CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0677 |
1.0763 |
0.0086 |
0.8% |
1.0727 |
| High |
1.0783 |
1.0820 |
0.0037 |
0.3% |
1.0741 |
| Low |
1.0661 |
1.0747 |
0.0086 |
0.8% |
1.0532 |
| Close |
1.0765 |
1.0808 |
0.0043 |
0.4% |
1.0613 |
| Range |
0.0122 |
0.0073 |
-0.0049 |
-40.2% |
0.0209 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
37,386 |
30,639 |
-6,747 |
-18.0% |
165,940 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0982 |
1.0848 |
|
| R3 |
1.0938 |
1.0909 |
1.0828 |
|
| R2 |
1.0865 |
1.0865 |
1.0821 |
|
| R1 |
1.0836 |
1.0836 |
1.0815 |
1.0851 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0799 |
| S1 |
1.0763 |
1.0763 |
1.0801 |
1.0778 |
| S2 |
1.0719 |
1.0719 |
1.0795 |
|
| S3 |
1.0646 |
1.0690 |
1.0788 |
|
| S4 |
1.0573 |
1.0617 |
1.0768 |
|
|
| 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 |
1.0820 |
1.0549 |
0.0271 |
2.5% |
0.0083 |
0.8% |
96% |
True |
False |
31,007 |
| 10 |
1.0820 |
1.0532 |
0.0288 |
2.7% |
0.0082 |
0.8% |
96% |
True |
False |
31,800 |
| 20 |
1.0869 |
1.0505 |
0.0364 |
3.4% |
0.0090 |
0.8% |
83% |
False |
False |
32,913 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0091 |
0.8% |
85% |
False |
False |
28,832 |
| 60 |
1.1029 |
1.0463 |
0.0566 |
5.2% |
0.0077 |
0.7% |
61% |
False |
False |
19,265 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0067 |
0.6% |
58% |
False |
False |
14,451 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0057 |
0.5% |
58% |
False |
False |
11,562 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.5% |
0.0048 |
0.4% |
58% |
False |
False |
9,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.1011 |
|
1.618 |
1.0938 |
|
1.000 |
1.0893 |
|
0.618 |
1.0865 |
|
HIGH |
1.0820 |
|
0.618 |
1.0792 |
|
0.500 |
1.0784 |
|
0.382 |
1.0775 |
|
LOW |
1.0747 |
|
0.618 |
1.0702 |
|
1.000 |
1.0674 |
|
1.618 |
1.0629 |
|
2.618 |
1.0556 |
|
4.250 |
1.0437 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0777 |
| PP |
1.0792 |
1.0745 |
| S1 |
1.0784 |
1.0714 |
|