CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0754 |
1.0791 |
0.0037 |
0.3% |
1.0719 |
| High |
1.0804 |
1.0797 |
-0.0007 |
-0.1% |
1.0804 |
| Low |
1.0722 |
1.0727 |
0.0005 |
0.0% |
1.0684 |
| Close |
1.0763 |
1.0735 |
-0.0028 |
-0.3% |
1.0763 |
| Range |
0.0082 |
0.0070 |
-0.0012 |
-14.6% |
0.0120 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
36,024 |
31,235 |
-4,789 |
-13.3% |
142,522 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0919 |
1.0774 |
|
| R3 |
1.0893 |
1.0849 |
1.0754 |
|
| R2 |
1.0823 |
1.0823 |
1.0748 |
|
| R1 |
1.0779 |
1.0779 |
1.0741 |
1.0766 |
| PP |
1.0753 |
1.0753 |
1.0753 |
1.0747 |
| S1 |
1.0709 |
1.0709 |
1.0729 |
1.0696 |
| S2 |
1.0683 |
1.0683 |
1.0722 |
|
| S3 |
1.0613 |
1.0639 |
1.0716 |
|
| S4 |
1.0543 |
1.0569 |
1.0697 |
|
|
| 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% |
0.0068 |
0.6% |
43% |
False |
False |
29,354 |
| 10 |
1.0804 |
1.0505 |
0.0299 |
2.8% |
0.0083 |
0.8% |
77% |
False |
False |
32,038 |
| 20 |
1.0804 |
1.0476 |
0.0328 |
3.1% |
0.0084 |
0.8% |
79% |
False |
False |
31,364 |
| 40 |
1.0903 |
1.0463 |
0.0440 |
4.1% |
0.0081 |
0.8% |
62% |
False |
False |
19,035 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0065 |
0.6% |
45% |
False |
False |
12,693 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0055 |
0.5% |
45% |
False |
False |
9,522 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0046 |
0.4% |
45% |
False |
False |
7,618 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0039 |
0.4% |
45% |
False |
False |
6,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.0980 |
|
1.618 |
1.0910 |
|
1.000 |
1.0867 |
|
0.618 |
1.0840 |
|
HIGH |
1.0797 |
|
0.618 |
1.0770 |
|
0.500 |
1.0762 |
|
0.382 |
1.0754 |
|
LOW |
1.0727 |
|
0.618 |
1.0684 |
|
1.000 |
1.0657 |
|
1.618 |
1.0614 |
|
2.618 |
1.0544 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0759 |
| PP |
1.0753 |
1.0751 |
| S1 |
1.0744 |
1.0743 |
|