CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0677 |
0.0051 |
0.5% |
1.0727 |
| High |
1.0694 |
1.0783 |
0.0089 |
0.8% |
1.0741 |
| Low |
1.0607 |
1.0661 |
0.0054 |
0.5% |
1.0532 |
| Close |
1.0678 |
1.0765 |
0.0087 |
0.8% |
1.0613 |
| Range |
0.0087 |
0.0122 |
0.0035 |
40.2% |
0.0209 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.1% |
0.0000 |
| Volume |
25,734 |
37,386 |
11,652 |
45.3% |
165,940 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1056 |
1.0832 |
|
| R3 |
1.0980 |
1.0934 |
1.0799 |
|
| R2 |
1.0858 |
1.0858 |
1.0787 |
|
| R1 |
1.0812 |
1.0812 |
1.0776 |
1.0835 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0748 |
| S1 |
1.0690 |
1.0690 |
1.0754 |
1.0713 |
| S2 |
1.0614 |
1.0614 |
1.0743 |
|
| S3 |
1.0492 |
1.0568 |
1.0731 |
|
| S4 |
1.0370 |
1.0446 |
1.0698 |
|
|
| 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 |
1.0783 |
1.0532 |
0.0251 |
2.3% |
0.0080 |
0.7% |
93% |
True |
False |
33,617 |
| 10 |
1.0869 |
1.0532 |
0.0337 |
3.1% |
0.0090 |
0.8% |
69% |
False |
False |
32,839 |
| 20 |
1.0869 |
1.0505 |
0.0364 |
3.4% |
0.0090 |
0.8% |
71% |
False |
False |
32,891 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0090 |
0.8% |
74% |
False |
False |
28,081 |
| 60 |
1.1033 |
1.0463 |
0.0570 |
5.3% |
0.0076 |
0.7% |
53% |
False |
False |
18,755 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0067 |
0.6% |
51% |
False |
False |
14,068 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0056 |
0.5% |
51% |
False |
False |
11,256 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0047 |
0.4% |
51% |
False |
False |
9,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1102 |
|
1.618 |
1.0980 |
|
1.000 |
1.0905 |
|
0.618 |
1.0858 |
|
HIGH |
1.0783 |
|
0.618 |
1.0736 |
|
0.500 |
1.0722 |
|
0.382 |
1.0708 |
|
LOW |
1.0661 |
|
0.618 |
1.0586 |
|
1.000 |
1.0539 |
|
1.618 |
1.0464 |
|
2.618 |
1.0342 |
|
4.250 |
1.0143 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0737 |
| PP |
1.0736 |
1.0709 |
| S1 |
1.0722 |
1.0682 |
|