CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0396 |
0.0154 |
1.5% |
1.0313 |
| High |
1.0418 |
1.0498 |
0.0080 |
0.8% |
1.0429 |
| Low |
1.0215 |
1.0362 |
0.0147 |
1.4% |
1.0166 |
| Close |
1.0382 |
1.0487 |
0.0105 |
1.0% |
1.0397 |
| Range |
0.0203 |
0.0136 |
-0.0067 |
-33.0% |
0.0263 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.3% |
0.0000 |
| Volume |
55,833 |
49,586 |
-6,247 |
-11.2% |
294,169 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0808 |
1.0562 |
|
| R3 |
1.0721 |
1.0672 |
1.0524 |
|
| R2 |
1.0585 |
1.0585 |
1.0512 |
|
| R1 |
1.0536 |
1.0536 |
1.0499 |
1.0561 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0461 |
| S1 |
1.0400 |
1.0400 |
1.0475 |
1.0425 |
| S2 |
1.0313 |
1.0313 |
1.0462 |
|
| S3 |
1.0177 |
1.0264 |
1.0450 |
|
| S4 |
1.0041 |
1.0128 |
1.0412 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1021 |
1.0542 |
|
| R3 |
1.0857 |
1.0758 |
1.0469 |
|
| R2 |
1.0594 |
1.0594 |
1.0445 |
|
| R1 |
1.0495 |
1.0495 |
1.0421 |
1.0545 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0355 |
| S1 |
1.0232 |
1.0232 |
1.0373 |
1.0282 |
| S2 |
1.0068 |
1.0068 |
1.0349 |
|
| S3 |
0.9805 |
0.9969 |
1.0325 |
|
| S4 |
0.9542 |
0.9706 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0498 |
1.0187 |
0.0311 |
3.0% |
0.0175 |
1.7% |
96% |
True |
False |
55,689 |
| 10 |
1.0498 |
1.0166 |
0.0332 |
3.2% |
0.0153 |
1.5% |
97% |
True |
False |
56,123 |
| 20 |
1.0808 |
1.0166 |
0.0642 |
6.1% |
0.0134 |
1.3% |
50% |
False |
False |
49,877 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0112 |
1.1% |
46% |
False |
False |
41,395 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0105 |
1.0% |
46% |
False |
False |
35,847 |
| 80 |
1.1029 |
1.0166 |
0.0863 |
8.2% |
0.0091 |
0.9% |
37% |
False |
False |
26,918 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0081 |
0.8% |
36% |
False |
False |
21,536 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0070 |
0.7% |
36% |
False |
False |
17,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0854 |
|
1.618 |
1.0718 |
|
1.000 |
1.0634 |
|
0.618 |
1.0582 |
|
HIGH |
1.0498 |
|
0.618 |
1.0446 |
|
0.500 |
1.0430 |
|
0.382 |
1.0414 |
|
LOW |
1.0362 |
|
0.618 |
1.0278 |
|
1.000 |
1.0226 |
|
1.618 |
1.0142 |
|
2.618 |
1.0006 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0444 |
| PP |
1.0449 |
1.0400 |
| S1 |
1.0430 |
1.0357 |
|