CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0701 |
-0.0018 |
-0.2% |
1.0536 |
| High |
1.0728 |
1.0752 |
0.0024 |
0.2% |
1.0746 |
| Low |
1.0689 |
1.0684 |
-0.0005 |
0.0% |
1.0505 |
| Close |
1.0696 |
1.0744 |
0.0048 |
0.4% |
1.0727 |
| Range |
0.0039 |
0.0068 |
0.0029 |
74.4% |
0.0241 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
26,986 |
27,743 |
757 |
2.8% |
158,702 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0905 |
1.0781 |
|
| R3 |
1.0863 |
1.0837 |
1.0763 |
|
| R2 |
1.0795 |
1.0795 |
1.0756 |
|
| R1 |
1.0769 |
1.0769 |
1.0750 |
1.0782 |
| PP |
1.0727 |
1.0727 |
1.0727 |
1.0733 |
| S1 |
1.0701 |
1.0701 |
1.0738 |
1.0714 |
| S2 |
1.0659 |
1.0659 |
1.0732 |
|
| S3 |
1.0591 |
1.0633 |
1.0725 |
|
| S4 |
1.0523 |
1.0565 |
1.0707 |
|
|
| 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 |
1.0752 |
1.0505 |
0.0247 |
2.3% |
0.0099 |
0.9% |
97% |
True |
False |
34,999 |
| 10 |
1.0752 |
1.0476 |
0.0276 |
2.6% |
0.0085 |
0.8% |
97% |
True |
False |
29,815 |
| 20 |
1.0752 |
1.0463 |
0.0289 |
2.7% |
0.0092 |
0.9% |
97% |
True |
False |
31,174 |
| 40 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0080 |
0.7% |
60% |
False |
False |
16,060 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0064 |
0.6% |
47% |
False |
False |
10,711 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0054 |
0.5% |
47% |
False |
False |
8,034 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0044 |
0.4% |
47% |
False |
False |
6,428 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0036 |
0.3% |
47% |
False |
False |
5,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0930 |
|
1.618 |
1.0862 |
|
1.000 |
1.0820 |
|
0.618 |
1.0794 |
|
HIGH |
1.0752 |
|
0.618 |
1.0726 |
|
0.500 |
1.0718 |
|
0.382 |
1.0710 |
|
LOW |
1.0684 |
|
0.618 |
1.0642 |
|
1.000 |
1.0616 |
|
1.618 |
1.0574 |
|
2.618 |
1.0506 |
|
4.250 |
1.0395 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0723 |
| PP |
1.0727 |
1.0702 |
| S1 |
1.0718 |
1.0681 |
|