CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0685 |
-0.0035 |
-0.3% |
1.0839 |
| High |
1.0727 |
1.0750 |
0.0023 |
0.2% |
1.0903 |
| Low |
1.0699 |
1.0685 |
-0.0014 |
-0.1% |
1.0699 |
| Close |
1.0727 |
1.0742 |
0.0015 |
0.1% |
1.0727 |
| Range |
0.0028 |
0.0065 |
0.0037 |
132.1% |
0.0204 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
27 |
3 |
-24 |
-88.9% |
39 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0896 |
1.0778 |
|
| R3 |
1.0856 |
1.0831 |
1.0760 |
|
| R2 |
1.0791 |
1.0791 |
1.0754 |
|
| R1 |
1.0766 |
1.0766 |
1.0748 |
1.0779 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0732 |
| S1 |
1.0701 |
1.0701 |
1.0736 |
1.0714 |
| S2 |
1.0661 |
1.0661 |
1.0730 |
|
| S3 |
1.0596 |
1.0636 |
1.0724 |
|
| S4 |
1.0531 |
1.0571 |
1.0706 |
|
|
| 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 |
1.1026 |
|
2.618 |
1.0920 |
|
1.618 |
1.0855 |
|
1.000 |
1.0815 |
|
0.618 |
1.0790 |
|
HIGH |
1.0750 |
|
0.618 |
1.0725 |
|
0.500 |
1.0718 |
|
0.382 |
1.0710 |
|
LOW |
1.0685 |
|
0.618 |
1.0645 |
|
1.000 |
1.0620 |
|
1.618 |
1.0580 |
|
2.618 |
1.0515 |
|
4.250 |
1.0409 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0748 |
| PP |
1.0726 |
1.0746 |
| S1 |
1.0718 |
1.0744 |
|