CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0352 |
-0.0097 |
-0.9% |
1.0696 |
| High |
1.0507 |
1.0373 |
-0.0134 |
-1.3% |
1.0719 |
| Low |
1.0337 |
1.0262 |
-0.0075 |
-0.7% |
1.0389 |
| Close |
1.0357 |
1.0358 |
0.0001 |
0.0% |
1.0455 |
| Range |
0.0170 |
0.0111 |
-0.0059 |
-34.7% |
0.0330 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.6% |
0.0000 |
| Volume |
46,987 |
54,947 |
7,960 |
16.9% |
194,805 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0622 |
1.0419 |
|
| R3 |
1.0553 |
1.0511 |
1.0389 |
|
| R2 |
1.0442 |
1.0442 |
1.0378 |
|
| R1 |
1.0400 |
1.0400 |
1.0368 |
1.0421 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0342 |
| S1 |
1.0289 |
1.0289 |
1.0348 |
1.0310 |
| S2 |
1.0220 |
1.0220 |
1.0338 |
|
| S3 |
1.0109 |
1.0178 |
1.0327 |
|
| S4 |
0.9998 |
1.0067 |
1.0297 |
|
|
| 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 |
1.0262 |
0.0457 |
4.4% |
0.0138 |
1.3% |
21% |
False |
True |
52,504 |
| 10 |
1.0808 |
1.0262 |
0.0546 |
5.3% |
0.0116 |
1.1% |
18% |
False |
True |
43,631 |
| 20 |
1.0820 |
1.0262 |
0.0558 |
5.4% |
0.0099 |
1.0% |
17% |
False |
True |
37,716 |
| 40 |
1.0869 |
1.0262 |
0.0607 |
5.9% |
0.0095 |
0.9% |
16% |
False |
True |
34,516 |
| 60 |
1.0903 |
1.0262 |
0.0641 |
6.2% |
0.0091 |
0.9% |
15% |
False |
True |
26,534 |
| 80 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0076 |
0.7% |
12% |
False |
True |
19,904 |
| 100 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0067 |
0.6% |
12% |
False |
True |
15,925 |
| 120 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0057 |
0.6% |
12% |
False |
True |
13,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0845 |
|
2.618 |
1.0664 |
|
1.618 |
1.0553 |
|
1.000 |
1.0484 |
|
0.618 |
1.0442 |
|
HIGH |
1.0373 |
|
0.618 |
1.0331 |
|
0.500 |
1.0318 |
|
0.382 |
1.0304 |
|
LOW |
1.0262 |
|
0.618 |
1.0193 |
|
1.000 |
1.0151 |
|
1.618 |
1.0082 |
|
2.618 |
0.9971 |
|
4.250 |
0.9790 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0385 |
| PP |
1.0331 |
1.0376 |
| S1 |
1.0318 |
1.0367 |
|