CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0722 |
1.0828 |
0.0106 |
1.0% |
1.0447 |
| High |
1.0854 |
1.0912 |
0.0058 |
0.5% |
1.0849 |
| Low |
1.0708 |
1.0780 |
0.0072 |
0.7% |
1.0401 |
| Close |
1.0828 |
1.0857 |
0.0029 |
0.3% |
1.0707 |
| Range |
0.0146 |
0.0132 |
-0.0014 |
-9.6% |
0.0448 |
| ATR |
0.0122 |
0.0122 |
0.0001 |
0.6% |
0.0000 |
| Volume |
12,174 |
16,488 |
4,314 |
35.4% |
8,227 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1183 |
1.0930 |
|
| R3 |
1.1114 |
1.1051 |
1.0893 |
|
| R2 |
1.0982 |
1.0982 |
1.0881 |
|
| R1 |
1.0919 |
1.0919 |
1.0869 |
1.0951 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0865 |
| S1 |
1.0787 |
1.0787 |
1.0845 |
1.0819 |
| S2 |
1.0718 |
1.0718 |
1.0833 |
|
| S3 |
1.0586 |
1.0655 |
1.0821 |
|
| S4 |
1.0454 |
1.0523 |
1.0784 |
|
|
| 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 |
1.0912 |
1.0606 |
0.0306 |
2.8% |
0.0154 |
1.4% |
82% |
True |
False |
8,024 |
| 10 |
1.0912 |
1.0392 |
0.0520 |
4.8% |
0.0140 |
1.3% |
89% |
True |
False |
4,677 |
| 20 |
1.0912 |
1.0186 |
0.0726 |
6.7% |
0.0126 |
1.2% |
92% |
True |
False |
2,424 |
| 40 |
1.0912 |
1.0186 |
0.0726 |
6.7% |
0.0089 |
0.8% |
92% |
True |
False |
1,220 |
| 60 |
1.0912 |
1.0186 |
0.0726 |
6.7% |
0.0066 |
0.6% |
92% |
True |
False |
815 |
| 80 |
1.0912 |
1.0186 |
0.0726 |
6.7% |
0.0050 |
0.5% |
92% |
True |
False |
611 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0040 |
0.4% |
78% |
False |
False |
489 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0033 |
0.3% |
78% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1473 |
|
2.618 |
1.1258 |
|
1.618 |
1.1126 |
|
1.000 |
1.1044 |
|
0.618 |
1.0994 |
|
HIGH |
1.0912 |
|
0.618 |
1.0862 |
|
0.500 |
1.0846 |
|
0.382 |
1.0830 |
|
LOW |
1.0780 |
|
0.618 |
1.0698 |
|
1.000 |
1.0648 |
|
1.618 |
1.0566 |
|
2.618 |
1.0434 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0828 |
| PP |
1.0850 |
1.0799 |
| S1 |
1.0846 |
1.0771 |
|