CME Swiss Franc Future December 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 |
1.0903 |
1.0775 |
-0.0128 |
-1.2% |
1.0744 |
| High |
1.0903 |
1.0810 |
-0.0093 |
-0.9% |
1.0963 |
| Low |
1.0771 |
1.0740 |
-0.0031 |
-0.3% |
1.0744 |
| Close |
1.0771 |
1.0800 |
0.0029 |
0.3% |
1.0865 |
| Range |
0.0132 |
0.0070 |
-0.0062 |
-47.0% |
0.0219 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0967 |
1.0839 |
|
| R3 |
1.0923 |
1.0897 |
1.0819 |
|
| R2 |
1.0853 |
1.0853 |
1.0813 |
|
| R1 |
1.0827 |
1.0827 |
1.0806 |
1.0840 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0790 |
| S1 |
1.0757 |
1.0757 |
1.0794 |
1.0770 |
| S2 |
1.0713 |
1.0713 |
1.0787 |
|
| S3 |
1.0643 |
1.0687 |
1.0781 |
|
| S4 |
1.0573 |
1.0617 |
1.0762 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1409 |
1.0985 |
|
| R3 |
1.1295 |
1.1190 |
1.0925 |
|
| R2 |
1.1076 |
1.1076 |
1.0905 |
|
| R1 |
1.0971 |
1.0971 |
1.0885 |
1.1024 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0884 |
| S1 |
1.0752 |
1.0752 |
1.0845 |
1.0805 |
| S2 |
1.0638 |
1.0638 |
1.0825 |
|
| S3 |
1.0419 |
1.0533 |
1.0805 |
|
| S4 |
1.0200 |
1.0314 |
1.0745 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1108 |
|
2.618 |
1.0993 |
|
1.618 |
1.0923 |
|
1.000 |
1.0880 |
|
0.618 |
1.0853 |
|
HIGH |
1.0810 |
|
0.618 |
1.0783 |
|
0.500 |
1.0775 |
|
0.382 |
1.0767 |
|
LOW |
1.0740 |
|
0.618 |
1.0697 |
|
1.000 |
1.0670 |
|
1.618 |
1.0627 |
|
2.618 |
1.0557 |
|
4.250 |
1.0443 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0822 |
| PP |
1.0783 |
1.0814 |
| S1 |
1.0775 |
1.0807 |
|