550 |
| 10 |
1.0844 |
1.0215 |
0.0629 |
5.8% |
0.0155 |
1.4% |
96% |
True |
False |
55,422 |
| 20 |
1.0844 |
1.0166 |
0.0678 |
6.3% |
0.0151 |
1.4% |
96% |
True |
False |
55,598 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.5% |
0.0125 |
1.2% |
93% |
False |
False |
46,019 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.5% |
0.0112 |
1.0% |
93% |
False |
False |
41,134 |
| 80 |
1.0903 |
1.0166 |
0.0737 |
6.8% |
0.0103 |
1.0% |
88% |
False |
False |
32,527 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0089 |
0.8% |
73% |
False |
False |
26,024 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0079 |
0.7% |
73% |
False |
False |
21,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1477 |
|
2.618 |
1.1234 |
|
1.618 |
1.1085 |
|
1.000 |
1.0993 |
|
0.618 |
1.0936 |
|
HIGH |
1.0844 |
|
0.618 |
1.0787 |
|
0.500 |
1.0770 |
|
0.382 |
1.0752 |
|
LOW |
1.0695 |
|
0.618 |
1.0603 |
|
1.000 |
1.0546 |
|
1.618 |
1.0454 |
|
2.618 |
1.0305 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0802 |
1.0789 |
| PP |
1.0786 |
1.0760 |
| S1 |
1.0770 |
1.0731 |
|