CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0580 |
1.0564 |
-0.0016 |
-0.2% |
1.0791 |
| High |
1.0594 |
1.0618 |
0.0024 |
0.2% |
1.0869 |
| Low |
1.0532 |
1.0549 |
0.0017 |
0.2% |
1.0703 |
| Close |
1.0569 |
1.0583 |
0.0014 |
0.1% |
1.0719 |
| Range |
0.0062 |
0.0069 |
0.0007 |
11.3% |
0.0166 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
43,688 |
34,552 |
-9,136 |
-20.9% |
165,969 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0790 |
1.0756 |
1.0621 |
|
| R3 |
1.0721 |
1.0687 |
1.0602 |
|
| R2 |
1.0652 |
1.0652 |
1.0596 |
|
| R1 |
1.0618 |
1.0618 |
1.0589 |
1.0635 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0592 |
| S1 |
1.0549 |
1.0549 |
1.0577 |
1.0566 |
| S2 |
1.0514 |
1.0514 |
1.0570 |
|
| S3 |
1.0445 |
1.0480 |
1.0564 |
|
| S4 |
1.0376 |
1.0411 |
1.0545 |
|
|
| 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% |
0.0085 |
0.8% |
20% |
False |
False |
33,976 |
| 10 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0092 |
0.9% |
15% |
False |
False |
34,120 |
| 20 |
1.0869 |
1.0483 |
0.0386 |
3.6% |
0.0088 |
0.8% |
26% |
False |
False |
31,757 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0089 |
0.8% |
30% |
False |
False |
25,872 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0074 |
0.7% |
20% |
False |
False |
17,258 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0063 |
0.6% |
20% |
False |
False |
12,945 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0054 |
0.5% |
20% |
False |
False |
10,357 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.7% |
0.0045 |
0.4% |
20% |
False |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0799 |
|
1.618 |
1.0730 |
|
1.000 |
1.0687 |
|
0.618 |
1.0661 |
|
HIGH |
1.0618 |
|
0.618 |
1.0592 |
|
0.500 |
1.0584 |
|
0.382 |
1.0575 |
|
LOW |
1.0549 |
|
0.618 |
1.0506 |
|
1.000 |
1.0480 |
|
1.618 |
1.0437 |
|
2.618 |
1.0368 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0630 |
| PP |
1.0583 |
1.0614 |
| S1 |
1.0583 |
1.0599 |
|