CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0563 |
0.0004 |
0.0% |
1.0397 |
| High |
1.0579 |
1.0649 |
0.0070 |
0.7% |
1.0516 |
| Low |
1.0505 |
1.0534 |
0.0029 |
0.3% |
1.0215 |
| Close |
1.0560 |
1.0620 |
0.0060 |
0.6% |
1.0422 |
| Range |
0.0074 |
0.0115 |
0.0041 |
55.4% |
0.0301 |
| ATR |
0.0134 |
0.0132 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
38,608 |
49,239 |
10,631 |
27.5% |
212,270 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0898 |
1.0683 |
|
| R3 |
1.0831 |
1.0783 |
1.0652 |
|
| R2 |
1.0716 |
1.0716 |
1.0641 |
|
| R1 |
1.0668 |
1.0668 |
1.0631 |
1.0692 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0613 |
| S1 |
1.0553 |
1.0553 |
1.0609 |
1.0577 |
| S2 |
1.0486 |
1.0486 |
1.0599 |
|
| S3 |
1.0371 |
1.0438 |
1.0588 |
|
| S4 |
1.0256 |
1.0323 |
1.0557 |
|
|
| 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 |
1.0649 |
1.0362 |
0.0287 |
2.7% |
0.0138 |
1.3% |
90% |
True |
False |
48,976 |
| 10 |
1.0649 |
1.0166 |
0.0483 |
4.5% |
0.0159 |
1.5% |
94% |
True |
False |
56,059 |
| 20 |
1.0719 |
1.0166 |
0.0553 |
5.2% |
0.0143 |
1.3% |
82% |
False |
False |
52,514 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0116 |
1.1% |
65% |
False |
False |
42,657 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0108 |
1.0% |
65% |
False |
False |
38,829 |
| 80 |
1.0931 |
1.0166 |
0.0765 |
7.2% |
0.0098 |
0.9% |
59% |
False |
False |
29,359 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.4% |
0.0085 |
0.8% |
51% |
False |
False |
23,489 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.4% |
0.0075 |
0.7% |
51% |
False |
False |
19,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1138 |
|
2.618 |
1.0950 |
|
1.618 |
1.0835 |
|
1.000 |
1.0764 |
|
0.618 |
1.0720 |
|
HIGH |
1.0649 |
|
0.618 |
1.0605 |
|
0.500 |
1.0592 |
|
0.382 |
1.0578 |
|
LOW |
1.0534 |
|
0.618 |
1.0463 |
|
1.000 |
1.0419 |
|
1.618 |
1.0348 |
|
2.618 |
1.0233 |
|
4.250 |
1.0045 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0587 |
| PP |
1.0601 |
1.0553 |
| S1 |
1.0592 |
1.0520 |
|