CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0666 |
1.0666 |
0.0000 |
0.0% |
1.0565 |
| High |
1.0666 |
1.0741 |
0.0075 |
0.7% |
1.0741 |
| Low |
1.0666 |
1.0652 |
-0.0014 |
-0.1% |
1.0559 |
| Close |
1.0666 |
1.0741 |
0.0075 |
0.7% |
1.0741 |
| Range |
0.0000 |
0.0089 |
0.0089 |
|
0.0182 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.1% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
14 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0949 |
1.0790 |
|
| R3 |
1.0889 |
1.0860 |
1.0765 |
|
| R2 |
1.0800 |
1.0800 |
1.0757 |
|
| R1 |
1.0771 |
1.0771 |
1.0749 |
1.0786 |
| PP |
1.0711 |
1.0711 |
1.0711 |
1.0719 |
| S1 |
1.0682 |
1.0682 |
1.0733 |
1.0697 |
| S2 |
1.0622 |
1.0622 |
1.0725 |
|
| S3 |
1.0533 |
1.0593 |
1.0717 |
|
| S4 |
1.0444 |
1.0504 |
1.0692 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1166 |
1.0841 |
|
| R3 |
1.1044 |
1.0984 |
1.0791 |
|
| R2 |
1.0862 |
1.0862 |
1.0774 |
|
| R1 |
1.0802 |
1.0802 |
1.0758 |
1.0832 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0696 |
| S1 |
1.0620 |
1.0620 |
1.0724 |
1.0650 |
| S2 |
1.0498 |
1.0498 |
1.0708 |
|
| S3 |
1.0316 |
1.0438 |
1.0691 |
|
| S4 |
1.0134 |
1.0256 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0741 |
1.0559 |
0.0182 |
1.7% |
0.0022 |
0.2% |
100% |
True |
False |
2 |
| 10 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0029 |
0.3% |
100% |
False |
False |
5 |
| 20 |
1.0742 |
1.0500 |
0.0242 |
2.3% |
0.0015 |
0.1% |
100% |
False |
False |
2 |
| 40 |
1.0933 |
1.0500 |
0.0433 |
4.0% |
0.0008 |
0.1% |
56% |
False |
False |
2 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
44% |
False |
False |
1 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
44% |
False |
False |
1 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0003 |
0.0% |
44% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1119 |
|
2.618 |
1.0974 |
|
1.618 |
1.0885 |
|
1.000 |
1.0830 |
|
0.618 |
1.0796 |
|
HIGH |
1.0741 |
|
0.618 |
1.0707 |
|
0.500 |
1.0697 |
|
0.382 |
1.0686 |
|
LOW |
1.0652 |
|
0.618 |
1.0597 |
|
1.000 |
1.0563 |
|
1.618 |
1.0508 |
|
2.618 |
1.0419 |
|
4.250 |
1.0274 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0726 |
1.0719 |
| PP |
1.0711 |
1.0697 |
| S1 |
1.0697 |
1.0675 |
|