CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0420 |
0.0142 |
1.4% |
1.0304 |
| High |
1.0420 |
1.0505 |
0.0085 |
0.8% |
1.0436 |
| Low |
1.0278 |
1.0392 |
0.0114 |
1.1% |
1.0186 |
| Close |
1.0392 |
1.0496 |
0.0104 |
1.0% |
1.0407 |
| Range |
0.0142 |
0.0113 |
-0.0029 |
-20.4% |
0.0250 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.8% |
0.0000 |
| Volume |
81 |
295 |
214 |
264.2% |
1,266 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0763 |
1.0558 |
|
| R3 |
1.0690 |
1.0650 |
1.0527 |
|
| R2 |
1.0577 |
1.0577 |
1.0517 |
|
| R1 |
1.0537 |
1.0537 |
1.0506 |
1.0557 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0475 |
| S1 |
1.0424 |
1.0424 |
1.0486 |
1.0444 |
| S2 |
1.0351 |
1.0351 |
1.0475 |
|
| S3 |
1.0238 |
1.0311 |
1.0465 |
|
| S4 |
1.0125 |
1.0198 |
1.0434 |
|
|
| 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 |
1.0505 |
1.0192 |
0.0313 |
3.0% |
0.0146 |
1.4% |
97% |
True |
False |
338 |
| 10 |
1.0505 |
1.0186 |
0.0319 |
3.0% |
0.0114 |
1.1% |
97% |
True |
False |
198 |
| 20 |
1.0721 |
1.0186 |
0.0535 |
5.1% |
0.0091 |
0.9% |
58% |
False |
False |
112 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0061 |
0.6% |
45% |
False |
False |
59 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0044 |
0.4% |
45% |
False |
False |
40 |
| 80 |
1.1044 |
1.0186 |
0.0858 |
8.2% |
0.0034 |
0.3% |
36% |
False |
False |
30 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0027 |
0.3% |
36% |
False |
False |
24 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.2% |
0.0022 |
0.2% |
36% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0801 |
|
1.618 |
1.0688 |
|
1.000 |
1.0618 |
|
0.618 |
1.0575 |
|
HIGH |
1.0505 |
|
0.618 |
1.0462 |
|
0.500 |
1.0449 |
|
0.382 |
1.0435 |
|
LOW |
1.0392 |
|
0.618 |
1.0322 |
|
1.000 |
1.0279 |
|
1.618 |
1.0209 |
|
2.618 |
1.0096 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0455 |
| PP |
1.0464 |
1.0413 |
| S1 |
1.0449 |
1.0372 |
|