CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0551 |
-0.0144 |
-1.3% |
1.0696 |
| High |
1.0719 |
1.0556 |
-0.0163 |
-1.5% |
1.0719 |
| Low |
1.0529 |
1.0389 |
-0.0140 |
-1.3% |
1.0389 |
| Close |
1.0541 |
1.0455 |
-0.0086 |
-0.8% |
1.0455 |
| Range |
0.0190 |
0.0167 |
-0.0023 |
-12.1% |
0.0330 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.3% |
0.0000 |
| Volume |
47,975 |
67,220 |
19,245 |
40.1% |
194,805 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0878 |
1.0547 |
|
| R3 |
1.0801 |
1.0711 |
1.0501 |
|
| R2 |
1.0634 |
1.0634 |
1.0486 |
|
| R1 |
1.0544 |
1.0544 |
1.0470 |
1.0506 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0447 |
| S1 |
1.0377 |
1.0377 |
1.0440 |
1.0339 |
| S2 |
1.0300 |
1.0300 |
1.0424 |
|
| S3 |
1.0133 |
1.0210 |
1.0409 |
|
| S4 |
0.9966 |
1.0043 |
1.0363 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1313 |
1.0637 |
|
| R3 |
1.1181 |
1.0983 |
1.0546 |
|
| R2 |
1.0851 |
1.0851 |
1.0516 |
|
| R1 |
1.0653 |
1.0653 |
1.0485 |
1.0587 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0488 |
| S1 |
1.0323 |
1.0323 |
1.0425 |
1.0257 |
| S2 |
1.0191 |
1.0191 |
1.0395 |
|
| S3 |
0.9861 |
0.9993 |
1.0364 |
|
| S4 |
0.9531 |
0.9663 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0719 |
1.0389 |
0.0330 |
3.2% |
0.0117 |
1.1% |
20% |
False |
True |
38,961 |
| 10 |
1.0820 |
1.0389 |
0.0431 |
4.1% |
0.0111 |
1.1% |
15% |
False |
True |
38,274 |
| 20 |
1.0869 |
1.0389 |
0.0480 |
4.6% |
0.0100 |
1.0% |
14% |
False |
True |
35,732 |
| 40 |
1.0869 |
1.0389 |
0.0480 |
4.6% |
0.0093 |
0.9% |
14% |
False |
True |
34,119 |
| 60 |
1.0903 |
1.0389 |
0.0514 |
4.9% |
0.0088 |
0.8% |
13% |
False |
True |
24,080 |
| 80 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0073 |
0.7% |
10% |
False |
True |
18,063 |
| 100 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0064 |
0.6% |
10% |
False |
True |
14,452 |
| 120 |
1.1061 |
1.0389 |
0.0672 |
6.4% |
0.0055 |
0.5% |
10% |
False |
True |
12,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.0993 |
|
1.618 |
1.0826 |
|
1.000 |
1.0723 |
|
0.618 |
1.0659 |
|
HIGH |
1.0556 |
|
0.618 |
1.0492 |
|
0.500 |
1.0473 |
|
0.382 |
1.0453 |
|
LOW |
1.0389 |
|
0.618 |
1.0286 |
|
1.000 |
1.0222 |
|
1.618 |
1.0119 |
|
2.618 |
0.9952 |
|
4.250 |
0.9679 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0554 |
| PP |
1.0467 |
1.0521 |
| S1 |
1.0461 |
1.0488 |
|