CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0789 |
0.0006 |
0.1% |
1.0858 |
| High |
1.0818 |
1.0829 |
0.0011 |
0.1% |
1.0909 |
| Low |
1.0692 |
1.0682 |
-0.0010 |
-0.1% |
1.0682 |
| Close |
1.0788 |
1.0715 |
-0.0073 |
-0.7% |
1.0715 |
| Range |
0.0126 |
0.0147 |
0.0021 |
16.7% |
0.0227 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.6% |
0.0000 |
| Volume |
52,048 |
32,747 |
-19,301 |
-37.1% |
175,557 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1183 |
1.1096 |
1.0796 |
|
| R3 |
1.1036 |
1.0949 |
1.0755 |
|
| R2 |
1.0889 |
1.0889 |
1.0742 |
|
| R1 |
1.0802 |
1.0802 |
1.0728 |
1.0772 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0727 |
| S1 |
1.0655 |
1.0655 |
1.0702 |
1.0625 |
| S2 |
1.0595 |
1.0595 |
1.0688 |
|
| S3 |
1.0448 |
1.0508 |
1.0675 |
|
| S4 |
1.0301 |
1.0361 |
1.0634 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1450 |
1.1309 |
1.0840 |
|
| R3 |
1.1223 |
1.1082 |
1.0777 |
|
| R2 |
1.0996 |
1.0996 |
1.0757 |
|
| R1 |
1.0855 |
1.0855 |
1.0736 |
1.0812 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0747 |
| S1 |
1.0628 |
1.0628 |
1.0694 |
1.0585 |
| S2 |
1.0542 |
1.0542 |
1.0673 |
|
| S3 |
1.0315 |
1.0401 |
1.0653 |
|
| S4 |
1.0088 |
1.0174 |
1.0590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0682 |
0.0227 |
2.1% |
0.0121 |
1.1% |
15% |
False |
True |
35,111 |
| 10 |
1.0962 |
1.0629 |
0.0333 |
3.1% |
0.0123 |
1.1% |
26% |
False |
False |
27,769 |
| 20 |
1.0962 |
1.0239 |
0.0723 |
6.7% |
0.0133 |
1.2% |
66% |
False |
False |
14,506 |
| 40 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0105 |
1.0% |
68% |
False |
False |
7,273 |
| 60 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0077 |
0.7% |
68% |
False |
False |
4,851 |
| 80 |
1.0962 |
1.0186 |
0.0776 |
7.2% |
0.0060 |
0.6% |
68% |
False |
False |
3,639 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0048 |
0.4% |
61% |
False |
False |
2,911 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.0% |
0.0040 |
0.4% |
61% |
False |
False |
2,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1454 |
|
2.618 |
1.1214 |
|
1.618 |
1.1067 |
|
1.000 |
1.0976 |
|
0.618 |
1.0920 |
|
HIGH |
1.0829 |
|
0.618 |
1.0773 |
|
0.500 |
1.0756 |
|
0.382 |
1.0738 |
|
LOW |
1.0682 |
|
0.618 |
1.0591 |
|
1.000 |
1.0535 |
|
1.618 |
1.0444 |
|
2.618 |
1.0297 |
|
4.250 |
1.0057 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0792 |
| PP |
1.0742 |
1.0766 |
| S1 |
1.0729 |
1.0741 |
|