CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0660 |
1.0637 |
-0.0023 |
-0.2% |
1.0626 |
| High |
1.0679 |
1.0713 |
0.0034 |
0.3% |
1.0820 |
| Low |
1.0600 |
1.0629 |
0.0029 |
0.3% |
1.0607 |
| Close |
1.0643 |
1.0695 |
0.0052 |
0.5% |
1.0690 |
| Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0213 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
26,734 |
31,236 |
4,502 |
16.8% |
187,942 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0897 |
1.0741 |
|
| R3 |
1.0847 |
1.0813 |
1.0718 |
|
| R2 |
1.0763 |
1.0763 |
1.0710 |
|
| R1 |
1.0729 |
1.0729 |
1.0703 |
1.0746 |
| PP |
1.0679 |
1.0679 |
1.0679 |
1.0688 |
| S1 |
1.0645 |
1.0645 |
1.0687 |
1.0662 |
| S2 |
1.0595 |
1.0595 |
1.0680 |
|
| S3 |
1.0511 |
1.0561 |
1.0672 |
|
| S4 |
1.0427 |
1.0477 |
1.0649 |
|
|
| 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 |
1.0808 |
1.0600 |
0.0208 |
1.9% |
0.0093 |
0.9% |
46% |
False |
False |
34,758 |
| 10 |
1.0820 |
1.0549 |
0.0271 |
2.5% |
0.0088 |
0.8% |
54% |
False |
False |
32,883 |
| 20 |
1.0869 |
1.0532 |
0.0337 |
3.2% |
0.0090 |
0.8% |
48% |
False |
False |
33,083 |
| 40 |
1.0869 |
1.0463 |
0.0406 |
3.8% |
0.0091 |
0.8% |
57% |
False |
False |
32,278 |
| 60 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0083 |
0.8% |
50% |
False |
False |
22,161 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0071 |
0.7% |
39% |
False |
False |
16,623 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
39% |
False |
False |
13,300 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0052 |
0.5% |
39% |
False |
False |
11,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0933 |
|
1.618 |
1.0849 |
|
1.000 |
1.0797 |
|
0.618 |
1.0765 |
|
HIGH |
1.0713 |
|
0.618 |
1.0681 |
|
0.500 |
1.0671 |
|
0.382 |
1.0661 |
|
LOW |
1.0629 |
|
0.618 |
1.0577 |
|
1.000 |
1.0545 |
|
1.618 |
1.0493 |
|
2.618 |
1.0409 |
|
4.250 |
1.0272 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0687 |
1.0682 |
| PP |
1.0679 |
1.0669 |
| S1 |
1.0671 |
1.0657 |
|