CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0626 |
0.0039 |
0.4% |
1.0727 |
| High |
1.0642 |
1.0694 |
0.0052 |
0.5% |
1.0741 |
| Low |
1.0580 |
1.0607 |
0.0027 |
0.3% |
1.0532 |
| Close |
1.0613 |
1.0678 |
0.0065 |
0.6% |
1.0613 |
| Range |
0.0062 |
0.0087 |
0.0025 |
40.3% |
0.0209 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.2% |
0.0000 |
| Volume |
26,727 |
25,734 |
-993 |
-3.7% |
165,940 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0921 |
1.0886 |
1.0726 |
|
| R3 |
1.0834 |
1.0799 |
1.0702 |
|
| R2 |
1.0747 |
1.0747 |
1.0694 |
|
| R1 |
1.0712 |
1.0712 |
1.0686 |
1.0730 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0668 |
| S1 |
1.0625 |
1.0625 |
1.0670 |
1.0643 |
| S2 |
1.0573 |
1.0573 |
1.0662 |
|
| S3 |
1.0486 |
1.0538 |
1.0654 |
|
| S4 |
1.0399 |
1.0451 |
1.0630 |
|
|
| 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 |
1.0727 |
1.0532 |
0.0195 |
1.8% |
0.0085 |
0.8% |
75% |
False |
False |
34,019 |
| 10 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0092 |
0.9% |
43% |
False |
False |
32,640 |
| 20 |
1.0869 |
1.0505 |
0.0364 |
3.4% |
0.0087 |
0.8% |
48% |
False |
False |
32,339 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0088 |
0.8% |
53% |
False |
False |
27,150 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0075 |
0.7% |
36% |
False |
False |
18,132 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0065 |
0.6% |
36% |
False |
False |
13,601 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0055 |
0.5% |
36% |
False |
False |
10,882 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0046 |
0.4% |
36% |
False |
False |
9,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1064 |
|
2.618 |
1.0922 |
|
1.618 |
1.0835 |
|
1.000 |
1.0781 |
|
0.618 |
1.0748 |
|
HIGH |
1.0694 |
|
0.618 |
1.0661 |
|
0.500 |
1.0651 |
|
0.382 |
1.0640 |
|
LOW |
1.0607 |
|
0.618 |
1.0553 |
|
1.000 |
1.0520 |
|
1.618 |
1.0466 |
|
2.618 |
1.0379 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0669 |
1.0659 |
| PP |
1.0660 |
1.0640 |
| S1 |
1.0651 |
1.0622 |
|