CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0813 |
0.0103 |
1.0% |
1.0447 |
| High |
1.0844 |
1.0902 |
0.0058 |
0.5% |
1.0841 |
| Low |
1.0695 |
1.0768 |
0.0073 |
0.7% |
1.0391 |
| Close |
1.0818 |
1.0847 |
0.0029 |
0.3% |
1.0697 |
| Range |
0.0149 |
0.0134 |
-0.0015 |
-10.1% |
0.0450 |
| ATR |
0.0140 |
0.0139 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
59,376 |
50,755 |
-8,621 |
-14.5% |
291,977 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1178 |
1.0921 |
|
| R3 |
1.1107 |
1.1044 |
1.0884 |
|
| R2 |
1.0973 |
1.0973 |
1.0872 |
|
| R1 |
1.0910 |
1.0910 |
1.0859 |
1.0942 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0855 |
| S1 |
1.0776 |
1.0776 |
1.0835 |
1.0808 |
| S2 |
1.0705 |
1.0705 |
1.0822 |
|
| S3 |
1.0571 |
1.0642 |
1.0810 |
|
| S4 |
1.0437 |
1.0508 |
1.0773 |
|
|
| 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 |
1.0902 |
1.0595 |
0.0307 |
2.8% |
0.0158 |
1.5% |
82% |
True |
False |
60,853 |
| 10 |
1.0902 |
1.0362 |
0.0540 |
5.0% |
0.0148 |
1.4% |
90% |
True |
False |
54,915 |
| 20 |
1.0902 |
1.0166 |
0.0736 |
6.8% |
0.0149 |
1.4% |
93% |
True |
False |
55,787 |
| 40 |
1.0902 |
1.0166 |
0.0736 |
6.8% |
0.0125 |
1.2% |
93% |
True |
False |
46,403 |
| 60 |
1.0902 |
1.0166 |
0.0736 |
6.8% |
0.0113 |
1.0% |
93% |
True |
False |
41,294 |
| 80 |
1.0903 |
1.0166 |
0.0737 |
6.8% |
0.0105 |
1.0% |
92% |
False |
False |
33,161 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0090 |
0.8% |
76% |
False |
False |
26,531 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0080 |
0.7% |
76% |
False |
False |
22,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1472 |
|
2.618 |
1.1253 |
|
1.618 |
1.1119 |
|
1.000 |
1.1036 |
|
0.618 |
1.0985 |
|
HIGH |
1.0902 |
|
0.618 |
1.0851 |
|
0.500 |
1.0835 |
|
0.382 |
1.0819 |
|
LOW |
1.0768 |
|
0.618 |
1.0685 |
|
1.000 |
1.0634 |
|
1.618 |
1.0551 |
|
2.618 |
1.0417 |
|
4.250 |
1.0199 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0843 |
1.0818 |
| PP |
1.0839 |
1.0789 |
| S1 |
1.0835 |
1.0760 |
|