CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0620 |
0.0053 |
0.5% |
1.0434 |
| High |
1.0659 |
1.0849 |
0.0190 |
1.8% |
1.0511 |
| Low |
1.0550 |
1.0606 |
0.0056 |
0.5% |
1.0239 |
| Close |
1.0630 |
1.0767 |
0.0137 |
1.3% |
1.0431 |
| Range |
0.0109 |
0.0243 |
0.0134 |
122.9% |
0.0272 |
| ATR |
0.0110 |
0.0119 |
0.0010 |
8.7% |
0.0000 |
| Volume |
2,230 |
2,364 |
134 |
6.0% |
3,449 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1361 |
1.0901 |
|
| R3 |
1.1227 |
1.1118 |
1.0834 |
|
| R2 |
1.0984 |
1.0984 |
1.0812 |
|
| R1 |
1.0875 |
1.0875 |
1.0789 |
1.0930 |
| PP |
1.0741 |
1.0741 |
1.0741 |
1.0768 |
| S1 |
1.0632 |
1.0632 |
1.0745 |
1.0687 |
| S2 |
1.0498 |
1.0498 |
1.0722 |
|
| S3 |
1.0255 |
1.0389 |
1.0700 |
|
| S4 |
1.0012 |
1.0146 |
1.0633 |
|
|
| 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 |
1.0849 |
1.0401 |
0.0448 |
4.2% |
0.0153 |
1.4% |
82% |
True |
False |
1,744 |
| 10 |
1.0849 |
1.0192 |
0.0657 |
6.1% |
0.0149 |
1.4% |
88% |
True |
False |
1,041 |
| 20 |
1.0849 |
1.0186 |
0.0663 |
6.2% |
0.0123 |
1.1% |
88% |
True |
False |
546 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0077 |
0.7% |
84% |
False |
False |
276 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0057 |
0.5% |
84% |
False |
False |
186 |
| 80 |
1.0927 |
1.0186 |
0.0741 |
6.9% |
0.0043 |
0.4% |
78% |
False |
False |
139 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0034 |
0.3% |
67% |
False |
False |
112 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0029 |
0.3% |
67% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1882 |
|
2.618 |
1.1485 |
|
1.618 |
1.1242 |
|
1.000 |
1.1092 |
|
0.618 |
1.0999 |
|
HIGH |
1.0849 |
|
0.618 |
1.0756 |
|
0.500 |
1.0728 |
|
0.382 |
1.0699 |
|
LOW |
1.0606 |
|
0.618 |
1.0456 |
|
1.000 |
1.0363 |
|
1.618 |
1.0213 |
|
2.618 |
0.9970 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0739 |
| PP |
1.0741 |
1.0710 |
| S1 |
1.0728 |
1.0682 |
|