CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0736 |
1.0771 |
0.0035 |
0.3% |
1.0749 |
| High |
1.0745 |
1.0780 |
0.0035 |
0.3% |
1.0875 |
| Low |
1.0736 |
1.0720 |
-0.0016 |
-0.1% |
1.0720 |
| Close |
1.0745 |
1.0732 |
-0.0013 |
-0.1% |
1.0732 |
| Range |
0.0009 |
0.0060 |
0.0051 |
566.7% |
0.0155 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.9% |
0.0000 |
| Volume |
8 |
11 |
3 |
37.5% |
40 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0924 |
1.0888 |
1.0765 |
|
| R3 |
1.0864 |
1.0828 |
1.0749 |
|
| R2 |
1.0804 |
1.0804 |
1.0743 |
|
| R1 |
1.0768 |
1.0768 |
1.0738 |
1.0756 |
| PP |
1.0744 |
1.0744 |
1.0744 |
1.0738 |
| S1 |
1.0708 |
1.0708 |
1.0727 |
1.0696 |
| S2 |
1.0684 |
1.0684 |
1.0721 |
|
| S3 |
1.0624 |
1.0648 |
1.0716 |
|
| S4 |
1.0564 |
1.0588 |
1.0699 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1141 |
1.0817 |
|
| R3 |
1.1086 |
1.0986 |
1.0775 |
|
| R2 |
1.0931 |
1.0931 |
1.0760 |
|
| R1 |
1.0831 |
1.0831 |
1.0746 |
1.0804 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0762 |
| S1 |
1.0676 |
1.0676 |
1.0718 |
1.0649 |
| S2 |
1.0621 |
1.0621 |
1.0704 |
|
| S3 |
1.0466 |
1.0521 |
1.0689 |
|
| S4 |
1.0311 |
1.0366 |
1.0647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0720 |
0.0155 |
1.4% |
0.0020 |
0.2% |
8% |
False |
True |
8 |
| 10 |
1.0875 |
1.0710 |
0.0165 |
1.5% |
0.0021 |
0.2% |
13% |
False |
False |
9 |
| 20 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0025 |
0.2% |
62% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0013 |
0.1% |
62% |
False |
False |
4 |
| 60 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
42% |
False |
False |
3 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
42% |
False |
False |
2 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
42% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0005 |
0.0% |
42% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1035 |
|
2.618 |
1.0937 |
|
1.618 |
1.0877 |
|
1.000 |
1.0840 |
|
0.618 |
1.0817 |
|
HIGH |
1.0780 |
|
0.618 |
1.0757 |
|
0.500 |
1.0750 |
|
0.382 |
1.0743 |
|
LOW |
1.0720 |
|
0.618 |
1.0683 |
|
1.000 |
1.0660 |
|
1.618 |
1.0623 |
|
2.618 |
1.0563 |
|
4.250 |
1.0465 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0750 |
| PP |
1.0744 |
1.0744 |
| S1 |
1.0738 |
1.0738 |
|