CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0352 |
1.0358 |
0.0006 |
0.1% |
1.0696 |
| High |
1.0373 |
1.0443 |
0.0070 |
0.7% |
1.0719 |
| Low |
1.0262 |
1.0301 |
0.0039 |
0.4% |
1.0389 |
| Close |
1.0358 |
1.0405 |
0.0047 |
0.5% |
1.0455 |
| Range |
0.0111 |
0.0142 |
0.0031 |
27.9% |
0.0330 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
2.7% |
0.0000 |
| Volume |
54,947 |
50,631 |
-4,316 |
-7.9% |
194,805 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0749 |
1.0483 |
|
| R3 |
1.0667 |
1.0607 |
1.0444 |
|
| R2 |
1.0525 |
1.0525 |
1.0431 |
|
| R1 |
1.0465 |
1.0465 |
1.0418 |
1.0495 |
| PP |
1.0383 |
1.0383 |
1.0383 |
1.0398 |
| S1 |
1.0323 |
1.0323 |
1.0392 |
1.0353 |
| S2 |
1.0241 |
1.0241 |
1.0379 |
|
| S3 |
1.0099 |
1.0181 |
1.0366 |
|
| S4 |
0.9957 |
1.0039 |
1.0327 |
|
|
| 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 |
1.0556 |
1.0262 |
0.0294 |
2.8% |
0.0129 |
1.2% |
49% |
False |
False |
53,035 |
| 10 |
1.0755 |
1.0262 |
0.0493 |
4.7% |
0.0118 |
1.1% |
29% |
False |
False |
43,971 |
| 20 |
1.0820 |
1.0262 |
0.0558 |
5.4% |
0.0103 |
1.0% |
26% |
False |
False |
38,865 |
| 40 |
1.0869 |
1.0262 |
0.0607 |
5.8% |
0.0097 |
0.9% |
24% |
False |
False |
34,924 |
| 60 |
1.0869 |
1.0262 |
0.0607 |
5.8% |
0.0091 |
0.9% |
24% |
False |
False |
27,377 |
| 80 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0078 |
0.7% |
18% |
False |
False |
20,537 |
| 100 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0068 |
0.7% |
18% |
False |
False |
16,431 |
| 120 |
1.1061 |
1.0262 |
0.0799 |
7.7% |
0.0059 |
0.6% |
18% |
False |
False |
13,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1047 |
|
2.618 |
1.0815 |
|
1.618 |
1.0673 |
|
1.000 |
1.0585 |
|
0.618 |
1.0531 |
|
HIGH |
1.0443 |
|
0.618 |
1.0389 |
|
0.500 |
1.0372 |
|
0.382 |
1.0355 |
|
LOW |
1.0301 |
|
0.618 |
1.0213 |
|
1.000 |
1.0159 |
|
1.618 |
1.0071 |
|
2.618 |
0.9929 |
|
4.250 |
0.9698 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0394 |
1.0398 |
| PP |
1.0383 |
1.0391 |
| S1 |
1.0372 |
1.0385 |
|