CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 26-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0564 |
1.0587 |
0.0023 |
0.2% |
1.0727 |
High |
1.0618 |
1.0642 |
0.0024 |
0.2% |
1.0741 |
Low |
1.0549 |
1.0580 |
0.0031 |
0.3% |
1.0532 |
Close |
1.0583 |
1.0613 |
0.0030 |
0.3% |
1.0613 |
Range |
0.0069 |
0.0062 |
-0.0007 |
-10.1% |
0.0209 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
34,552 |
26,727 |
-7,825 |
-22.6% |
165,940 |
|
Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0798 |
1.0767 |
1.0647 |
|
R3 |
1.0736 |
1.0705 |
1.0630 |
|
R2 |
1.0674 |
1.0674 |
1.0624 |
|
R1 |
1.0643 |
1.0643 |
1.0619 |
1.0659 |
PP |
1.0612 |
1.0612 |
1.0612 |
1.0619 |
S1 |
1.0581 |
1.0581 |
1.0607 |
1.0597 |
S2 |
1.0550 |
1.0550 |
1.0602 |
|
S3 |
1.0488 |
1.0519 |
1.0596 |
|
S4 |
1.0426 |
1.0457 |
1.0579 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1256 |
1.1143 |
1.0728 |
|
R3 |
1.1047 |
1.0934 |
1.0670 |
|
R2 |
1.0838 |
1.0838 |
1.0651 |
|
R1 |
1.0725 |
1.0725 |
1.0632 |
1.0677 |
PP |
1.0629 |
1.0629 |
1.0629 |
1.0605 |
S1 |
1.0516 |
1.0516 |
1.0594 |
1.0468 |
S2 |
1.0420 |
1.0420 |
1.0575 |
|
S3 |
1.0211 |
1.0307 |
1.0556 |
|
S4 |
1.0002 |
1.0098 |
1.0498 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0741 |
1.0532 |
0.0209 |
2.0% |
0.0081 |
0.8% |
39% |
False |
False |
33,188 |
10 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0090 |
0.9% |
24% |
False |
False |
33,190 |
20 |
1.0869 |
1.0505 |
0.0364 |
3.4% |
0.0087 |
0.8% |
30% |
False |
False |
31,656 |
40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0089 |
0.8% |
37% |
False |
False |
26,518 |
60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0073 |
0.7% |
25% |
False |
False |
17,703 |
80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0064 |
0.6% |
25% |
False |
False |
13,280 |
100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0054 |
0.5% |
25% |
False |
False |
10,625 |
120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0045 |
0.4% |
25% |
False |
False |
8,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0906 |
2.618 |
1.0804 |
1.618 |
1.0742 |
1.000 |
1.0704 |
0.618 |
1.0680 |
HIGH |
1.0642 |
0.618 |
1.0618 |
0.500 |
1.0611 |
0.382 |
1.0604 |
LOW |
1.0580 |
0.618 |
1.0542 |
1.000 |
1.0518 |
1.618 |
1.0480 |
2.618 |
1.0418 |
4.250 |
1.0317 |
|
|
Fisher Pivots for day following 26-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0612 |
1.0604 |
PP |
1.0612 |
1.0596 |
S1 |
1.0611 |
1.0587 |
|