CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0754 |
0.0024 |
0.2% |
1.0719 |
| High |
1.0785 |
1.0804 |
0.0019 |
0.2% |
1.0804 |
| Low |
1.0714 |
1.0722 |
0.0008 |
0.1% |
1.0684 |
| Close |
1.0755 |
1.0763 |
0.0008 |
0.1% |
1.0763 |
| Range |
0.0071 |
0.0082 |
0.0011 |
15.5% |
0.0120 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
26,177 |
36,024 |
9,847 |
37.6% |
142,522 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0968 |
1.0808 |
|
| R3 |
1.0927 |
1.0886 |
1.0786 |
|
| R2 |
1.0845 |
1.0845 |
1.0778 |
|
| R1 |
1.0804 |
1.0804 |
1.0771 |
1.0825 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0773 |
| S1 |
1.0722 |
1.0722 |
1.0755 |
1.0743 |
| S2 |
1.0681 |
1.0681 |
1.0748 |
|
| S3 |
1.0599 |
1.0640 |
1.0740 |
|
| S4 |
1.0517 |
1.0558 |
1.0718 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1057 |
1.0829 |
|
| R3 |
1.0990 |
1.0937 |
1.0796 |
|
| R2 |
1.0870 |
1.0870 |
1.0785 |
|
| R1 |
1.0817 |
1.0817 |
1.0774 |
1.0844 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0764 |
| S1 |
1.0697 |
1.0697 |
1.0752 |
1.0724 |
| S2 |
1.0630 |
1.0630 |
1.0741 |
|
| S3 |
1.0510 |
1.0577 |
1.0730 |
|
| S4 |
1.0390 |
1.0457 |
1.0697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0804 |
1.0684 |
0.0120 |
1.1% |
0.0062 |
0.6% |
66% |
True |
False |
28,504 |
| 10 |
1.0804 |
1.0505 |
0.0299 |
2.8% |
0.0084 |
0.8% |
86% |
True |
False |
30,122 |
| 20 |
1.0804 |
1.0476 |
0.0328 |
3.0% |
0.0086 |
0.8% |
88% |
True |
False |
32,505 |
| 40 |
1.0903 |
1.0463 |
0.0440 |
4.1% |
0.0081 |
0.8% |
68% |
False |
False |
18,254 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0064 |
0.6% |
50% |
False |
False |
12,173 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0054 |
0.5% |
50% |
False |
False |
9,132 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0046 |
0.4% |
50% |
False |
False |
7,306 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0038 |
0.4% |
50% |
False |
False |
6,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.1019 |
|
1.618 |
1.0937 |
|
1.000 |
1.0886 |
|
0.618 |
1.0855 |
|
HIGH |
1.0804 |
|
0.618 |
1.0773 |
|
0.500 |
1.0763 |
|
0.382 |
1.0753 |
|
LOW |
1.0722 |
|
0.618 |
1.0671 |
|
1.000 |
1.0640 |
|
1.618 |
1.0589 |
|
2.618 |
1.0507 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0763 |
1.0762 |
| PP |
1.0763 |
1.0760 |
| S1 |
1.0763 |
1.0759 |
|