CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0589 |
0.0039 |
0.4% |
1.0631 |
| High |
1.0600 |
1.0667 |
0.0067 |
0.6% |
1.0738 |
| Low |
1.0512 |
1.0505 |
-0.0007 |
-0.1% |
1.0476 |
| Close |
1.0593 |
1.0651 |
0.0058 |
0.5% |
1.0546 |
| Range |
0.0088 |
0.0162 |
0.0074 |
84.1% |
0.0262 |
| ATR |
0.0082 |
0.0088 |
0.0006 |
6.9% |
0.0000 |
| Volume |
30,193 |
52,782 |
22,589 |
74.8% |
125,260 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1034 |
1.0740 |
|
| R3 |
1.0932 |
1.0872 |
1.0696 |
|
| R2 |
1.0770 |
1.0770 |
1.0681 |
|
| R1 |
1.0710 |
1.0710 |
1.0666 |
1.0740 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0623 |
| S1 |
1.0548 |
1.0548 |
1.0636 |
1.0578 |
| S2 |
1.0446 |
1.0446 |
1.0621 |
|
| S3 |
1.0284 |
1.0386 |
1.0606 |
|
| S4 |
1.0122 |
1.0224 |
1.0562 |
|
|
| 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 |
1.0667 |
1.0483 |
0.0184 |
1.7% |
0.0096 |
0.9% |
91% |
True |
False |
30,030 |
| 10 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0094 |
0.9% |
67% |
False |
False |
30,453 |
| 20 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0096 |
0.9% |
68% |
False |
False |
27,354 |
| 40 |
1.1012 |
1.0463 |
0.0549 |
5.2% |
0.0074 |
0.7% |
34% |
False |
False |
13,760 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0062 |
0.6% |
31% |
False |
False |
9,177 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0051 |
0.5% |
31% |
False |
False |
6,884 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0041 |
0.4% |
31% |
False |
False |
5,507 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0034 |
0.3% |
31% |
False |
False |
4,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.1091 |
|
1.618 |
1.0929 |
|
1.000 |
1.0829 |
|
0.618 |
1.0767 |
|
HIGH |
1.0667 |
|
0.618 |
1.0605 |
|
0.500 |
1.0586 |
|
0.382 |
1.0567 |
|
LOW |
1.0505 |
|
0.618 |
1.0405 |
|
1.000 |
1.0343 |
|
1.618 |
1.0243 |
|
2.618 |
1.0081 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0629 |
1.0629 |
| PP |
1.0608 |
1.0608 |
| S1 |
1.0586 |
1.0586 |
|