CME Swiss Franc Future December 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 |
1.0870 |
1.0963 |
0.0093 |
0.9% |
1.0583 |
| High |
1.0870 |
1.0963 |
0.0093 |
0.9% |
1.0779 |
| Low |
1.0869 |
1.0871 |
0.0002 |
0.0% |
1.0581 |
| Close |
1.0869 |
1.0871 |
0.0002 |
0.0% |
1.0718 |
| Range |
0.0001 |
0.0092 |
0.0091 |
9,100.0% |
0.0198 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1116 |
1.0922 |
|
| R3 |
1.1086 |
1.1024 |
1.0896 |
|
| R2 |
1.0994 |
1.0994 |
1.0888 |
|
| R1 |
1.0932 |
1.0932 |
1.0879 |
1.0917 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0894 |
| S1 |
1.0840 |
1.0840 |
1.0863 |
1.0825 |
| S2 |
1.0810 |
1.0810 |
1.0854 |
|
| S3 |
1.0718 |
1.0748 |
1.0846 |
|
| S4 |
1.0626 |
1.0656 |
1.0820 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1200 |
1.0827 |
|
| R3 |
1.1089 |
1.1002 |
1.0772 |
|
| R2 |
1.0891 |
1.0891 |
1.0754 |
|
| R1 |
1.0804 |
1.0804 |
1.0736 |
1.0848 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0714 |
| S1 |
1.0606 |
1.0606 |
1.0700 |
1.0650 |
| S2 |
1.0495 |
1.0495 |
1.0682 |
|
| S3 |
1.0297 |
1.0408 |
1.0664 |
|
| S4 |
1.0099 |
1.0210 |
1.0609 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1204 |
|
1.618 |
1.1112 |
|
1.000 |
1.1055 |
|
0.618 |
1.1020 |
|
HIGH |
1.0963 |
|
0.618 |
1.0928 |
|
0.500 |
1.0917 |
|
0.382 |
1.0906 |
|
LOW |
1.0871 |
|
0.618 |
1.0814 |
|
1.000 |
1.0779 |
|
1.618 |
1.0722 |
|
2.618 |
1.0630 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0901 |
| PP |
1.0902 |
1.0891 |
| S1 |
1.0886 |
1.0881 |
|