CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0536 |
1.0573 |
0.0037 |
0.4% |
1.0631 |
| High |
1.0585 |
1.0598 |
0.0013 |
0.1% |
1.0738 |
| Low |
1.0506 |
1.0538 |
0.0032 |
0.3% |
1.0476 |
| Close |
1.0570 |
1.0544 |
-0.0026 |
-0.2% |
1.0546 |
| Range |
0.0079 |
0.0060 |
-0.0019 |
-24.1% |
0.0262 |
| ATR |
0.0083 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
12,079 |
26,353 |
14,274 |
118.2% |
125,260 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0702 |
1.0577 |
|
| R3 |
1.0680 |
1.0642 |
1.0561 |
|
| R2 |
1.0620 |
1.0620 |
1.0555 |
|
| R1 |
1.0582 |
1.0582 |
1.0550 |
1.0571 |
| PP |
1.0560 |
1.0560 |
1.0560 |
1.0555 |
| S1 |
1.0522 |
1.0522 |
1.0539 |
1.0511 |
| S2 |
1.0500 |
1.0500 |
1.0533 |
|
| S3 |
1.0440 |
1.0462 |
1.0528 |
|
| S4 |
1.0380 |
1.0402 |
1.0511 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1221 |
1.0690 |
|
| R3 |
1.1111 |
1.0959 |
1.0618 |
|
| R2 |
1.0849 |
1.0849 |
1.0594 |
|
| R1 |
1.0697 |
1.0697 |
1.0570 |
1.0642 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0559 |
| S1 |
1.0435 |
1.0435 |
1.0522 |
1.0380 |
| S2 |
1.0325 |
1.0325 |
1.0498 |
|
| S3 |
1.0063 |
1.0173 |
1.0474 |
|
| S4 |
0.9801 |
0.9911 |
1.0402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0598 |
1.0476 |
0.0122 |
1.2% |
0.0071 |
0.7% |
56% |
True |
False |
24,632 |
| 10 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0084 |
0.8% |
26% |
False |
False |
29,212 |
| 20 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0090 |
0.9% |
29% |
False |
False |
23,271 |
| 40 |
1.1033 |
1.0463 |
0.0570 |
5.4% |
0.0069 |
0.7% |
14% |
False |
False |
11,687 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0059 |
0.6% |
14% |
False |
False |
7,794 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0048 |
0.5% |
14% |
False |
False |
5,847 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0039 |
0.4% |
14% |
False |
False |
4,678 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0032 |
0.3% |
14% |
False |
False |
3,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0755 |
|
1.618 |
1.0695 |
|
1.000 |
1.0658 |
|
0.618 |
1.0635 |
|
HIGH |
1.0598 |
|
0.618 |
1.0575 |
|
0.500 |
1.0568 |
|
0.382 |
1.0561 |
|
LOW |
1.0538 |
|
0.618 |
1.0501 |
|
1.000 |
1.0478 |
|
1.618 |
1.0441 |
|
2.618 |
1.0381 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0568 |
1.0543 |
| PP |
1.0560 |
1.0542 |
| S1 |
1.0552 |
1.0541 |
|