CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0763 |
1.0792 |
0.0029 |
0.3% |
1.0727 |
| High |
1.0820 |
1.0808 |
-0.0012 |
-0.1% |
1.0741 |
| Low |
1.0747 |
1.0684 |
-0.0063 |
-0.6% |
1.0532 |
| Close |
1.0808 |
1.0698 |
-0.0110 |
-1.0% |
1.0613 |
| Range |
0.0073 |
0.0124 |
0.0051 |
69.9% |
0.0209 |
| ATR |
0.0087 |
0.0089 |
0.0003 |
3.1% |
0.0000 |
| Volume |
30,639 |
47,236 |
16,597 |
54.2% |
165,940 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1024 |
1.0766 |
|
| R3 |
1.0978 |
1.0900 |
1.0732 |
|
| R2 |
1.0854 |
1.0854 |
1.0721 |
|
| R1 |
1.0776 |
1.0776 |
1.0709 |
1.0753 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0719 |
| S1 |
1.0652 |
1.0652 |
1.0687 |
1.0629 |
| S2 |
1.0606 |
1.0606 |
1.0675 |
|
| S3 |
1.0482 |
1.0528 |
1.0664 |
|
| S4 |
1.0358 |
1.0404 |
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 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0094 |
0.9% |
49% |
False |
False |
33,544 |
| 10 |
1.0820 |
1.0532 |
0.0288 |
2.7% |
0.0089 |
0.8% |
58% |
False |
False |
33,760 |
| 20 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0088 |
0.8% |
49% |
False |
False |
32,636 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0092 |
0.9% |
58% |
False |
False |
29,995 |
| 60 |
1.1012 |
1.0463 |
0.0549 |
5.1% |
0.0079 |
0.7% |
43% |
False |
False |
20,052 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0069 |
0.6% |
39% |
False |
False |
15,042 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0058 |
0.5% |
39% |
False |
False |
12,034 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0049 |
0.5% |
39% |
False |
False |
10,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1133 |
|
1.618 |
1.1009 |
|
1.000 |
1.0932 |
|
0.618 |
1.0885 |
|
HIGH |
1.0808 |
|
0.618 |
1.0761 |
|
0.500 |
1.0746 |
|
0.382 |
1.0731 |
|
LOW |
1.0684 |
|
0.618 |
1.0607 |
|
1.000 |
1.0560 |
|
1.618 |
1.0483 |
|
2.618 |
1.0359 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0746 |
1.0741 |
| PP |
1.0730 |
1.0726 |
| S1 |
1.0714 |
1.0712 |
|