CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0700 |
-0.0092 |
-0.9% |
1.0626 |
| High |
1.0808 |
1.0755 |
-0.0053 |
-0.5% |
1.0820 |
| Low |
1.0684 |
1.0643 |
-0.0041 |
-0.4% |
1.0607 |
| Close |
1.0698 |
1.0690 |
-0.0008 |
-0.1% |
1.0690 |
| Range |
0.0124 |
0.0112 |
-0.0012 |
-9.7% |
0.0213 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
1.8% |
0.0000 |
| Volume |
47,236 |
46,947 |
-289 |
-0.6% |
187,942 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0973 |
1.0752 |
|
| R3 |
1.0920 |
1.0861 |
1.0721 |
|
| R2 |
1.0808 |
1.0808 |
1.0711 |
|
| R1 |
1.0749 |
1.0749 |
1.0700 |
1.0723 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0683 |
| S1 |
1.0637 |
1.0637 |
1.0680 |
1.0611 |
| S2 |
1.0584 |
1.0584 |
1.0669 |
|
| S3 |
1.0472 |
1.0525 |
1.0659 |
|
| S4 |
1.0360 |
1.0413 |
1.0628 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1345 |
1.1230 |
1.0807 |
|
| R3 |
1.1132 |
1.1017 |
1.0749 |
|
| R2 |
1.0919 |
1.0919 |
1.0729 |
|
| R1 |
1.0804 |
1.0804 |
1.0710 |
1.0862 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0734 |
| S1 |
1.0591 |
1.0591 |
1.0670 |
1.0649 |
| S2 |
1.0493 |
1.0493 |
1.0651 |
|
| S3 |
1.0280 |
1.0378 |
1.0631 |
|
| S4 |
1.0067 |
1.0165 |
1.0573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0820 |
1.0607 |
0.0213 |
2.0% |
0.0104 |
1.0% |
39% |
False |
False |
37,588 |
| 10 |
1.0820 |
1.0532 |
0.0288 |
2.7% |
0.0092 |
0.9% |
55% |
False |
False |
35,388 |
| 20 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0087 |
0.8% |
47% |
False |
False |
33,118 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0092 |
0.9% |
56% |
False |
False |
31,062 |
| 60 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0080 |
0.8% |
49% |
False |
False |
20,834 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0070 |
0.7% |
38% |
False |
False |
15,629 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0059 |
0.6% |
38% |
False |
False |
12,504 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0050 |
0.5% |
38% |
False |
False |
10,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1048 |
|
1.618 |
1.0936 |
|
1.000 |
1.0867 |
|
0.618 |
1.0824 |
|
HIGH |
1.0755 |
|
0.618 |
1.0712 |
|
0.500 |
1.0699 |
|
0.382 |
1.0686 |
|
LOW |
1.0643 |
|
0.618 |
1.0574 |
|
1.000 |
1.0531 |
|
1.618 |
1.0462 |
|
2.618 |
1.0350 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0732 |
| PP |
1.0696 |
1.0718 |
| S1 |
1.0693 |
1.0704 |
|