CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0747 |
-0.0044 |
-0.4% |
1.0719 |
| High |
1.0797 |
1.0867 |
0.0070 |
0.6% |
1.0804 |
| Low |
1.0727 |
1.0728 |
0.0001 |
0.0% |
1.0684 |
| Close |
1.0735 |
1.0861 |
0.0126 |
1.2% |
1.0763 |
| Range |
0.0070 |
0.0139 |
0.0069 |
98.6% |
0.0120 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.0% |
0.0000 |
| Volume |
31,235 |
35,401 |
4,166 |
13.3% |
142,522 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1187 |
1.0937 |
|
| R3 |
1.1097 |
1.1048 |
1.0899 |
|
| R2 |
1.0958 |
1.0958 |
1.0886 |
|
| R1 |
1.0909 |
1.0909 |
1.0874 |
1.0934 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0831 |
| S1 |
1.0770 |
1.0770 |
1.0848 |
1.0795 |
| S2 |
1.0680 |
1.0680 |
1.0836 |
|
| S3 |
1.0541 |
1.0631 |
1.0823 |
|
| S4 |
1.0402 |
1.0492 |
1.0785 |
|
|
| 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 |
1.0867 |
1.0714 |
0.0153 |
1.4% |
0.0082 |
0.8% |
96% |
True |
False |
30,885 |
| 10 |
1.0867 |
1.0505 |
0.0362 |
3.3% |
0.0091 |
0.8% |
98% |
True |
False |
32,942 |
| 20 |
1.0867 |
1.0476 |
0.0391 |
3.6% |
0.0087 |
0.8% |
98% |
True |
False |
31,077 |
| 40 |
1.0903 |
1.0463 |
0.0440 |
4.1% |
0.0084 |
0.8% |
90% |
False |
False |
19,920 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0067 |
0.6% |
67% |
False |
False |
13,283 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0057 |
0.5% |
67% |
False |
False |
9,965 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0048 |
0.4% |
67% |
False |
False |
7,972 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0040 |
0.4% |
67% |
False |
False |
6,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1458 |
|
2.618 |
1.1231 |
|
1.618 |
1.1092 |
|
1.000 |
1.1006 |
|
0.618 |
1.0953 |
|
HIGH |
1.0867 |
|
0.618 |
1.0814 |
|
0.500 |
1.0798 |
|
0.382 |
1.0781 |
|
LOW |
1.0728 |
|
0.618 |
1.0642 |
|
1.000 |
1.0589 |
|
1.618 |
1.0503 |
|
2.618 |
1.0364 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0839 |
| PP |
1.0819 |
1.0817 |
| S1 |
1.0798 |
1.0795 |
|