CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0877 |
0.0032 |
0.3% |
1.0706 |
| High |
1.0909 |
1.0902 |
-0.0007 |
-0.1% |
1.0962 |
| Low |
1.0805 |
1.0742 |
-0.0063 |
-0.6% |
1.0629 |
| Close |
1.0884 |
1.0759 |
-0.0125 |
-1.1% |
1.0852 |
| Range |
0.0104 |
0.0160 |
0.0056 |
53.8% |
0.0333 |
| ATR |
0.0117 |
0.0120 |
0.0003 |
2.6% |
0.0000 |
| Volume |
29,975 |
35,566 |
5,591 |
18.7% |
102,140 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1180 |
1.0847 |
|
| R3 |
1.1121 |
1.1020 |
1.0803 |
|
| R2 |
1.0961 |
1.0961 |
1.0788 |
|
| R1 |
1.0860 |
1.0860 |
1.0774 |
1.0831 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0786 |
| S1 |
1.0700 |
1.0700 |
1.0744 |
1.0671 |
| S2 |
1.0641 |
1.0641 |
1.0730 |
|
| S3 |
1.0481 |
1.0540 |
1.0715 |
|
| S4 |
1.0321 |
1.0380 |
1.0671 |
|
|
| 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 |
1.0742 |
0.0220 |
2.0% |
0.0114 |
1.1% |
8% |
False |
True |
31,484 |
| 10 |
1.0962 |
1.0606 |
0.0356 |
3.3% |
0.0134 |
1.2% |
43% |
False |
False |
19,754 |
| 20 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0137 |
1.3% |
74% |
False |
False |
10,281 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0098 |
0.9% |
74% |
False |
False |
5,154 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0073 |
0.7% |
74% |
False |
False |
3,438 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0057 |
0.5% |
74% |
False |
False |
2,579 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0045 |
0.4% |
66% |
False |
False |
2,063 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0038 |
0.4% |
66% |
False |
False |
1,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1582 |
|
2.618 |
1.1321 |
|
1.618 |
1.1161 |
|
1.000 |
1.1062 |
|
0.618 |
1.1001 |
|
HIGH |
1.0902 |
|
0.618 |
1.0841 |
|
0.500 |
1.0822 |
|
0.382 |
1.0803 |
|
LOW |
1.0742 |
|
0.618 |
1.0643 |
|
1.000 |
1.0582 |
|
1.618 |
1.0483 |
|
2.618 |
1.0323 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0822 |
1.0826 |
| PP |
1.0801 |
1.0803 |
| S1 |
1.0780 |
1.0781 |
|