CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0874 |
0.0046 |
0.4% |
1.0447 |
| High |
1.0912 |
1.0962 |
0.0050 |
0.5% |
1.0849 |
| Low |
1.0780 |
1.0812 |
0.0032 |
0.3% |
1.0401 |
| Close |
1.0857 |
1.0859 |
0.0002 |
0.0% |
1.0707 |
| Range |
0.0132 |
0.0150 |
0.0018 |
13.6% |
0.0448 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.6% |
0.0000 |
| Volume |
16,488 |
21,170 |
4,682 |
28.4% |
8,227 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1243 |
1.0942 |
|
| R3 |
1.1178 |
1.1093 |
1.0900 |
|
| R2 |
1.1028 |
1.1028 |
1.0887 |
|
| R1 |
1.0943 |
1.0943 |
1.0873 |
1.0911 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0861 |
| S1 |
1.0793 |
1.0793 |
1.0845 |
1.0761 |
| S2 |
1.0728 |
1.0728 |
1.0832 |
|
| S3 |
1.0578 |
1.0643 |
1.0818 |
|
| S4 |
1.0428 |
1.0493 |
1.0777 |
|
|
| 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 |
1.0962 |
1.0629 |
0.0333 |
3.1% |
0.0135 |
1.2% |
69% |
True |
False |
11,785 |
| 10 |
1.0962 |
1.0401 |
0.0561 |
5.2% |
0.0144 |
1.3% |
82% |
True |
False |
6,764 |
| 20 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0129 |
1.2% |
87% |
True |
False |
3,481 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0092 |
0.8% |
87% |
True |
False |
1,749 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0068 |
0.6% |
87% |
True |
False |
1,168 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0052 |
0.5% |
87% |
True |
False |
876 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0041 |
0.4% |
78% |
False |
False |
701 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0034 |
0.3% |
78% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1600 |
|
2.618 |
1.1355 |
|
1.618 |
1.1205 |
|
1.000 |
1.1112 |
|
0.618 |
1.1055 |
|
HIGH |
1.0962 |
|
0.618 |
1.0905 |
|
0.500 |
1.0887 |
|
0.382 |
1.0869 |
|
LOW |
1.0812 |
|
0.618 |
1.0719 |
|
1.000 |
1.0662 |
|
1.618 |
1.0569 |
|
2.618 |
1.0419 |
|
4.250 |
1.0175 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0851 |
| PP |
1.0878 |
1.0843 |
| S1 |
1.0868 |
1.0835 |
|