CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0822 |
-0.0141 |
-1.3% |
1.0744 |
| High |
1.0963 |
1.0865 |
-0.0098 |
-0.9% |
1.0963 |
| Low |
1.0871 |
1.0822 |
-0.0049 |
-0.5% |
1.0744 |
| Close |
1.0871 |
1.0865 |
-0.0006 |
-0.1% |
1.0865 |
| Range |
0.0092 |
0.0043 |
-0.0049 |
-53.3% |
0.0219 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0965 |
1.0889 |
|
| R3 |
1.0937 |
1.0922 |
1.0877 |
|
| R2 |
1.0894 |
1.0894 |
1.0873 |
|
| R1 |
1.0879 |
1.0879 |
1.0869 |
1.0887 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0854 |
| S1 |
1.0836 |
1.0836 |
1.0861 |
1.0844 |
| S2 |
1.0808 |
1.0808 |
1.0857 |
|
| S3 |
1.0765 |
1.0793 |
1.0853 |
|
| S4 |
1.0722 |
1.0750 |
1.0841 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1514 |
1.1409 |
1.0985 |
|
| R3 |
1.1295 |
1.1190 |
1.0925 |
|
| R2 |
1.1076 |
1.1076 |
1.0905 |
|
| R1 |
1.0971 |
1.0971 |
1.0885 |
1.1024 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0884 |
| S1 |
1.0752 |
1.0752 |
1.0845 |
1.0805 |
| S2 |
1.0638 |
1.0638 |
1.0825 |
|
| S3 |
1.0419 |
1.0533 |
1.0805 |
|
| S4 |
1.0200 |
1.0314 |
1.0745 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0978 |
|
1.618 |
1.0935 |
|
1.000 |
1.0908 |
|
0.618 |
1.0892 |
|
HIGH |
1.0865 |
|
0.618 |
1.0849 |
|
0.500 |
1.0844 |
|
0.382 |
1.0838 |
|
LOW |
1.0822 |
|
0.618 |
1.0795 |
|
1.000 |
1.0779 |
|
1.618 |
1.0752 |
|
2.618 |
1.0709 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0858 |
1.0893 |
| PP |
1.0851 |
1.0883 |
| S1 |
1.0844 |
1.0874 |
|