CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0764 |
-0.0111 |
-1.0% |
1.0741 |
| High |
1.0875 |
1.0764 |
-0.0111 |
-1.0% |
1.0790 |
| Low |
1.0875 |
1.0731 |
-0.0144 |
-1.3% |
1.0710 |
| Close |
1.0875 |
1.0731 |
-0.0144 |
-1.3% |
1.0777 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0080 |
| ATR |
0.0049 |
0.0056 |
0.0007 |
13.7% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
51 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0819 |
1.0749 |
|
| R3 |
1.0808 |
1.0786 |
1.0740 |
|
| R2 |
1.0775 |
1.0775 |
1.0737 |
|
| R1 |
1.0753 |
1.0753 |
1.0734 |
1.0748 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0739 |
| S1 |
1.0720 |
1.0720 |
1.0728 |
1.0715 |
| S2 |
1.0709 |
1.0709 |
1.0725 |
|
| S3 |
1.0676 |
1.0687 |
1.0722 |
|
| S4 |
1.0643 |
1.0654 |
1.0713 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0999 |
1.0968 |
1.0821 |
|
| R3 |
1.0919 |
1.0888 |
1.0799 |
|
| R2 |
1.0839 |
1.0839 |
1.0792 |
|
| R1 |
1.0808 |
1.0808 |
1.0784 |
1.0824 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0767 |
| S1 |
1.0728 |
1.0728 |
1.0770 |
1.0744 |
| S2 |
1.0679 |
1.0679 |
1.0762 |
|
| S3 |
1.0599 |
1.0648 |
1.0755 |
|
| S4 |
1.0519 |
1.0568 |
1.0733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0731 |
0.0144 |
1.3% |
0.0016 |
0.2% |
0% |
False |
True |
8 |
| 10 |
1.0875 |
1.0652 |
0.0223 |
2.1% |
0.0023 |
0.2% |
35% |
False |
False |
7 |
| 20 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0022 |
0.2% |
62% |
False |
False |
6 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0012 |
0.1% |
62% |
False |
False |
3 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0008 |
0.1% |
42% |
False |
False |
2 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0006 |
0.1% |
42% |
False |
False |
2 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0904 |
|
2.618 |
1.0850 |
|
1.618 |
1.0817 |
|
1.000 |
1.0797 |
|
0.618 |
1.0784 |
|
HIGH |
1.0764 |
|
0.618 |
1.0751 |
|
0.500 |
1.0748 |
|
0.382 |
1.0744 |
|
LOW |
1.0731 |
|
0.618 |
1.0711 |
|
1.000 |
1.0698 |
|
1.618 |
1.0678 |
|
2.618 |
1.0645 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0803 |
| PP |
1.0742 |
1.0779 |
| S1 |
1.0737 |
1.0755 |
|