CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0439 |
1.0449 |
0.0010 |
0.1% |
1.0696 |
| High |
1.0477 |
1.0507 |
0.0030 |
0.3% |
1.0719 |
| Low |
1.0424 |
1.0337 |
-0.0087 |
-0.8% |
1.0389 |
| Close |
1.0437 |
1.0357 |
-0.0080 |
-0.8% |
1.0455 |
| Range |
0.0053 |
0.0170 |
0.0117 |
220.8% |
0.0330 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.3% |
0.0000 |
| Volume |
45,394 |
46,987 |
1,593 |
3.5% |
194,805 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0804 |
1.0451 |
|
| R3 |
1.0740 |
1.0634 |
1.0404 |
|
| R2 |
1.0570 |
1.0570 |
1.0388 |
|
| R1 |
1.0464 |
1.0464 |
1.0373 |
1.0432 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0385 |
| S1 |
1.0294 |
1.0294 |
1.0341 |
1.0262 |
| S2 |
1.0230 |
1.0230 |
1.0326 |
|
| S3 |
1.0060 |
1.0124 |
1.0310 |
|
| S4 |
0.9890 |
0.9954 |
1.0264 |
|
|
| 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 |
1.0337 |
0.0382 |
3.7% |
0.0133 |
1.3% |
5% |
False |
True |
47,762 |
| 10 |
1.0820 |
1.0337 |
0.0483 |
4.7% |
0.0112 |
1.1% |
4% |
False |
True |
41,200 |
| 20 |
1.0869 |
1.0337 |
0.0532 |
5.1% |
0.0101 |
1.0% |
4% |
False |
True |
37,020 |
| 40 |
1.0869 |
1.0337 |
0.0532 |
5.1% |
0.0094 |
0.9% |
4% |
False |
True |
34,048 |
| 60 |
1.0903 |
1.0337 |
0.0566 |
5.5% |
0.0090 |
0.9% |
4% |
False |
True |
25,620 |
| 80 |
1.1061 |
1.0337 |
0.0724 |
7.0% |
0.0075 |
0.7% |
3% |
False |
True |
19,217 |
| 100 |
1.1061 |
1.0337 |
0.0724 |
7.0% |
0.0066 |
0.6% |
3% |
False |
True |
15,376 |
| 120 |
1.1061 |
1.0337 |
0.0724 |
7.0% |
0.0057 |
0.5% |
3% |
False |
True |
12,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1230 |
|
2.618 |
1.0952 |
|
1.618 |
1.0782 |
|
1.000 |
1.0677 |
|
0.618 |
1.0612 |
|
HIGH |
1.0507 |
|
0.618 |
1.0442 |
|
0.500 |
1.0422 |
|
0.382 |
1.0402 |
|
LOW |
1.0337 |
|
0.618 |
1.0232 |
|
1.000 |
1.0167 |
|
1.618 |
1.0062 |
|
2.618 |
0.9892 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0447 |
| PP |
1.0400 |
1.0417 |
| S1 |
1.0379 |
1.0387 |
|