CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0842 |
1.0850 |
0.0008 |
0.1% |
1.0679 |
| High |
1.0874 |
1.0850 |
-0.0024 |
-0.2% |
1.0952 |
| Low |
1.0789 |
1.0812 |
0.0023 |
0.2% |
1.0618 |
| Close |
1.0843 |
1.0812 |
-0.0031 |
-0.3% |
1.0843 |
| Range |
0.0085 |
0.0038 |
-0.0047 |
-55.3% |
0.0334 |
| ATR |
0.0136 |
0.0129 |
-0.0007 |
-5.1% |
0.0000 |
| Volume |
16,169 |
923 |
-15,246 |
-94.3% |
208,561 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0913 |
1.0833 |
|
| R3 |
1.0901 |
1.0875 |
1.0822 |
|
| R2 |
1.0863 |
1.0863 |
1.0819 |
|
| R1 |
1.0837 |
1.0837 |
1.0815 |
1.0831 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0822 |
| S1 |
1.0799 |
1.0799 |
1.0809 |
1.0793 |
| S2 |
1.0787 |
1.0787 |
1.0805 |
|
| S3 |
1.0749 |
1.0761 |
1.0802 |
|
| S4 |
1.0711 |
1.0723 |
1.0791 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1659 |
1.1027 |
|
| R3 |
1.1472 |
1.1325 |
1.0935 |
|
| R2 |
1.1138 |
1.1138 |
1.0904 |
|
| R1 |
1.0991 |
1.0991 |
1.0874 |
1.1065 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0841 |
| S1 |
1.0657 |
1.0657 |
1.0812 |
1.0731 |
| S2 |
1.0470 |
1.0470 |
1.0782 |
|
| S3 |
1.0136 |
1.0323 |
1.0751 |
|
| S4 |
0.9802 |
0.9989 |
1.0659 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0952 |
1.0695 |
0.0257 |
2.4% |
0.0111 |
1.0% |
46% |
False |
False |
32,625 |
| 10 |
1.0952 |
1.0505 |
0.0447 |
4.1% |
0.0125 |
1.2% |
69% |
False |
False |
44,511 |
| 20 |
1.0952 |
1.0166 |
0.0786 |
7.3% |
0.0142 |
1.3% |
82% |
False |
False |
50,395 |
| 40 |
1.0952 |
1.0166 |
0.0786 |
7.3% |
0.0125 |
1.2% |
82% |
False |
False |
45,245 |
| 60 |
1.0952 |
1.0166 |
0.0786 |
7.3% |
0.0114 |
1.1% |
82% |
False |
False |
40,550 |
| 80 |
1.0952 |
1.0166 |
0.0786 |
7.3% |
0.0105 |
1.0% |
82% |
False |
False |
33,821 |
| 100 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0092 |
0.8% |
72% |
False |
False |
27,061 |
| 120 |
1.1061 |
1.0166 |
0.0895 |
8.3% |
0.0081 |
0.8% |
72% |
False |
False |
22,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0949 |
|
1.618 |
1.0911 |
|
1.000 |
1.0888 |
|
0.618 |
1.0873 |
|
HIGH |
1.0850 |
|
0.618 |
1.0835 |
|
0.500 |
1.0831 |
|
0.382 |
1.0827 |
|
LOW |
1.0812 |
|
0.618 |
1.0789 |
|
1.000 |
1.0774 |
|
1.618 |
1.0751 |
|
2.618 |
1.0713 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0871 |
| PP |
1.0825 |
1.0851 |
| S1 |
1.0818 |
1.0832 |
|