CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0620 |
1.0760 |
0.0140 |
1.3% |
1.0447 |
| High |
1.0849 |
1.0821 |
-0.0028 |
-0.3% |
1.0849 |
| Low |
1.0606 |
1.0683 |
0.0077 |
0.7% |
1.0401 |
| Close |
1.0767 |
1.0707 |
-0.0060 |
-0.6% |
1.0707 |
| Range |
0.0243 |
0.0138 |
-0.0105 |
-43.2% |
0.0448 |
| ATR |
0.0119 |
0.0121 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,364 |
2,274 |
-90 |
-3.8% |
8,227 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1067 |
1.0783 |
|
| R3 |
1.1013 |
1.0929 |
1.0745 |
|
| R2 |
1.0875 |
1.0875 |
1.0732 |
|
| R1 |
1.0791 |
1.0791 |
1.0720 |
1.0764 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0724 |
| S1 |
1.0653 |
1.0653 |
1.0694 |
1.0626 |
| S2 |
1.0599 |
1.0599 |
1.0682 |
|
| S3 |
1.0461 |
1.0515 |
1.0669 |
|
| S4 |
1.0323 |
1.0377 |
1.0631 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1800 |
1.0953 |
|
| R3 |
1.1548 |
1.1352 |
1.0830 |
|
| R2 |
1.1100 |
1.1100 |
1.0789 |
|
| R1 |
1.0904 |
1.0904 |
1.0748 |
1.1002 |
| PP |
1.0652 |
1.0652 |
1.0652 |
1.0702 |
| S1 |
1.0456 |
1.0456 |
1.0666 |
1.0554 |
| S2 |
1.0204 |
1.0204 |
1.0625 |
|
| S3 |
0.9756 |
1.0008 |
1.0584 |
|
| S4 |
0.9308 |
0.9560 |
1.0461 |
|
|
| 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% |
0.0159 |
1.5% |
68% |
False |
False |
1,645 |
| 10 |
1.0849 |
1.0239 |
0.0610 |
5.7% |
0.0144 |
1.3% |
77% |
False |
False |
1,243 |
| 20 |
1.0849 |
1.0186 |
0.0663 |
6.2% |
0.0122 |
1.1% |
79% |
False |
False |
660 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0079 |
0.7% |
76% |
False |
False |
333 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0059 |
0.6% |
76% |
False |
False |
224 |
| 80 |
1.0927 |
1.0186 |
0.0741 |
6.9% |
0.0045 |
0.4% |
70% |
False |
False |
168 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0036 |
0.3% |
60% |
False |
False |
134 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.1% |
0.0030 |
0.3% |
60% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1182 |
|
1.618 |
1.1044 |
|
1.000 |
1.0959 |
|
0.618 |
1.0906 |
|
HIGH |
1.0821 |
|
0.618 |
1.0768 |
|
0.500 |
1.0752 |
|
0.382 |
1.0736 |
|
LOW |
1.0683 |
|
0.618 |
1.0598 |
|
1.000 |
1.0545 |
|
1.618 |
1.0460 |
|
2.618 |
1.0322 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0752 |
1.0705 |
| PP |
1.0737 |
1.0702 |
| S1 |
1.0722 |
1.0700 |
|