CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0350 |
0.0037 |
0.4% |
1.0439 |
| High |
1.0368 |
1.0360 |
-0.0008 |
-0.1% |
1.0507 |
| Low |
1.0280 |
1.0258 |
-0.0022 |
-0.2% |
1.0245 |
| Close |
1.0353 |
1.0308 |
-0.0045 |
-0.4% |
1.0280 |
| Range |
0.0088 |
0.0102 |
0.0014 |
15.9% |
0.0262 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
37,166 |
52,877 |
15,711 |
42.3% |
253,219 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0563 |
1.0364 |
|
| R3 |
1.0513 |
1.0461 |
1.0336 |
|
| R2 |
1.0411 |
1.0411 |
1.0327 |
|
| R1 |
1.0359 |
1.0359 |
1.0317 |
1.0334 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0296 |
| S1 |
1.0257 |
1.0257 |
1.0299 |
1.0232 |
| S2 |
1.0207 |
1.0207 |
1.0289 |
|
| S3 |
1.0105 |
1.0155 |
1.0280 |
|
| S4 |
1.0003 |
1.0053 |
1.0252 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.0967 |
1.0424 |
|
| R3 |
1.0868 |
1.0705 |
1.0352 |
|
| R2 |
1.0606 |
1.0606 |
1.0328 |
|
| R1 |
1.0443 |
1.0443 |
1.0304 |
1.0394 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0319 |
| S1 |
1.0181 |
1.0181 |
1.0256 |
1.0132 |
| S2 |
1.0082 |
1.0082 |
1.0232 |
|
| S3 |
0.9820 |
0.9919 |
1.0208 |
|
| S4 |
0.9558 |
0.9657 |
1.0136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0443 |
1.0245 |
0.0198 |
1.9% |
0.0121 |
1.2% |
32% |
False |
False |
50,176 |
| 10 |
1.0719 |
1.0245 |
0.0474 |
4.6% |
0.0127 |
1.2% |
13% |
False |
False |
48,969 |
| 20 |
1.0820 |
1.0245 |
0.0575 |
5.6% |
0.0106 |
1.0% |
11% |
False |
False |
41,548 |
| 40 |
1.0869 |
1.0245 |
0.0624 |
6.1% |
0.0097 |
0.9% |
10% |
False |
False |
36,096 |
| 60 |
1.0869 |
1.0245 |
0.0624 |
6.1% |
0.0094 |
0.9% |
10% |
False |
False |
29,796 |
| 80 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0080 |
0.8% |
8% |
False |
False |
22,353 |
| 100 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0071 |
0.7% |
8% |
False |
False |
17,884 |
| 120 |
1.1061 |
1.0245 |
0.0816 |
7.9% |
0.0061 |
0.6% |
8% |
False |
False |
14,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0627 |
|
1.618 |
1.0525 |
|
1.000 |
1.0462 |
|
0.618 |
1.0423 |
|
HIGH |
1.0360 |
|
0.618 |
1.0321 |
|
0.500 |
1.0309 |
|
0.382 |
1.0297 |
|
LOW |
1.0258 |
|
0.618 |
1.0195 |
|
1.000 |
1.0156 |
|
1.618 |
1.0093 |
|
2.618 |
0.9991 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0325 |
| PP |
1.0309 |
1.0319 |
| S1 |
1.0308 |
1.0314 |
|