CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0685 |
0.0052 |
0.5% |
1.0722 |
| High |
1.0692 |
1.0778 |
0.0086 |
0.8% |
1.0722 |
| Low |
1.0633 |
1.0685 |
0.0052 |
0.5% |
1.0580 |
| Close |
1.0690 |
1.0777 |
0.0087 |
0.8% |
1.0625 |
| Range |
0.0059 |
0.0093 |
0.0034 |
57.6% |
0.0142 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.3% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
39 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0994 |
1.0828 |
|
| R3 |
1.0933 |
1.0901 |
1.0803 |
|
| R2 |
1.0840 |
1.0840 |
1.0794 |
|
| R1 |
1.0808 |
1.0808 |
1.0786 |
1.0824 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0755 |
| S1 |
1.0715 |
1.0715 |
1.0768 |
1.0731 |
| S2 |
1.0654 |
1.0654 |
1.0760 |
|
| S3 |
1.0561 |
1.0622 |
1.0751 |
|
| S4 |
1.0468 |
1.0529 |
1.0726 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.0989 |
1.0703 |
|
| R3 |
1.0926 |
1.0847 |
1.0664 |
|
| R2 |
1.0784 |
1.0784 |
1.0651 |
|
| R1 |
1.0705 |
1.0705 |
1.0638 |
1.0674 |
| PP |
1.0642 |
1.0642 |
1.0642 |
1.0627 |
| S1 |
1.0563 |
1.0563 |
1.0612 |
1.0532 |
| S2 |
1.0500 |
1.0500 |
1.0599 |
|
| S3 |
1.0358 |
1.0421 |
1.0586 |
|
| S4 |
1.0216 |
1.0279 |
1.0547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0778 |
1.0580 |
0.0198 |
1.8% |
0.0043 |
0.4% |
99% |
True |
False |
2 |
| 10 |
1.0780 |
1.0580 |
0.0200 |
1.9% |
0.0039 |
0.4% |
99% |
False |
False |
7 |
| 20 |
1.0875 |
1.0580 |
0.0295 |
2.7% |
0.0030 |
0.3% |
67% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0020 |
0.2% |
74% |
False |
False |
4 |
| 60 |
1.1044 |
1.0500 |
0.0544 |
5.0% |
0.0014 |
0.1% |
51% |
False |
False |
3 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0010 |
0.1% |
51% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0008 |
0.1% |
51% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
51% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1021 |
|
1.618 |
1.0928 |
|
1.000 |
1.0871 |
|
0.618 |
1.0835 |
|
HIGH |
1.0778 |
|
0.618 |
1.0742 |
|
0.500 |
1.0732 |
|
0.382 |
1.0721 |
|
LOW |
1.0685 |
|
0.618 |
1.0628 |
|
1.000 |
1.0592 |
|
1.618 |
1.0535 |
|
2.618 |
1.0442 |
|
4.250 |
1.0290 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0749 |
| PP |
1.0747 |
1.0721 |
| S1 |
1.0732 |
1.0693 |
|