CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0852 |
-0.0022 |
-0.2% |
1.0706 |
| High |
1.0962 |
1.0884 |
-0.0078 |
-0.7% |
1.0962 |
| Low |
1.0812 |
1.0798 |
-0.0014 |
-0.1% |
1.0629 |
| Close |
1.0859 |
1.0852 |
-0.0007 |
-0.1% |
1.0852 |
| Range |
0.0150 |
0.0086 |
-0.0064 |
-42.7% |
0.0333 |
| ATR |
0.0124 |
0.0122 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
21,170 |
45,488 |
24,318 |
114.9% |
102,140 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1063 |
1.0899 |
|
| R3 |
1.1017 |
1.0977 |
1.0876 |
|
| R2 |
1.0931 |
1.0931 |
1.0868 |
|
| R1 |
1.0891 |
1.0891 |
1.0860 |
1.0895 |
| PP |
1.0845 |
1.0845 |
1.0845 |
1.0847 |
| S1 |
1.0805 |
1.0805 |
1.0844 |
1.0809 |
| S2 |
1.0759 |
1.0759 |
1.0836 |
|
| S3 |
1.0673 |
1.0719 |
1.0828 |
|
| S4 |
1.0587 |
1.0633 |
1.0805 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1813 |
1.1666 |
1.1035 |
|
| R3 |
1.1480 |
1.1333 |
1.0944 |
|
| R2 |
1.1147 |
1.1147 |
1.0913 |
|
| R1 |
1.1000 |
1.1000 |
1.0883 |
1.1074 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0851 |
| S1 |
1.0667 |
1.0667 |
1.0821 |
1.0741 |
| S2 |
1.0481 |
1.0481 |
1.0791 |
|
| S3 |
1.0148 |
1.0334 |
1.0760 |
|
| S4 |
0.9815 |
1.0001 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0962 |
1.0629 |
0.0333 |
3.1% |
0.0125 |
1.2% |
67% |
False |
False |
20,428 |
| 10 |
1.0962 |
1.0401 |
0.0561 |
5.2% |
0.0142 |
1.3% |
80% |
False |
False |
11,036 |
| 20 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0132 |
1.2% |
86% |
False |
False |
5,754 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0093 |
0.9% |
86% |
False |
False |
2,886 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0070 |
0.6% |
86% |
False |
False |
1,926 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0053 |
0.5% |
86% |
False |
False |
1,445 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0042 |
0.4% |
77% |
False |
False |
1,156 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0035 |
0.3% |
77% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1109 |
|
1.618 |
1.1023 |
|
1.000 |
1.0970 |
|
0.618 |
1.0937 |
|
HIGH |
1.0884 |
|
0.618 |
1.0851 |
|
0.500 |
1.0841 |
|
0.382 |
1.0831 |
|
LOW |
1.0798 |
|
0.618 |
1.0745 |
|
1.000 |
1.0712 |
|
1.618 |
1.0659 |
|
2.618 |
1.0573 |
|
4.250 |
1.0433 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0848 |
1.0871 |
| PP |
1.0845 |
1.0865 |
| S1 |
1.0841 |
1.0858 |
|