CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0555 |
1.0567 |
0.0012 |
0.1% |
1.0434 |
| High |
1.0588 |
1.0659 |
0.0071 |
0.7% |
1.0511 |
| Low |
1.0515 |
1.0550 |
0.0035 |
0.3% |
1.0239 |
| Close |
1.0570 |
1.0630 |
0.0060 |
0.6% |
1.0431 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0272 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.0% |
0.0000 |
| Volume |
734 |
2,230 |
1,496 |
203.8% |
3,449 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0894 |
1.0690 |
|
| R3 |
1.0831 |
1.0785 |
1.0660 |
|
| R2 |
1.0722 |
1.0722 |
1.0650 |
|
| R1 |
1.0676 |
1.0676 |
1.0640 |
1.0699 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0625 |
| S1 |
1.0567 |
1.0567 |
1.0620 |
1.0590 |
| S2 |
1.0504 |
1.0504 |
1.0610 |
|
| S3 |
1.0395 |
1.0458 |
1.0600 |
|
| S4 |
1.0286 |
1.0349 |
1.0570 |
|
|
| 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 |
1.0659 |
1.0392 |
0.0267 |
2.5% |
0.0127 |
1.2% |
89% |
True |
False |
1,330 |
| 10 |
1.0659 |
1.0186 |
0.0473 |
4.4% |
0.0139 |
1.3% |
94% |
True |
False |
809 |
| 20 |
1.0721 |
1.0186 |
0.0535 |
5.0% |
0.0115 |
1.1% |
83% |
False |
False |
429 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0071 |
0.7% |
64% |
False |
False |
218 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.5% |
0.0053 |
0.5% |
64% |
False |
False |
146 |
| 80 |
1.0927 |
1.0186 |
0.0741 |
7.0% |
0.0040 |
0.4% |
60% |
False |
False |
110 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0032 |
0.3% |
52% |
False |
False |
88 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0027 |
0.3% |
52% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.0944 |
|
1.618 |
1.0835 |
|
1.000 |
1.0768 |
|
0.618 |
1.0726 |
|
HIGH |
1.0659 |
|
0.618 |
1.0617 |
|
0.500 |
1.0605 |
|
0.382 |
1.0592 |
|
LOW |
1.0550 |
|
0.618 |
1.0483 |
|
1.000 |
1.0441 |
|
1.618 |
1.0374 |
|
2.618 |
1.0265 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0622 |
1.0597 |
| PP |
1.0613 |
1.0563 |
| S1 |
1.0605 |
1.0530 |
|