CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0783 |
0.0098 |
0.9% |
1.0722 |
| High |
1.0778 |
1.0820 |
0.0042 |
0.4% |
1.0722 |
| Low |
1.0685 |
1.0783 |
0.0098 |
0.9% |
1.0580 |
| Close |
1.0777 |
1.0820 |
0.0043 |
0.4% |
1.0625 |
| Range |
0.0093 |
0.0037 |
-0.0056 |
-60.2% |
0.0142 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
5 |
6 |
1 |
20.0% |
39 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0919 |
1.0906 |
1.0840 |
|
| R3 |
1.0882 |
1.0869 |
1.0830 |
|
| R2 |
1.0845 |
1.0845 |
1.0827 |
|
| R1 |
1.0832 |
1.0832 |
1.0823 |
1.0839 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0811 |
| S1 |
1.0795 |
1.0795 |
1.0817 |
1.0802 |
| S2 |
1.0771 |
1.0771 |
1.0813 |
|
| S3 |
1.0734 |
1.0758 |
1.0810 |
|
| S4 |
1.0697 |
1.0721 |
1.0800 |
|
|
| 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 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0050 |
0.5% |
100% |
True |
False |
3 |
| 10 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0040 |
0.4% |
100% |
True |
False |
7 |
| 20 |
1.0875 |
1.0580 |
0.0295 |
2.7% |
0.0032 |
0.3% |
81% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0021 |
0.2% |
85% |
False |
False |
5 |
| 60 |
1.1044 |
1.0500 |
0.0544 |
5.0% |
0.0014 |
0.1% |
59% |
False |
False |
3 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0011 |
0.1% |
58% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
58% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0007 |
0.1% |
58% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0977 |
|
2.618 |
1.0917 |
|
1.618 |
1.0880 |
|
1.000 |
1.0857 |
|
0.618 |
1.0843 |
|
HIGH |
1.0820 |
|
0.618 |
1.0806 |
|
0.500 |
1.0802 |
|
0.382 |
1.0797 |
|
LOW |
1.0783 |
|
0.618 |
1.0760 |
|
1.000 |
1.0746 |
|
1.618 |
1.0723 |
|
2.618 |
1.0686 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0789 |
| PP |
1.0808 |
1.0758 |
| S1 |
1.0802 |
1.0727 |
|