CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0696 |
-0.0004 |
0.0% |
1.0626 |
| High |
1.0755 |
1.0712 |
-0.0043 |
-0.4% |
1.0820 |
| Low |
1.0643 |
1.0645 |
0.0002 |
0.0% |
1.0607 |
| Close |
1.0690 |
1.0660 |
-0.0030 |
-0.3% |
1.0690 |
| Range |
0.0112 |
0.0067 |
-0.0045 |
-40.2% |
0.0213 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
46,947 |
21,640 |
-25,307 |
-53.9% |
187,942 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0834 |
1.0697 |
|
| R3 |
1.0806 |
1.0767 |
1.0678 |
|
| R2 |
1.0739 |
1.0739 |
1.0672 |
|
| R1 |
1.0700 |
1.0700 |
1.0666 |
1.0686 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0666 |
| S1 |
1.0633 |
1.0633 |
1.0654 |
1.0619 |
| S2 |
1.0605 |
1.0605 |
1.0648 |
|
| S3 |
1.0538 |
1.0566 |
1.0642 |
|
| S4 |
1.0471 |
1.0499 |
1.0623 |
|
|
| 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 |
1.0643 |
0.0177 |
1.7% |
0.0100 |
0.9% |
10% |
False |
False |
36,769 |
| 10 |
1.0820 |
1.0532 |
0.0288 |
2.7% |
0.0093 |
0.9% |
44% |
False |
False |
35,394 |
| 20 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0088 |
0.8% |
38% |
False |
False |
32,851 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0090 |
0.8% |
49% |
False |
False |
31,471 |
| 60 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0081 |
0.8% |
42% |
False |
False |
21,195 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0071 |
0.7% |
33% |
False |
False |
15,899 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
33% |
False |
False |
12,720 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0050 |
0.5% |
33% |
False |
False |
10,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0887 |
|
1.618 |
1.0820 |
|
1.000 |
1.0779 |
|
0.618 |
1.0753 |
|
HIGH |
1.0712 |
|
0.618 |
1.0686 |
|
0.500 |
1.0679 |
|
0.382 |
1.0671 |
|
LOW |
1.0645 |
|
0.618 |
1.0604 |
|
1.000 |
1.0578 |
|
1.618 |
1.0537 |
|
2.618 |
1.0470 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0726 |
| PP |
1.0672 |
1.0704 |
| S1 |
1.0666 |
1.0682 |
|