CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0506 |
0.0086 |
0.8% |
1.0434 |
| High |
1.0505 |
1.0511 |
0.0006 |
0.1% |
1.0511 |
| Low |
1.0392 |
1.0404 |
0.0012 |
0.1% |
1.0239 |
| Close |
1.0496 |
1.0431 |
-0.0065 |
-0.6% |
1.0431 |
| Range |
0.0113 |
0.0107 |
-0.0006 |
-5.3% |
0.0272 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.3% |
0.0000 |
| Volume |
295 |
2,768 |
2,473 |
838.3% |
3,449 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0707 |
1.0490 |
|
| R3 |
1.0663 |
1.0600 |
1.0460 |
|
| R2 |
1.0556 |
1.0556 |
1.0451 |
|
| R1 |
1.0493 |
1.0493 |
1.0441 |
1.0471 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0438 |
| S1 |
1.0386 |
1.0386 |
1.0421 |
1.0364 |
| S2 |
1.0342 |
1.0342 |
1.0411 |
|
| S3 |
1.0235 |
1.0279 |
1.0402 |
|
| S4 |
1.0128 |
1.0172 |
1.0372 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1092 |
1.0581 |
|
| R3 |
1.0938 |
1.0820 |
1.0506 |
|
| R2 |
1.0666 |
1.0666 |
1.0481 |
|
| R1 |
1.0548 |
1.0548 |
1.0456 |
1.0471 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0355 |
| S1 |
1.0276 |
1.0276 |
1.0406 |
1.0199 |
| S2 |
1.0122 |
1.0122 |
1.0381 |
|
| S3 |
0.9850 |
1.0004 |
1.0356 |
|
| S4 |
0.9578 |
0.9732 |
1.0281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0511 |
1.0239 |
0.0272 |
2.6% |
0.0128 |
1.2% |
71% |
True |
False |
842 |
| 10 |
1.0511 |
1.0186 |
0.0325 |
3.1% |
0.0121 |
1.2% |
75% |
True |
False |
473 |
| 20 |
1.0721 |
1.0186 |
0.0535 |
5.1% |
0.0096 |
0.9% |
46% |
False |
False |
250 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0064 |
0.6% |
36% |
False |
False |
129 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.6% |
0.0046 |
0.4% |
36% |
False |
False |
86 |
| 80 |
1.1026 |
1.0186 |
0.0840 |
8.1% |
0.0035 |
0.3% |
29% |
False |
False |
65 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0028 |
0.3% |
28% |
False |
False |
52 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0023 |
0.2% |
28% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0791 |
|
1.618 |
1.0684 |
|
1.000 |
1.0618 |
|
0.618 |
1.0577 |
|
HIGH |
1.0511 |
|
0.618 |
1.0470 |
|
0.500 |
1.0458 |
|
0.382 |
1.0445 |
|
LOW |
1.0404 |
|
0.618 |
1.0338 |
|
1.000 |
1.0297 |
|
1.618 |
1.0231 |
|
2.618 |
1.0124 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0419 |
| PP |
1.0449 |
1.0407 |
| S1 |
1.0440 |
1.0395 |
|