CME Swiss Franc Future December 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0419 |
1.0299 |
-0.0120 |
-1.2% |
1.0376 |
High |
1.0419 |
1.0299 |
-0.0120 |
-1.2% |
1.0419 |
Low |
1.0419 |
1.0299 |
-0.0120 |
-1.2% |
1.0230 |
Close |
1.0419 |
1.0299 |
-0.0120 |
-1.2% |
1.0419 |
Range |
|
|
|
|
|
ATR |
0.0067 |
0.0071 |
0.0004 |
5.7% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0299 |
1.0299 |
1.0299 |
|
R3 |
1.0299 |
1.0299 |
1.0299 |
|
R2 |
1.0299 |
1.0299 |
1.0299 |
|
R1 |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
PP |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
S1 |
1.0299 |
1.0299 |
1.0299 |
1.0299 |
S2 |
1.0299 |
1.0299 |
1.0299 |
|
S3 |
1.0299 |
1.0299 |
1.0299 |
|
S4 |
1.0299 |
1.0299 |
1.0299 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0923 |
1.0860 |
1.0523 |
|
R3 |
1.0734 |
1.0671 |
1.0471 |
|
R2 |
1.0545 |
1.0545 |
1.0454 |
|
R1 |
1.0482 |
1.0482 |
1.0436 |
1.0514 |
PP |
1.0356 |
1.0356 |
1.0356 |
1.0372 |
S1 |
1.0293 |
1.0293 |
1.0402 |
1.0325 |
S2 |
1.0167 |
1.0167 |
1.0384 |
|
S3 |
0.9978 |
1.0104 |
1.0367 |
|
S4 |
0.9789 |
0.9915 |
1.0315 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0299 |
2.618 |
1.0299 |
1.618 |
1.0299 |
1.000 |
1.0299 |
0.618 |
1.0299 |
HIGH |
1.0299 |
0.618 |
1.0299 |
0.500 |
1.0299 |
0.382 |
1.0299 |
LOW |
1.0299 |
0.618 |
1.0299 |
1.000 |
1.0299 |
1.618 |
1.0299 |
2.618 |
1.0299 |
4.250 |
1.0299 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0299 |
1.0359 |
PP |
1.0299 |
1.0339 |
S1 |
1.0299 |
1.0319 |
|