CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0845 |
-0.0013 |
-0.1% |
1.0706 |
| High |
1.0864 |
1.0909 |
0.0045 |
0.4% |
1.0962 |
| Low |
1.0795 |
1.0805 |
0.0010 |
0.1% |
1.0629 |
| Close |
1.0827 |
1.0884 |
0.0057 |
0.5% |
1.0852 |
| Range |
0.0069 |
0.0104 |
0.0035 |
50.7% |
0.0333 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
25,221 |
29,975 |
4,754 |
18.8% |
102,140 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1135 |
1.0941 |
|
| R3 |
1.1074 |
1.1031 |
1.0913 |
|
| R2 |
1.0970 |
1.0970 |
1.0903 |
|
| R1 |
1.0927 |
1.0927 |
1.0894 |
1.0949 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0877 |
| S1 |
1.0823 |
1.0823 |
1.0874 |
1.0845 |
| S2 |
1.0762 |
1.0762 |
1.0865 |
|
| S3 |
1.0658 |
1.0719 |
1.0855 |
|
| S4 |
1.0554 |
1.0615 |
1.0827 |
|
|
| 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 |
1.0780 |
0.0182 |
1.7% |
0.0108 |
1.0% |
57% |
False |
False |
27,668 |
| 10 |
1.0962 |
1.0550 |
0.0412 |
3.8% |
0.0129 |
1.2% |
81% |
False |
False |
16,420 |
| 20 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0133 |
1.2% |
90% |
False |
False |
8,507 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0095 |
0.9% |
90% |
False |
False |
4,265 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0073 |
0.7% |
90% |
False |
False |
2,846 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.1% |
0.0055 |
0.5% |
90% |
False |
False |
2,134 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0044 |
0.4% |
81% |
False |
False |
1,708 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
7.9% |
0.0037 |
0.3% |
81% |
False |
False |
1,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1181 |
|
1.618 |
1.1077 |
|
1.000 |
1.1013 |
|
0.618 |
1.0973 |
|
HIGH |
1.0909 |
|
0.618 |
1.0869 |
|
0.500 |
1.0857 |
|
0.382 |
1.0845 |
|
LOW |
1.0805 |
|
0.618 |
1.0741 |
|
1.000 |
1.0701 |
|
1.618 |
1.0637 |
|
2.618 |
1.0533 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0873 |
| PP |
1.0866 |
1.0863 |
| S1 |
1.0857 |
1.0852 |
|