CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0706 |
1.0722 |
0.0016 |
0.1% |
1.0447 |
| High |
1.0739 |
1.0854 |
0.0115 |
1.1% |
1.0849 |
| Low |
1.0629 |
1.0708 |
0.0079 |
0.7% |
1.0401 |
| Close |
1.0731 |
1.0828 |
0.0097 |
0.9% |
1.0707 |
| Range |
0.0110 |
0.0146 |
0.0036 |
32.7% |
0.0448 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.6% |
0.0000 |
| Volume |
6,820 |
12,174 |
5,354 |
78.5% |
8,227 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1177 |
1.0908 |
|
| R3 |
1.1089 |
1.1031 |
1.0868 |
|
| R2 |
1.0943 |
1.0943 |
1.0855 |
|
| R1 |
1.0885 |
1.0885 |
1.0841 |
1.0914 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0811 |
| S1 |
1.0739 |
1.0739 |
1.0815 |
1.0768 |
| S2 |
1.0651 |
1.0651 |
1.0801 |
|
| S3 |
1.0505 |
1.0593 |
1.0788 |
|
| S4 |
1.0359 |
1.0447 |
1.0748 |
|
|
| 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 |
1.0854 |
1.0550 |
0.0304 |
2.8% |
0.0149 |
1.4% |
91% |
True |
False |
5,172 |
| 10 |
1.0854 |
1.0278 |
0.0576 |
5.3% |
0.0141 |
1.3% |
95% |
True |
False |
3,036 |
| 20 |
1.0854 |
1.0186 |
0.0668 |
6.2% |
0.0126 |
1.2% |
96% |
True |
False |
1,607 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0085 |
0.8% |
93% |
False |
False |
808 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0064 |
0.6% |
93% |
False |
False |
540 |
| 80 |
1.0875 |
1.0186 |
0.0689 |
6.4% |
0.0048 |
0.4% |
93% |
False |
False |
405 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0038 |
0.4% |
74% |
False |
False |
324 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0032 |
0.3% |
74% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1475 |
|
2.618 |
1.1236 |
|
1.618 |
1.1090 |
|
1.000 |
1.1000 |
|
0.618 |
1.0944 |
|
HIGH |
1.0854 |
|
0.618 |
1.0798 |
|
0.500 |
1.0781 |
|
0.382 |
1.0764 |
|
LOW |
1.0708 |
|
0.618 |
1.0618 |
|
1.000 |
1.0562 |
|
1.618 |
1.0472 |
|
2.618 |
1.0326 |
|
4.250 |
1.0088 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0812 |
1.0799 |
| PP |
1.0797 |
1.0770 |
| S1 |
1.0781 |
1.0742 |
|