CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0858 |
0.0006 |
0.1% |
1.0706 |
| High |
1.0884 |
1.0864 |
-0.0020 |
-0.2% |
1.0962 |
| Low |
1.0798 |
1.0795 |
-0.0003 |
0.0% |
1.0629 |
| Close |
1.0852 |
1.0827 |
-0.0025 |
-0.2% |
1.0852 |
| Range |
0.0086 |
0.0069 |
-0.0017 |
-19.8% |
0.0333 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
45,488 |
25,221 |
-20,267 |
-44.6% |
102,140 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1000 |
1.0865 |
|
| R3 |
1.0967 |
1.0931 |
1.0846 |
|
| R2 |
1.0898 |
1.0898 |
1.0840 |
|
| R1 |
1.0862 |
1.0862 |
1.0833 |
1.0846 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0820 |
| S1 |
1.0793 |
1.0793 |
1.0821 |
1.0777 |
| S2 |
1.0760 |
1.0760 |
1.0814 |
|
| S3 |
1.0691 |
1.0724 |
1.0808 |
|
| S4 |
1.0622 |
1.0655 |
1.0789 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1813 |
1.1666 |
1.1035 |
|
| R3 |
1.1480 |
1.1333 |
1.0944 |
|
| R2 |
1.1147 |
1.1147 |
1.0913 |
|
| R1 |
1.1000 |
1.1000 |
1.0883 |
1.1074 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0851 |
| S1 |
1.0667 |
1.0667 |
1.0821 |
1.0741 |
| S2 |
1.0481 |
1.0481 |
1.0791 |
|
| S3 |
1.0148 |
1.0334 |
1.0760 |
|
| S4 |
0.9815 |
1.0001 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0962 |
1.0708 |
0.0254 |
2.3% |
0.0117 |
1.1% |
47% |
False |
False |
24,108 |
| 10 |
1.0962 |
1.0515 |
0.0447 |
4.1% |
0.0126 |
1.2% |
70% |
False |
False |
13,496 |
| 20 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0131 |
1.2% |
83% |
False |
False |
7,015 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0094 |
0.9% |
83% |
False |
False |
3,516 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0071 |
0.7% |
83% |
False |
False |
2,346 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0053 |
0.5% |
83% |
False |
False |
1,760 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0043 |
0.4% |
74% |
False |
False |
1,408 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0036 |
0.3% |
74% |
False |
False |
1,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1045 |
|
1.618 |
1.0976 |
|
1.000 |
1.0933 |
|
0.618 |
1.0907 |
|
HIGH |
1.0864 |
|
0.618 |
1.0838 |
|
0.500 |
1.0830 |
|
0.382 |
1.0821 |
|
LOW |
1.0795 |
|
0.618 |
1.0752 |
|
1.000 |
1.0726 |
|
1.618 |
1.0683 |
|
2.618 |
1.0614 |
|
4.250 |
1.0502 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0879 |
| PP |
1.0829 |
1.0861 |
| S1 |
1.0828 |
1.0844 |
|