CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0760 |
1.0706 |
-0.0054 |
-0.5% |
1.0447 |
| High |
1.0821 |
1.0739 |
-0.0082 |
-0.8% |
1.0849 |
| Low |
1.0683 |
1.0629 |
-0.0054 |
-0.5% |
1.0401 |
| Close |
1.0707 |
1.0731 |
0.0024 |
0.2% |
1.0707 |
| Range |
0.0138 |
0.0110 |
-0.0028 |
-20.3% |
0.0448 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
2,274 |
6,820 |
4,546 |
199.9% |
8,227 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0990 |
1.0792 |
|
| R3 |
1.0920 |
1.0880 |
1.0761 |
|
| R2 |
1.0810 |
1.0810 |
1.0751 |
|
| R1 |
1.0770 |
1.0770 |
1.0741 |
1.0790 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0710 |
| S1 |
1.0660 |
1.0660 |
1.0721 |
1.0680 |
| S2 |
1.0590 |
1.0590 |
1.0711 |
|
| S3 |
1.0480 |
1.0550 |
1.0701 |
|
| S4 |
1.0370 |
1.0440 |
1.0671 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1800 |
1.0953 |
|
| R3 |
1.1548 |
1.1352 |
1.0830 |
|
| R2 |
1.1100 |
1.1100 |
1.0789 |
|
| R1 |
1.0904 |
1.0904 |
1.0748 |
1.1002 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0702 |
| S1 |
1.0456 |
1.0456 |
1.0666 |
1.0554 |
| S2 |
1.0204 |
1.0204 |
1.0625 |
|
| S3 |
0.9756 |
1.0008 |
1.0584 |
|
| S4 |
0.9308 |
0.9560 |
1.0461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0849 |
1.0515 |
0.0334 |
3.1% |
0.0135 |
1.3% |
65% |
False |
False |
2,884 |
| 10 |
1.0849 |
1.0239 |
0.0610 |
5.7% |
0.0146 |
1.4% |
81% |
False |
False |
1,849 |
| 20 |
1.0849 |
1.0186 |
0.0663 |
6.2% |
0.0120 |
1.1% |
82% |
False |
False |
1,000 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0082 |
0.8% |
79% |
False |
False |
503 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0061 |
0.6% |
79% |
False |
False |
337 |
| 80 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0046 |
0.4% |
79% |
False |
False |
253 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0037 |
0.3% |
63% |
False |
False |
203 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0031 |
0.3% |
63% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.1027 |
|
1.618 |
1.0917 |
|
1.000 |
1.0849 |
|
0.618 |
1.0807 |
|
HIGH |
1.0739 |
|
0.618 |
1.0697 |
|
0.500 |
1.0684 |
|
0.382 |
1.0671 |
|
LOW |
1.0629 |
|
0.618 |
1.0561 |
|
1.000 |
1.0519 |
|
1.618 |
1.0451 |
|
2.618 |
1.0341 |
|
4.250 |
1.0162 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0730 |
| PP |
1.0700 |
1.0729 |
| S1 |
1.0684 |
1.0728 |
|