CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0783 |
-0.0094 |
-0.9% |
1.0706 |
| High |
1.0902 |
1.0818 |
-0.0084 |
-0.8% |
1.0962 |
| Low |
1.0742 |
1.0692 |
-0.0050 |
-0.5% |
1.0629 |
| Close |
1.0759 |
1.0788 |
0.0029 |
0.3% |
1.0852 |
| Range |
0.0160 |
0.0126 |
-0.0034 |
-21.3% |
0.0333 |
| ATR |
0.0120 |
0.0120 |
0.0000 |
0.4% |
0.0000 |
| Volume |
35,566 |
52,048 |
16,482 |
46.3% |
102,140 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1092 |
1.0857 |
|
| R3 |
1.1018 |
1.0966 |
1.0823 |
|
| R2 |
1.0892 |
1.0892 |
1.0811 |
|
| R1 |
1.0840 |
1.0840 |
1.0800 |
1.0866 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0779 |
| S1 |
1.0714 |
1.0714 |
1.0776 |
1.0740 |
| S2 |
1.0640 |
1.0640 |
1.0765 |
|
| S3 |
1.0514 |
1.0588 |
1.0753 |
|
| S4 |
1.0388 |
1.0462 |
1.0719 |
|
|
| 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 |
1.0909 |
1.0692 |
0.0217 |
2.0% |
0.0109 |
1.0% |
44% |
False |
True |
37,659 |
| 10 |
1.0962 |
1.0629 |
0.0333 |
3.1% |
0.0122 |
1.1% |
48% |
False |
False |
24,722 |
| 20 |
1.0962 |
1.0192 |
0.0770 |
7.1% |
0.0136 |
1.3% |
77% |
False |
False |
12,881 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0101 |
0.9% |
78% |
False |
False |
6,455 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0075 |
0.7% |
78% |
False |
False |
4,306 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0058 |
0.5% |
78% |
False |
False |
3,229 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0047 |
0.4% |
70% |
False |
False |
2,584 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0039 |
0.4% |
70% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1148 |
|
1.618 |
1.1022 |
|
1.000 |
1.0944 |
|
0.618 |
1.0896 |
|
HIGH |
1.0818 |
|
0.618 |
1.0770 |
|
0.500 |
1.0755 |
|
0.382 |
1.0740 |
|
LOW |
1.0692 |
|
0.618 |
1.0614 |
|
1.000 |
1.0566 |
|
1.618 |
1.0488 |
|
2.618 |
1.0362 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0801 |
| PP |
1.0766 |
1.0796 |
| S1 |
1.0755 |
1.0792 |
|