CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0278 |
-0.0156 |
-1.5% |
1.0304 |
| High |
1.0434 |
1.0420 |
-0.0014 |
-0.1% |
1.0436 |
| Low |
1.0239 |
1.0278 |
0.0039 |
0.4% |
1.0186 |
| Close |
1.0287 |
1.0392 |
0.0105 |
1.0% |
1.0407 |
| Range |
0.0195 |
0.0142 |
-0.0053 |
-27.2% |
0.0250 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.1% |
0.0000 |
| Volume |
305 |
81 |
-224 |
-73.4% |
1,266 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0733 |
1.0470 |
|
| R3 |
1.0647 |
1.0591 |
1.0431 |
|
| R2 |
1.0505 |
1.0505 |
1.0418 |
|
| R1 |
1.0449 |
1.0449 |
1.0405 |
1.0477 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0378 |
| S1 |
1.0307 |
1.0307 |
1.0379 |
1.0335 |
| S2 |
1.0221 |
1.0221 |
1.0366 |
|
| S3 |
1.0079 |
1.0165 |
1.0353 |
|
| S4 |
0.9937 |
1.0023 |
1.0314 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1000 |
1.0545 |
|
| R3 |
1.0843 |
1.0750 |
1.0476 |
|
| R2 |
1.0593 |
1.0593 |
1.0453 |
|
| R1 |
1.0500 |
1.0500 |
1.0430 |
1.0547 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0366 |
| S1 |
1.0250 |
1.0250 |
1.0384 |
1.0297 |
| S2 |
1.0093 |
1.0093 |
1.0361 |
|
| S3 |
0.9843 |
1.0000 |
1.0338 |
|
| S4 |
0.9593 |
0.9750 |
1.0270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0436 |
1.0186 |
0.0250 |
2.4% |
0.0152 |
1.5% |
82% |
False |
False |
288 |
| 10 |
1.0449 |
1.0186 |
0.0263 |
2.5% |
0.0111 |
1.1% |
78% |
False |
False |
171 |
| 20 |
1.0820 |
1.0186 |
0.0634 |
6.1% |
0.0087 |
0.8% |
32% |
False |
False |
97 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0059 |
0.6% |
30% |
False |
False |
52 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0042 |
0.4% |
30% |
False |
False |
35 |
| 80 |
1.1044 |
1.0186 |
0.0858 |
8.3% |
0.0032 |
0.3% |
24% |
False |
False |
27 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0026 |
0.2% |
24% |
False |
False |
22 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0021 |
0.2% |
24% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0792 |
|
1.618 |
1.0650 |
|
1.000 |
1.0562 |
|
0.618 |
1.0508 |
|
HIGH |
1.0420 |
|
0.618 |
1.0366 |
|
0.500 |
1.0349 |
|
0.382 |
1.0332 |
|
LOW |
1.0278 |
|
0.618 |
1.0190 |
|
1.000 |
1.0136 |
|
1.618 |
1.0048 |
|
2.618 |
0.9906 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0374 |
| PP |
1.0363 |
1.0356 |
| S1 |
1.0349 |
1.0338 |
|