CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0580 |
-0.0128 |
-1.2% |
1.0791 |
| High |
1.0727 |
1.0594 |
-0.0133 |
-1.2% |
1.0869 |
| Low |
1.0580 |
1.0532 |
-0.0048 |
-0.5% |
1.0703 |
| Close |
1.0590 |
1.0569 |
-0.0021 |
-0.2% |
1.0719 |
| Range |
0.0147 |
0.0062 |
-0.0085 |
-57.8% |
0.0166 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
39,394 |
43,688 |
4,294 |
10.9% |
165,969 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0722 |
1.0603 |
|
| R3 |
1.0689 |
1.0660 |
1.0586 |
|
| R2 |
1.0627 |
1.0627 |
1.0580 |
|
| R1 |
1.0598 |
1.0598 |
1.0575 |
1.0582 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0557 |
| S1 |
1.0536 |
1.0536 |
1.0563 |
1.0520 |
| S2 |
1.0503 |
1.0503 |
1.0558 |
|
| S3 |
1.0441 |
1.0474 |
1.0552 |
|
| S4 |
1.0379 |
1.0412 |
1.0535 |
|
|
| 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 |
1.0784 |
1.0532 |
0.0252 |
2.4% |
0.0082 |
0.8% |
15% |
False |
True |
32,593 |
| 10 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0093 |
0.9% |
11% |
False |
True |
33,283 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0089 |
0.8% |
24% |
False |
False |
31,480 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0089 |
0.8% |
26% |
False |
False |
25,010 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0072 |
0.7% |
18% |
False |
False |
16,682 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0063 |
0.6% |
18% |
False |
False |
12,514 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0053 |
0.5% |
18% |
False |
False |
10,012 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0044 |
0.4% |
18% |
False |
False |
8,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0756 |
|
1.618 |
1.0694 |
|
1.000 |
1.0656 |
|
0.618 |
1.0632 |
|
HIGH |
1.0594 |
|
0.618 |
1.0570 |
|
0.500 |
1.0563 |
|
0.382 |
1.0556 |
|
LOW |
1.0532 |
|
0.618 |
1.0494 |
|
1.000 |
1.0470 |
|
1.618 |
1.0432 |
|
2.618 |
1.0370 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0637 |
| PP |
1.0565 |
1.0614 |
| S1 |
1.0563 |
1.0592 |
|