CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0679 |
-0.0071 |
-0.7% |
1.0447 |
| High |
1.0813 |
1.0732 |
-0.0081 |
-0.7% |
1.0841 |
| Low |
1.0668 |
1.0618 |
-0.0050 |
-0.5% |
1.0391 |
| Close |
1.0697 |
1.0722 |
0.0025 |
0.2% |
1.0697 |
| Range |
0.0145 |
0.0114 |
-0.0031 |
-21.4% |
0.0450 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
71,007 |
46,356 |
-24,651 |
-34.7% |
291,977 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0991 |
1.0785 |
|
| R3 |
1.0919 |
1.0877 |
1.0753 |
|
| R2 |
1.0805 |
1.0805 |
1.0743 |
|
| R1 |
1.0763 |
1.0763 |
1.0732 |
1.0784 |
| PP |
1.0691 |
1.0691 |
1.0691 |
1.0701 |
| S1 |
1.0649 |
1.0649 |
1.0712 |
1.0670 |
| S2 |
1.0577 |
1.0577 |
1.0701 |
|
| S3 |
1.0463 |
1.0535 |
1.0691 |
|
| S4 |
1.0349 |
1.0421 |
1.0659 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1993 |
1.1795 |
1.0945 |
|
| R3 |
1.1543 |
1.1345 |
1.0821 |
|
| R2 |
1.1093 |
1.1093 |
1.0780 |
|
| R1 |
1.0895 |
1.0895 |
1.0738 |
1.0994 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0693 |
| S1 |
1.0445 |
1.0445 |
1.0656 |
1.0544 |
| S2 |
1.0193 |
1.0193 |
1.0615 |
|
| S3 |
0.9743 |
0.9995 |
1.0573 |
|
| S4 |
0.9293 |
0.9545 |
1.0450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0841 |
1.0505 |
0.0336 |
3.1% |
0.0139 |
1.3% |
65% |
False |
False |
56,396 |
| 10 |
1.0841 |
1.0215 |
0.0626 |
5.8% |
0.0160 |
1.5% |
81% |
False |
False |
55,060 |
| 20 |
1.0841 |
1.0166 |
0.0675 |
6.3% |
0.0146 |
1.4% |
82% |
False |
False |
54,899 |
| 40 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0123 |
1.1% |
79% |
False |
False |
45,316 |
| 60 |
1.0869 |
1.0166 |
0.0703 |
6.6% |
0.0111 |
1.0% |
79% |
False |
False |
41,045 |
| 80 |
1.0903 |
1.0166 |
0.0737 |
6.9% |
0.0102 |
1.0% |
75% |
False |
False |
31,785 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0088 |
0.8% |
62% |
False |
False |
25,430 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0077 |
0.7% |
62% |
False |
False |
21,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1030 |
|
1.618 |
1.0916 |
|
1.000 |
1.0846 |
|
0.618 |
1.0802 |
|
HIGH |
1.0732 |
|
0.618 |
1.0688 |
|
0.500 |
1.0675 |
|
0.382 |
1.0662 |
|
LOW |
1.0618 |
|
0.618 |
1.0548 |
|
1.000 |
1.0504 |
|
1.618 |
1.0434 |
|
2.618 |
1.0320 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0721 |
| PP |
1.0691 |
1.0719 |
| S1 |
1.0675 |
1.0718 |
|