CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0396 |
1.0488 |
0.0092 |
0.9% |
1.0397 |
| High |
1.0498 |
1.0516 |
0.0018 |
0.2% |
1.0516 |
| Low |
1.0362 |
1.0392 |
0.0030 |
0.3% |
1.0215 |
| Close |
1.0487 |
1.0422 |
-0.0065 |
-0.6% |
1.0422 |
| Range |
0.0136 |
0.0124 |
-0.0012 |
-8.8% |
0.0301 |
| ATR |
0.0131 |
0.0131 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
49,586 |
51,100 |
1,514 |
3.1% |
212,270 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0743 |
1.0490 |
|
| R3 |
1.0691 |
1.0619 |
1.0456 |
|
| R2 |
1.0567 |
1.0567 |
1.0445 |
|
| R1 |
1.0495 |
1.0495 |
1.0433 |
1.0469 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0431 |
| S1 |
1.0371 |
1.0371 |
1.0411 |
1.0345 |
| S2 |
1.0319 |
1.0319 |
1.0399 |
|
| S3 |
1.0195 |
1.0247 |
1.0388 |
|
| S4 |
1.0071 |
1.0123 |
1.0354 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1156 |
1.0588 |
|
| R3 |
1.0986 |
1.0855 |
1.0505 |
|
| R2 |
1.0685 |
1.0685 |
1.0477 |
|
| R1 |
1.0554 |
1.0554 |
1.0450 |
1.0620 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0417 |
| S1 |
1.0253 |
1.0253 |
1.0394 |
1.0319 |
| S2 |
1.0083 |
1.0083 |
1.0367 |
|
| S3 |
0.9782 |
0.9952 |
1.0339 |
|
| S4 |
0.9481 |
0.9651 |
1.0256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0516 |
1.0215 |
0.0301 |
2.9% |
0.0160 |
1.5% |
69% |
True |
False |
52,023 |
| 10 |
1.0516 |
1.0166 |
0.0350 |
3.4% |
0.0151 |
1.5% |
73% |
True |
False |
56,169 |
| 20 |
1.0755 |
1.0166 |
0.0589 |
5.7% |
0.0134 |
1.3% |
43% |
False |
False |
50,070 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0111 |
1.1% |
36% |
False |
False |
41,353 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0106 |
1.0% |
36% |
False |
False |
36,687 |
| 80 |
1.1012 |
1.0166 |
0.0846 |
8.1% |
0.0093 |
0.9% |
30% |
False |
False |
27,557 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0082 |
0.8% |
29% |
False |
False |
22,047 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.6% |
0.0071 |
0.7% |
29% |
False |
False |
18,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1043 |
|
2.618 |
1.0841 |
|
1.618 |
1.0717 |
|
1.000 |
1.0640 |
|
0.618 |
1.0593 |
|
HIGH |
1.0516 |
|
0.618 |
1.0469 |
|
0.500 |
1.0454 |
|
0.382 |
1.0439 |
|
LOW |
1.0392 |
|
0.618 |
1.0315 |
|
1.000 |
1.0268 |
|
1.618 |
1.0191 |
|
2.618 |
1.0067 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0403 |
| PP |
1.0443 |
1.0384 |
| S1 |
1.0433 |
1.0366 |
|