CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0727 |
-0.0003 |
0.0% |
1.0791 |
| High |
1.0771 |
1.0784 |
0.0013 |
0.1% |
1.0869 |
| Low |
1.0717 |
1.0703 |
-0.0014 |
-0.1% |
1.0703 |
| Close |
1.0732 |
1.0719 |
-0.0013 |
-0.1% |
1.0719 |
| Range |
0.0054 |
0.0081 |
0.0027 |
50.0% |
0.0166 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
27,639 |
30,669 |
3,030 |
11.0% |
165,969 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0930 |
1.0764 |
|
| R3 |
1.0897 |
1.0849 |
1.0741 |
|
| R2 |
1.0816 |
1.0816 |
1.0734 |
|
| R1 |
1.0768 |
1.0768 |
1.0726 |
1.0752 |
| PP |
1.0735 |
1.0735 |
1.0735 |
1.0727 |
| S1 |
1.0687 |
1.0687 |
1.0712 |
1.0671 |
| S2 |
1.0654 |
1.0654 |
1.0704 |
|
| S3 |
1.0573 |
1.0606 |
1.0697 |
|
| S4 |
1.0492 |
1.0525 |
1.0674 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1156 |
1.0810 |
|
| R3 |
1.1096 |
1.0990 |
1.0765 |
|
| R2 |
1.0930 |
1.0930 |
1.0749 |
|
| R1 |
1.0824 |
1.0824 |
1.0734 |
1.0794 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0749 |
| S1 |
1.0658 |
1.0658 |
1.0704 |
1.0628 |
| S2 |
1.0598 |
1.0598 |
1.0689 |
|
| S3 |
1.0432 |
1.0492 |
1.0673 |
|
| S4 |
1.0266 |
1.0326 |
1.0628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0703 |
0.0166 |
1.5% |
0.0100 |
0.9% |
10% |
False |
True |
33,193 |
| 10 |
1.0869 |
1.0684 |
0.0185 |
1.7% |
0.0081 |
0.8% |
19% |
False |
False |
30,849 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0092 |
0.9% |
62% |
False |
False |
31,161 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0086 |
0.8% |
63% |
False |
False |
22,397 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0070 |
0.7% |
43% |
False |
False |
14,938 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
43% |
False |
False |
11,206 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0050 |
0.5% |
43% |
False |
False |
8,965 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0042 |
0.4% |
43% |
False |
False |
7,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1128 |
|
2.618 |
1.0996 |
|
1.618 |
1.0915 |
|
1.000 |
1.0865 |
|
0.618 |
1.0834 |
|
HIGH |
1.0784 |
|
0.618 |
1.0753 |
|
0.500 |
1.0744 |
|
0.382 |
1.0734 |
|
LOW |
1.0703 |
|
0.618 |
1.0653 |
|
1.000 |
1.0622 |
|
1.618 |
1.0572 |
|
2.618 |
1.0491 |
|
4.250 |
1.0359 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0744 |
1.0786 |
| PP |
1.0735 |
1.0764 |
| S1 |
1.0727 |
1.0741 |
|