CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0434 |
0.0082 |
0.8% |
1.0304 |
| High |
1.0436 |
1.0434 |
-0.0002 |
0.0% |
1.0436 |
| Low |
1.0352 |
1.0239 |
-0.0113 |
-1.1% |
1.0186 |
| Close |
1.0407 |
1.0287 |
-0.0120 |
-1.2% |
1.0407 |
| Range |
0.0084 |
0.0195 |
0.0111 |
132.1% |
0.0250 |
| ATR |
0.0092 |
0.0099 |
0.0007 |
8.0% |
0.0000 |
| Volume |
762 |
305 |
-457 |
-60.0% |
1,266 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0791 |
1.0394 |
|
| R3 |
1.0710 |
1.0596 |
1.0341 |
|
| R2 |
1.0515 |
1.0515 |
1.0323 |
|
| R1 |
1.0401 |
1.0401 |
1.0305 |
1.0361 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0300 |
| S1 |
1.0206 |
1.0206 |
1.0269 |
1.0166 |
| S2 |
1.0125 |
1.0125 |
1.0251 |
|
| S3 |
0.9930 |
1.0011 |
1.0233 |
|
| S4 |
0.9735 |
0.9816 |
1.0180 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1093 |
1.1000 |
1.0545 |
|
| R3 |
1.0843 |
1.0750 |
1.0476 |
|
| R2 |
1.0593 |
1.0593 |
1.0453 |
|
| R1 |
1.0500 |
1.0500 |
1.0430 |
1.0547 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0366 |
| S1 |
1.0250 |
1.0250 |
1.0384 |
1.0297 |
| S2 |
1.0093 |
1.0093 |
1.0361 |
|
| S3 |
0.9843 |
1.0000 |
1.0338 |
|
| S4 |
0.9593 |
0.9750 |
1.0270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0436 |
1.0186 |
0.0250 |
2.4% |
0.0140 |
1.4% |
40% |
False |
False |
287 |
| 10 |
1.0487 |
1.0186 |
0.0301 |
2.9% |
0.0110 |
1.1% |
34% |
False |
False |
178 |
| 20 |
1.0820 |
1.0186 |
0.0634 |
6.2% |
0.0085 |
0.8% |
16% |
False |
False |
94 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0055 |
0.5% |
15% |
False |
False |
50 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0040 |
0.4% |
15% |
False |
False |
34 |
| 80 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0030 |
0.3% |
12% |
False |
False |
26 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0024 |
0.2% |
12% |
False |
False |
21 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.4% |
0.0020 |
0.2% |
12% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1263 |
|
2.618 |
1.0945 |
|
1.618 |
1.0750 |
|
1.000 |
1.0629 |
|
0.618 |
1.0555 |
|
HIGH |
1.0434 |
|
0.618 |
1.0360 |
|
0.500 |
1.0337 |
|
0.382 |
1.0313 |
|
LOW |
1.0239 |
|
0.618 |
1.0118 |
|
1.000 |
1.0044 |
|
1.618 |
0.9923 |
|
2.618 |
0.9728 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0314 |
| PP |
1.0320 |
1.0305 |
| S1 |
1.0304 |
1.0296 |
|