CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0447 |
-0.0059 |
-0.6% |
1.0434 |
| High |
1.0511 |
1.0634 |
0.0123 |
1.2% |
1.0511 |
| Low |
1.0404 |
1.0401 |
-0.0003 |
0.0% |
1.0239 |
| Close |
1.0431 |
1.0571 |
0.0140 |
1.3% |
1.0431 |
| Range |
0.0107 |
0.0233 |
0.0126 |
117.8% |
0.0272 |
| ATR |
0.0103 |
0.0113 |
0.0009 |
9.0% |
0.0000 |
| Volume |
2,768 |
625 |
-2,143 |
-77.4% |
3,449 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1136 |
1.0699 |
|
| R3 |
1.1001 |
1.0903 |
1.0635 |
|
| R2 |
1.0768 |
1.0768 |
1.0614 |
|
| R1 |
1.0670 |
1.0670 |
1.0592 |
1.0719 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0560 |
| S1 |
1.0437 |
1.0437 |
1.0550 |
1.0486 |
| S2 |
1.0302 |
1.0302 |
1.0528 |
|
| S3 |
1.0069 |
1.0204 |
1.0507 |
|
| S4 |
0.9836 |
0.9971 |
1.0443 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1092 |
1.0581 |
|
| R3 |
1.0938 |
1.0820 |
1.0506 |
|
| R2 |
1.0666 |
1.0666 |
1.0481 |
|
| R1 |
1.0548 |
1.0548 |
1.0456 |
1.0471 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0355 |
| S1 |
1.0276 |
1.0276 |
1.0406 |
1.0199 |
| S2 |
1.0122 |
1.0122 |
1.0381 |
|
| S3 |
0.9850 |
1.0004 |
1.0356 |
|
| S4 |
0.9578 |
0.9732 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0634 |
1.0239 |
0.0395 |
3.7% |
0.0158 |
1.5% |
84% |
True |
False |
814 |
| 10 |
1.0634 |
1.0186 |
0.0448 |
4.2% |
0.0136 |
1.3% |
86% |
True |
False |
534 |
| 20 |
1.0721 |
1.0186 |
0.0535 |
5.1% |
0.0107 |
1.0% |
72% |
False |
False |
281 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0068 |
0.6% |
56% |
False |
False |
144 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0050 |
0.5% |
56% |
False |
False |
97 |
| 80 |
1.0933 |
1.0186 |
0.0747 |
7.1% |
0.0038 |
0.4% |
52% |
False |
False |
73 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0030 |
0.3% |
45% |
False |
False |
58 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0025 |
0.2% |
45% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1624 |
|
2.618 |
1.1244 |
|
1.618 |
1.1011 |
|
1.000 |
1.0867 |
|
0.618 |
1.0778 |
|
HIGH |
1.0634 |
|
0.618 |
1.0545 |
|
0.500 |
1.0518 |
|
0.382 |
1.0490 |
|
LOW |
1.0401 |
|
0.618 |
1.0257 |
|
1.000 |
1.0168 |
|
1.618 |
1.0024 |
|
2.618 |
0.9791 |
|
4.250 |
0.9411 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0552 |
| PP |
1.0535 |
1.0532 |
| S1 |
1.0518 |
1.0513 |
|