CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0742 |
0.0004 |
0.0% |
1.0565 |
| High |
1.0738 |
1.0790 |
0.0052 |
0.5% |
1.0741 |
| Low |
1.0738 |
1.0742 |
0.0004 |
0.0% |
1.0559 |
| Close |
1.0738 |
1.0768 |
0.0030 |
0.3% |
1.0741 |
| Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0182 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0887 |
1.0794 |
|
| R3 |
1.0863 |
1.0839 |
1.0781 |
|
| R2 |
1.0815 |
1.0815 |
1.0777 |
|
| R1 |
1.0791 |
1.0791 |
1.0772 |
1.0803 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0773 |
| S1 |
1.0743 |
1.0743 |
1.0764 |
1.0755 |
| S2 |
1.0719 |
1.0719 |
1.0759 |
|
| S3 |
1.0671 |
1.0695 |
1.0755 |
|
| S4 |
1.0623 |
1.0647 |
1.0742 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1166 |
1.0841 |
|
| R3 |
1.1044 |
1.0984 |
1.0791 |
|
| R2 |
1.0862 |
1.0862 |
1.0774 |
|
| R1 |
1.0802 |
1.0802 |
1.0758 |
1.0832 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0696 |
| S1 |
1.0620 |
1.0620 |
1.0724 |
1.0650 |
| S2 |
1.0498 |
1.0498 |
1.0708 |
|
| S3 |
1.0316 |
1.0438 |
1.0691 |
|
| S4 |
1.0134 |
1.0256 |
1.0641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0790 |
1.0652 |
0.0138 |
1.3% |
0.0040 |
0.4% |
84% |
True |
False |
9 |
| 10 |
1.0790 |
1.0558 |
0.0232 |
2.2% |
0.0023 |
0.2% |
91% |
True |
False |
5 |
| 20 |
1.0790 |
1.0500 |
0.0290 |
2.7% |
0.0020 |
0.2% |
92% |
True |
False |
5 |
| 40 |
1.0927 |
1.0500 |
0.0427 |
4.0% |
0.0011 |
0.1% |
63% |
False |
False |
3 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
49% |
False |
False |
2 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.1% |
49% |
False |
False |
2 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0004 |
0.0% |
49% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0994 |
|
2.618 |
1.0916 |
|
1.618 |
1.0868 |
|
1.000 |
1.0838 |
|
0.618 |
1.0820 |
|
HIGH |
1.0790 |
|
0.618 |
1.0772 |
|
0.500 |
1.0766 |
|
0.382 |
1.0760 |
|
LOW |
1.0742 |
|
0.618 |
1.0712 |
|
1.000 |
1.0694 |
|
1.618 |
1.0664 |
|
2.618 |
1.0616 |
|
4.250 |
1.0538 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0767 |
1.0765 |
| PP |
1.0767 |
1.0761 |
| S1 |
1.0766 |
1.0758 |
|