CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0308 |
-0.0042 |
-0.4% |
1.0439 |
| High |
1.0360 |
1.0331 |
-0.0029 |
-0.3% |
1.0507 |
| Low |
1.0258 |
1.0166 |
-0.0092 |
-0.9% |
1.0245 |
| Close |
1.0308 |
1.0209 |
-0.0099 |
-1.0% |
1.0280 |
| Range |
0.0102 |
0.0165 |
0.0063 |
61.8% |
0.0262 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.8% |
0.0000 |
| Volume |
52,877 |
86,851 |
33,974 |
64.3% |
253,219 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0635 |
1.0300 |
|
| R3 |
1.0565 |
1.0470 |
1.0254 |
|
| R2 |
1.0400 |
1.0400 |
1.0239 |
|
| R1 |
1.0305 |
1.0305 |
1.0224 |
1.0270 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0218 |
| S1 |
1.0140 |
1.0140 |
1.0194 |
1.0105 |
| S2 |
1.0070 |
1.0070 |
1.0179 |
|
| S3 |
0.9905 |
0.9975 |
1.0164 |
|
| S4 |
0.9740 |
0.9810 |
1.0118 |
|
|
| 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 |
1.0166 |
0.0277 |
2.7% |
0.0131 |
1.3% |
16% |
False |
True |
56,557 |
| 10 |
1.0719 |
1.0166 |
0.0553 |
5.4% |
0.0135 |
1.3% |
8% |
False |
True |
54,530 |
| 20 |
1.0820 |
1.0166 |
0.0654 |
6.4% |
0.0111 |
1.1% |
7% |
False |
True |
43,706 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.9% |
0.0100 |
1.0% |
6% |
False |
True |
37,593 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.9% |
0.0096 |
0.9% |
6% |
False |
True |
31,242 |
| 80 |
1.1061 |
1.0166 |
0.0895 |
8.8% |
0.0082 |
0.8% |
5% |
False |
True |
23,438 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.8% |
0.0072 |
0.7% |
5% |
False |
True |
18,752 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.8% |
0.0063 |
0.6% |
5% |
False |
True |
15,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1032 |
|
2.618 |
1.0763 |
|
1.618 |
1.0598 |
|
1.000 |
1.0496 |
|
0.618 |
1.0433 |
|
HIGH |
1.0331 |
|
0.618 |
1.0268 |
|
0.500 |
1.0249 |
|
0.382 |
1.0229 |
|
LOW |
1.0166 |
|
0.618 |
1.0064 |
|
1.000 |
1.0001 |
|
1.618 |
0.9899 |
|
2.618 |
0.9734 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0267 |
| PP |
1.0235 |
1.0248 |
| S1 |
1.0222 |
1.0228 |
|