CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0488 |
1.0447 |
-0.0041 |
-0.4% |
1.0397 |
| High |
1.0516 |
1.0631 |
0.0115 |
1.1% |
1.0516 |
| Low |
1.0392 |
1.0391 |
-0.0001 |
0.0% |
1.0215 |
| Close |
1.0422 |
1.0561 |
0.0139 |
1.3% |
1.0422 |
| Range |
0.0124 |
0.0240 |
0.0116 |
93.5% |
0.0301 |
| ATR |
0.0131 |
0.0138 |
0.0008 |
6.0% |
0.0000 |
| Volume |
51,100 |
56,349 |
5,249 |
10.3% |
212,270 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1144 |
1.0693 |
|
| R3 |
1.1008 |
1.0904 |
1.0627 |
|
| R2 |
1.0768 |
1.0768 |
1.0605 |
|
| R1 |
1.0664 |
1.0664 |
1.0583 |
1.0716 |
| PP |
1.0528 |
1.0528 |
1.0528 |
1.0554 |
| S1 |
1.0424 |
1.0424 |
1.0539 |
1.0476 |
| S2 |
1.0288 |
1.0288 |
1.0517 |
|
| S3 |
1.0048 |
1.0184 |
1.0495 |
|
| S4 |
0.9808 |
0.9944 |
1.0429 |
|
|
| 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 |
1.0631 |
1.0215 |
0.0416 |
3.9% |
0.0181 |
1.7% |
83% |
True |
False |
53,723 |
| 10 |
1.0631 |
1.0166 |
0.0465 |
4.4% |
0.0159 |
1.5% |
85% |
True |
False |
56,278 |
| 20 |
1.0719 |
1.0166 |
0.0553 |
5.2% |
0.0141 |
1.3% |
71% |
False |
False |
50,540 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0114 |
1.1% |
56% |
False |
False |
41,829 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.7% |
0.0108 |
1.0% |
56% |
False |
False |
37,555 |
| 80 |
1.0931 |
1.0166 |
0.0765 |
7.2% |
0.0095 |
0.9% |
52% |
False |
False |
28,260 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0084 |
0.8% |
44% |
False |
False |
22,611 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.5% |
0.0073 |
0.7% |
44% |
False |
False |
18,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1259 |
|
1.618 |
1.1019 |
|
1.000 |
1.0871 |
|
0.618 |
1.0779 |
|
HIGH |
1.0631 |
|
0.618 |
1.0539 |
|
0.500 |
1.0511 |
|
0.382 |
1.0483 |
|
LOW |
1.0391 |
|
0.618 |
1.0243 |
|
1.000 |
1.0151 |
|
1.618 |
1.0003 |
|
2.618 |
0.9763 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0544 |
1.0540 |
| PP |
1.0528 |
1.0518 |
| S1 |
1.0511 |
1.0497 |
|