CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0447 |
1.0555 |
0.0108 |
1.0% |
1.0434 |
| High |
1.0634 |
1.0588 |
-0.0046 |
-0.4% |
1.0511 |
| Low |
1.0401 |
1.0515 |
0.0114 |
1.1% |
1.0239 |
| Close |
1.0571 |
1.0570 |
-0.0001 |
0.0% |
1.0431 |
| Range |
0.0233 |
0.0073 |
-0.0160 |
-68.7% |
0.0272 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
625 |
734 |
109 |
17.4% |
3,449 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0746 |
1.0610 |
|
| R3 |
1.0704 |
1.0673 |
1.0590 |
|
| R2 |
1.0631 |
1.0631 |
1.0583 |
|
| R1 |
1.0600 |
1.0600 |
1.0577 |
1.0616 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0565 |
| S1 |
1.0527 |
1.0527 |
1.0563 |
1.0543 |
| S2 |
1.0485 |
1.0485 |
1.0557 |
|
| S3 |
1.0412 |
1.0454 |
1.0550 |
|
| S4 |
1.0339 |
1.0381 |
1.0530 |
|
|
| 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 |
1.0278 |
0.0356 |
3.4% |
0.0134 |
1.3% |
82% |
False |
False |
900 |
| 10 |
1.0634 |
1.0186 |
0.0448 |
4.2% |
0.0137 |
1.3% |
86% |
False |
False |
594 |
| 20 |
1.0721 |
1.0186 |
0.0535 |
5.1% |
0.0110 |
1.0% |
72% |
False |
False |
317 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0069 |
0.6% |
56% |
False |
False |
162 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0051 |
0.5% |
56% |
False |
False |
109 |
| 80 |
1.0933 |
1.0186 |
0.0747 |
7.1% |
0.0039 |
0.4% |
51% |
False |
False |
82 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0031 |
0.3% |
45% |
False |
False |
66 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0026 |
0.2% |
45% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0779 |
|
1.618 |
1.0706 |
|
1.000 |
1.0661 |
|
0.618 |
1.0633 |
|
HIGH |
1.0588 |
|
0.618 |
1.0560 |
|
0.500 |
1.0552 |
|
0.382 |
1.0543 |
|
LOW |
1.0515 |
|
0.618 |
1.0470 |
|
1.000 |
1.0442 |
|
1.618 |
1.0397 |
|
2.618 |
1.0324 |
|
4.250 |
1.0205 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0564 |
1.0553 |
| PP |
1.0558 |
1.0535 |
| S1 |
1.0552 |
1.0518 |
|