CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0646 |
1.0719 |
0.0073 |
0.7% |
1.0536 |
| High |
1.0746 |
1.0728 |
-0.0018 |
-0.2% |
1.0746 |
| Low |
1.0609 |
1.0689 |
0.0080 |
0.8% |
1.0505 |
| Close |
1.0727 |
1.0696 |
-0.0031 |
-0.3% |
1.0727 |
| Range |
0.0137 |
0.0039 |
-0.0098 |
-71.5% |
0.0241 |
| ATR |
0.0091 |
0.0088 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
37,295 |
26,986 |
-10,309 |
-27.6% |
158,702 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0821 |
1.0798 |
1.0717 |
|
| R3 |
1.0782 |
1.0759 |
1.0707 |
|
| R2 |
1.0743 |
1.0743 |
1.0703 |
|
| R1 |
1.0720 |
1.0720 |
1.0700 |
1.0712 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0701 |
| S1 |
1.0681 |
1.0681 |
1.0692 |
1.0673 |
| S2 |
1.0665 |
1.0665 |
1.0689 |
|
| S3 |
1.0626 |
1.0642 |
1.0685 |
|
| S4 |
1.0587 |
1.0603 |
1.0675 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1296 |
1.0860 |
|
| R3 |
1.1141 |
1.1055 |
1.0793 |
|
| R2 |
1.0900 |
1.0900 |
1.0771 |
|
| R1 |
1.0814 |
1.0814 |
1.0749 |
1.0857 |
| PP |
1.0659 |
1.0659 |
1.0659 |
1.0681 |
| S1 |
1.0573 |
1.0573 |
1.0705 |
1.0616 |
| S2 |
1.0418 |
1.0418 |
1.0683 |
|
| S3 |
1.0177 |
1.0332 |
1.0661 |
|
| S4 |
0.9936 |
1.0091 |
1.0594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0746 |
1.0505 |
0.0241 |
2.3% |
0.0097 |
0.9% |
79% |
False |
False |
34,721 |
| 10 |
1.0746 |
1.0476 |
0.0270 |
2.5% |
0.0098 |
0.9% |
81% |
False |
False |
31,094 |
| 20 |
1.0746 |
1.0463 |
0.0283 |
2.6% |
0.0092 |
0.9% |
82% |
False |
False |
30,091 |
| 40 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0078 |
0.7% |
50% |
False |
False |
15,366 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0065 |
0.6% |
39% |
False |
False |
10,248 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0053 |
0.5% |
39% |
False |
False |
7,688 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0043 |
0.4% |
39% |
False |
False |
6,150 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0036 |
0.3% |
39% |
False |
False |
5,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0894 |
|
2.618 |
1.0830 |
|
1.618 |
1.0791 |
|
1.000 |
1.0767 |
|
0.618 |
1.0752 |
|
HIGH |
1.0728 |
|
0.618 |
1.0713 |
|
0.500 |
1.0709 |
|
0.382 |
1.0704 |
|
LOW |
1.0689 |
|
0.618 |
1.0665 |
|
1.000 |
1.0650 |
|
1.618 |
1.0626 |
|
2.618 |
1.0587 |
|
4.250 |
1.0523 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0673 |
| PP |
1.0704 |
1.0649 |
| S1 |
1.0700 |
1.0626 |
|