CME Swiss Franc Future December 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 |
1.0775 |
1.0720 |
-0.0055 |
-0.5% |
1.0839 |
| High |
1.0810 |
1.0727 |
-0.0083 |
-0.8% |
1.0903 |
| Low |
1.0740 |
1.0699 |
-0.0041 |
-0.4% |
1.0699 |
| Close |
1.0800 |
1.0727 |
-0.0073 |
-0.7% |
1.0727 |
| Range |
0.0070 |
0.0028 |
-0.0042 |
-60.0% |
0.0204 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.9% |
0.0000 |
| Volume |
3 |
27 |
24 |
800.0% |
39 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0792 |
1.0742 |
|
| R3 |
1.0774 |
1.0764 |
1.0735 |
|
| R2 |
1.0746 |
1.0746 |
1.0732 |
|
| R1 |
1.0736 |
1.0736 |
1.0730 |
1.0741 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0720 |
| S1 |
1.0708 |
1.0708 |
1.0724 |
1.0713 |
| S2 |
1.0690 |
1.0690 |
1.0722 |
|
| S3 |
1.0662 |
1.0680 |
1.0719 |
|
| S4 |
1.0634 |
1.0652 |
1.0712 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1262 |
1.0839 |
|
| R3 |
1.1184 |
1.1058 |
1.0783 |
|
| R2 |
1.0980 |
1.0980 |
1.0764 |
|
| R1 |
1.0854 |
1.0854 |
1.0746 |
1.0815 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0757 |
| S1 |
1.0650 |
1.0650 |
1.0708 |
1.0611 |
| S2 |
1.0572 |
1.0572 |
1.0690 |
|
| S3 |
1.0368 |
1.0446 |
1.0671 |
|
| S4 |
1.0164 |
1.0242 |
1.0615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0846 |
|
2.618 |
1.0800 |
|
1.618 |
1.0772 |
|
1.000 |
1.0755 |
|
0.618 |
1.0744 |
|
HIGH |
1.0727 |
|
0.618 |
1.0716 |
|
0.500 |
1.0713 |
|
0.382 |
1.0710 |
|
LOW |
1.0699 |
|
0.618 |
1.0682 |
|
1.000 |
1.0671 |
|
1.618 |
1.0654 |
|
2.618 |
1.0626 |
|
4.250 |
1.0580 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0801 |
| PP |
1.0718 |
1.0776 |
| S1 |
1.0713 |
1.0752 |
|