CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0842 |
-0.0022 |
-0.2% |
1.0679 |
| High |
1.0952 |
1.0874 |
-0.0078 |
-0.7% |
1.0952 |
| Low |
1.0801 |
1.0789 |
-0.0012 |
-0.1% |
1.0618 |
| Close |
1.0849 |
1.0843 |
-0.0006 |
-0.1% |
1.0843 |
| Range |
0.0151 |
0.0085 |
-0.0066 |
-43.7% |
0.0334 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
35,905 |
16,169 |
-19,736 |
-55.0% |
208,561 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1052 |
1.0890 |
|
| R3 |
1.1005 |
1.0967 |
1.0866 |
|
| R2 |
1.0920 |
1.0920 |
1.0859 |
|
| R1 |
1.0882 |
1.0882 |
1.0851 |
1.0901 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0845 |
| S1 |
1.0797 |
1.0797 |
1.0835 |
1.0816 |
| S2 |
1.0750 |
1.0750 |
1.0827 |
|
| S3 |
1.0665 |
1.0712 |
1.0820 |
|
| S4 |
1.0580 |
1.0627 |
1.0796 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1659 |
1.1027 |
|
| R3 |
1.1472 |
1.1325 |
1.0935 |
|
| R2 |
1.1138 |
1.1138 |
1.0904 |
|
| R1 |
1.0991 |
1.0991 |
1.0874 |
1.1065 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0841 |
| S1 |
1.0657 |
1.0657 |
1.0812 |
1.0731 |
| S2 |
1.0470 |
1.0470 |
1.0782 |
|
| S3 |
1.0136 |
1.0323 |
1.0751 |
|
| S4 |
0.9802 |
0.9989 |
1.0659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0618 |
0.0334 |
3.1% |
0.0127 |
1.2% |
67% |
False |
False |
41,712 |
| 10 |
1.0952 |
1.0391 |
0.0561 |
5.2% |
0.0145 |
1.3% |
81% |
False |
False |
50,053 |
| 20 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0148 |
1.4% |
86% |
False |
False |
53,111 |
| 40 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0126 |
1.2% |
86% |
False |
False |
45,988 |
| 60 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0114 |
1.1% |
86% |
False |
False |
40,986 |
| 80 |
1.0952 |
1.0166 |
0.0786 |
7.2% |
0.0106 |
1.0% |
86% |
False |
False |
33,811 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0092 |
0.8% |
76% |
False |
False |
27,052 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0081 |
0.7% |
76% |
False |
False |
22,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.1097 |
|
1.618 |
1.1012 |
|
1.000 |
1.0959 |
|
0.618 |
1.0927 |
|
HIGH |
1.0874 |
|
0.618 |
1.0842 |
|
0.500 |
1.0832 |
|
0.382 |
1.0821 |
|
LOW |
1.0789 |
|
0.618 |
1.0736 |
|
1.000 |
1.0704 |
|
1.618 |
1.0651 |
|
2.618 |
1.0566 |
|
4.250 |
1.0428 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0860 |
| PP |
1.0835 |
1.0854 |
| S1 |
1.0832 |
1.0849 |
|