CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0730 |
-0.0116 |
-1.1% |
1.0719 |
| High |
1.0869 |
1.0771 |
-0.0098 |
-0.9% |
1.0804 |
| Low |
1.0714 |
1.0717 |
0.0003 |
0.0% |
1.0684 |
| Close |
1.0717 |
1.0732 |
0.0015 |
0.1% |
1.0763 |
| Range |
0.0155 |
0.0054 |
-0.0101 |
-65.2% |
0.0120 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
41,025 |
27,639 |
-13,386 |
-32.6% |
142,522 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0871 |
1.0762 |
|
| R3 |
1.0848 |
1.0817 |
1.0747 |
|
| R2 |
1.0794 |
1.0794 |
1.0742 |
|
| R1 |
1.0763 |
1.0763 |
1.0737 |
1.0779 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0748 |
| S1 |
1.0709 |
1.0709 |
1.0727 |
1.0725 |
| S2 |
1.0686 |
1.0686 |
1.0722 |
|
| S3 |
1.0632 |
1.0655 |
1.0717 |
|
| S4 |
1.0578 |
1.0601 |
1.0702 |
|
|
| 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 |
1.0869 |
1.0714 |
0.0155 |
1.4% |
0.0100 |
0.9% |
12% |
False |
False |
34,264 |
| 10 |
1.0869 |
1.0609 |
0.0260 |
2.4% |
0.0086 |
0.8% |
47% |
False |
False |
31,511 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0090 |
0.8% |
65% |
False |
False |
30,982 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0085 |
0.8% |
66% |
False |
False |
21,633 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0069 |
0.6% |
45% |
False |
False |
14,428 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0059 |
0.5% |
45% |
False |
False |
10,822 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0050 |
0.5% |
45% |
False |
False |
8,659 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0041 |
0.4% |
45% |
False |
False |
7,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0912 |
|
1.618 |
1.0858 |
|
1.000 |
1.0825 |
|
0.618 |
1.0804 |
|
HIGH |
1.0771 |
|
0.618 |
1.0750 |
|
0.500 |
1.0744 |
|
0.382 |
1.0738 |
|
LOW |
1.0717 |
|
0.618 |
1.0684 |
|
1.000 |
1.0663 |
|
1.618 |
1.0630 |
|
2.618 |
1.0576 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0792 |
| PP |
1.0740 |
1.0772 |
| S1 |
1.0736 |
1.0752 |
|