CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0864 |
0.0051 |
0.5% |
1.0447 |
| High |
1.0902 |
1.0952 |
0.0050 |
0.5% |
1.0841 |
| Low |
1.0768 |
1.0801 |
0.0033 |
0.3% |
1.0391 |
| Close |
1.0847 |
1.0849 |
0.0002 |
0.0% |
1.0697 |
| Range |
0.0134 |
0.0151 |
0.0017 |
12.7% |
0.0450 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
0.6% |
0.0000 |
| Volume |
50,755 |
35,905 |
-14,850 |
-29.3% |
291,977 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1320 |
1.1236 |
1.0932 |
|
| R3 |
1.1169 |
1.1085 |
1.0891 |
|
| R2 |
1.1018 |
1.1018 |
1.0877 |
|
| R1 |
1.0934 |
1.0934 |
1.0863 |
1.0901 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0851 |
| S1 |
1.0783 |
1.0783 |
1.0835 |
1.0750 |
| S2 |
1.0716 |
1.0716 |
1.0821 |
|
| S3 |
1.0565 |
1.0632 |
1.0807 |
|
| S4 |
1.0414 |
1.0481 |
1.0766 |
|
|
| 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 |
1.0952 |
1.0618 |
0.0334 |
3.1% |
0.0139 |
1.3% |
69% |
True |
False |
52,679 |
| 10 |
1.0952 |
1.0391 |
0.0561 |
5.2% |
0.0149 |
1.4% |
82% |
True |
False |
53,546 |
| 20 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0151 |
1.4% |
87% |
True |
False |
54,834 |
| 40 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0125 |
1.2% |
87% |
True |
False |
46,275 |
| 60 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0114 |
1.0% |
87% |
True |
False |
41,289 |
| 80 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0106 |
1.0% |
87% |
True |
False |
33,609 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.2% |
0.0091 |
0.8% |
76% |
False |
False |
26,890 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.2% |
0.0081 |
0.7% |
76% |
False |
False |
22,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1347 |
|
1.618 |
1.1196 |
|
1.000 |
1.1103 |
|
0.618 |
1.1045 |
|
HIGH |
1.0952 |
|
0.618 |
1.0894 |
|
0.500 |
1.0877 |
|
0.382 |
1.0859 |
|
LOW |
1.0801 |
|
0.618 |
1.0708 |
|
1.000 |
1.0650 |
|
1.618 |
1.0557 |
|
2.618 |
1.0406 |
|
4.250 |
1.0159 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0841 |
| PP |
1.0867 |
1.0832 |
| S1 |
1.0858 |
1.0824 |
|