CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0727 |
1.0708 |
-0.0019 |
-0.2% |
1.0791 |
| High |
1.0741 |
1.0727 |
-0.0014 |
-0.1% |
1.0869 |
| Low |
1.0677 |
1.0580 |
-0.0097 |
-0.9% |
1.0703 |
| Close |
1.0705 |
1.0590 |
-0.0115 |
-1.1% |
1.0719 |
| Range |
0.0064 |
0.0147 |
0.0083 |
129.7% |
0.0166 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
5.1% |
0.0000 |
| Volume |
21,579 |
39,394 |
17,815 |
82.6% |
165,969 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.0979 |
1.0671 |
|
| R3 |
1.0926 |
1.0832 |
1.0630 |
|
| R2 |
1.0779 |
1.0779 |
1.0617 |
|
| R1 |
1.0685 |
1.0685 |
1.0603 |
1.0659 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0619 |
| S1 |
1.0538 |
1.0538 |
1.0577 |
1.0512 |
| S2 |
1.0485 |
1.0485 |
1.0563 |
|
| S3 |
1.0338 |
1.0391 |
1.0550 |
|
| S4 |
1.0191 |
1.0244 |
1.0509 |
|
|
| 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 |
1.0580 |
0.0289 |
2.7% |
0.0100 |
0.9% |
3% |
False |
True |
32,061 |
| 10 |
1.0869 |
1.0580 |
0.0289 |
2.7% |
0.0091 |
0.9% |
3% |
False |
True |
31,473 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0088 |
0.8% |
29% |
False |
False |
30,644 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0088 |
0.8% |
31% |
False |
False |
23,920 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0072 |
0.7% |
21% |
False |
False |
15,954 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0062 |
0.6% |
21% |
False |
False |
11,968 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0052 |
0.5% |
21% |
False |
False |
9,575 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0044 |
0.4% |
21% |
False |
False |
7,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1112 |
|
1.618 |
1.0965 |
|
1.000 |
1.0874 |
|
0.618 |
1.0818 |
|
HIGH |
1.0727 |
|
0.618 |
1.0671 |
|
0.500 |
1.0654 |
|
0.382 |
1.0636 |
|
LOW |
1.0580 |
|
0.618 |
1.0489 |
|
1.000 |
1.0433 |
|
1.618 |
1.0342 |
|
2.618 |
1.0195 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0682 |
| PP |
1.0632 |
1.0651 |
| S1 |
1.0611 |
1.0621 |
|