CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0680 |
-0.0005 |
0.0% |
1.0839 |
| High |
1.0750 |
1.0686 |
-0.0064 |
-0.6% |
1.0903 |
| Low |
1.0685 |
1.0655 |
-0.0030 |
-0.3% |
1.0699 |
| Close |
1.0742 |
1.0686 |
-0.0056 |
-0.5% |
1.0727 |
| Range |
0.0065 |
0.0031 |
-0.0034 |
-52.3% |
0.0204 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
39 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0758 |
1.0703 |
|
| R3 |
1.0738 |
1.0727 |
1.0695 |
|
| R2 |
1.0707 |
1.0707 |
1.0692 |
|
| R1 |
1.0696 |
1.0696 |
1.0689 |
1.0702 |
| PP |
1.0676 |
1.0676 |
1.0676 |
1.0678 |
| S1 |
1.0665 |
1.0665 |
1.0683 |
1.0671 |
| S2 |
1.0645 |
1.0645 |
1.0680 |
|
| S3 |
1.0614 |
1.0634 |
1.0677 |
|
| S4 |
1.0583 |
1.0603 |
1.0669 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1262 |
1.0839 |
|
| R3 |
1.1184 |
1.1058 |
1.0783 |
|
| R2 |
1.0980 |
1.0980 |
1.0764 |
|
| R1 |
1.0854 |
1.0854 |
1.0746 |
1.0815 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0757 |
| S1 |
1.0650 |
1.0650 |
1.0708 |
1.0611 |
| S2 |
1.0572 |
1.0572 |
1.0690 |
|
| S3 |
1.0368 |
1.0446 |
1.0671 |
|
| S4 |
1.0164 |
1.0242 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0767 |
|
1.618 |
1.0736 |
|
1.000 |
1.0717 |
|
0.618 |
1.0705 |
|
HIGH |
1.0686 |
|
0.618 |
1.0674 |
|
0.500 |
1.0671 |
|
0.382 |
1.0667 |
|
LOW |
1.0655 |
|
0.618 |
1.0636 |
|
1.000 |
1.0624 |
|
1.618 |
1.0605 |
|
2.618 |
1.0574 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0681 |
1.0703 |
| PP |
1.0676 |
1.0697 |
| S1 |
1.0671 |
1.0692 |
|