CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0686 |
-0.0024 |
-0.2% |
1.0633 |
| High |
1.0710 |
1.0716 |
0.0006 |
0.1% |
1.0820 |
| Low |
1.0710 |
1.0686 |
-0.0024 |
-0.2% |
1.0633 |
| Close |
1.0710 |
1.0702 |
-0.0008 |
-0.1% |
1.0702 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0187 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
27 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0791 |
1.0777 |
1.0719 |
|
| R3 |
1.0761 |
1.0747 |
1.0710 |
|
| R2 |
1.0731 |
1.0731 |
1.0708 |
|
| R1 |
1.0717 |
1.0717 |
1.0705 |
1.0724 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0705 |
| S1 |
1.0687 |
1.0687 |
1.0699 |
1.0694 |
| S2 |
1.0671 |
1.0671 |
1.0697 |
|
| S3 |
1.0641 |
1.0657 |
1.0694 |
|
| S4 |
1.0611 |
1.0627 |
1.0686 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1279 |
1.1178 |
1.0805 |
|
| R3 |
1.1092 |
1.0991 |
1.0753 |
|
| R2 |
1.0905 |
1.0905 |
1.0736 |
|
| R1 |
1.0804 |
1.0804 |
1.0719 |
1.0855 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0744 |
| S1 |
1.0617 |
1.0617 |
1.0685 |
1.0668 |
| S2 |
1.0531 |
1.0531 |
1.0668 |
|
| S3 |
1.0344 |
1.0430 |
1.0651 |
|
| S4 |
1.0157 |
1.0243 |
1.0599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0820 |
1.0633 |
0.0187 |
1.7% |
0.0044 |
0.4% |
37% |
False |
False |
5 |
| 10 |
1.0820 |
1.0580 |
0.0240 |
2.2% |
0.0036 |
0.3% |
51% |
False |
False |
6 |
| 20 |
1.0875 |
1.0580 |
0.0295 |
2.8% |
0.0029 |
0.3% |
41% |
False |
False |
7 |
| 40 |
1.0875 |
1.0500 |
0.0375 |
3.5% |
0.0022 |
0.2% |
54% |
False |
False |
5 |
| 60 |
1.0933 |
1.0500 |
0.0433 |
4.0% |
0.0015 |
0.1% |
47% |
False |
False |
4 |
| 80 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0011 |
0.1% |
37% |
False |
False |
3 |
| 100 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0009 |
0.1% |
37% |
False |
False |
2 |
| 120 |
1.1048 |
1.0500 |
0.0548 |
5.1% |
0.0008 |
0.1% |
37% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0795 |
|
1.618 |
1.0765 |
|
1.000 |
1.0746 |
|
0.618 |
1.0735 |
|
HIGH |
1.0716 |
|
0.618 |
1.0705 |
|
0.500 |
1.0701 |
|
0.382 |
1.0697 |
|
LOW |
1.0686 |
|
0.618 |
1.0667 |
|
1.000 |
1.0656 |
|
1.618 |
1.0637 |
|
2.618 |
1.0607 |
|
4.250 |
1.0559 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0753 |
| PP |
1.0701 |
1.0736 |
| S1 |
1.0701 |
1.0719 |
|