CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0466 |
-0.0074 |
-0.7% |
1.0683 |
| High |
1.0550 |
1.0466 |
-0.0084 |
-0.8% |
1.0721 |
| Low |
1.0400 |
1.0446 |
0.0046 |
0.4% |
1.0400 |
| Close |
1.0465 |
1.0446 |
-0.0019 |
-0.2% |
1.0465 |
| Range |
0.0150 |
0.0020 |
-0.0130 |
-86.7% |
0.0321 |
| ATR |
0.0069 |
0.0065 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
15 |
31 |
16 |
106.7% |
38 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0499 |
1.0457 |
|
| R3 |
1.0493 |
1.0479 |
1.0452 |
|
| R2 |
1.0473 |
1.0473 |
1.0450 |
|
| R1 |
1.0459 |
1.0459 |
1.0448 |
1.0456 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0451 |
| S1 |
1.0439 |
1.0439 |
1.0444 |
1.0436 |
| S2 |
1.0433 |
1.0433 |
1.0442 |
|
| S3 |
1.0413 |
1.0419 |
1.0441 |
|
| S4 |
1.0393 |
1.0399 |
1.0435 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1492 |
1.1299 |
1.0642 |
|
| R3 |
1.1171 |
1.0978 |
1.0553 |
|
| R2 |
1.0850 |
1.0850 |
1.0524 |
|
| R1 |
1.0657 |
1.0657 |
1.0494 |
1.0593 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0497 |
| S1 |
1.0336 |
1.0336 |
1.0436 |
1.0272 |
| S2 |
1.0208 |
1.0208 |
1.0406 |
|
| S3 |
0.9887 |
1.0015 |
1.0377 |
|
| S4 |
0.9566 |
0.9694 |
1.0288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0721 |
1.0400 |
0.0321 |
3.1% |
0.0084 |
0.8% |
14% |
False |
False |
13 |
| 10 |
1.0820 |
1.0400 |
0.0420 |
4.0% |
0.0059 |
0.6% |
11% |
False |
False |
9 |
| 20 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0045 |
0.4% |
10% |
False |
False |
8 |
| 40 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0033 |
0.3% |
10% |
False |
False |
7 |
| 60 |
1.0875 |
1.0400 |
0.0475 |
4.5% |
0.0022 |
0.2% |
10% |
False |
False |
5 |
| 80 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0017 |
0.2% |
7% |
False |
False |
4 |
| 100 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0013 |
0.1% |
7% |
False |
False |
3 |
| 120 |
1.1048 |
1.0400 |
0.0648 |
6.2% |
0.0011 |
0.1% |
7% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0551 |
|
2.618 |
1.0518 |
|
1.618 |
1.0498 |
|
1.000 |
1.0486 |
|
0.618 |
1.0478 |
|
HIGH |
1.0466 |
|
0.618 |
1.0458 |
|
0.500 |
1.0456 |
|
0.382 |
1.0454 |
|
LOW |
1.0446 |
|
0.618 |
1.0434 |
|
1.000 |
1.0426 |
|
1.618 |
1.0414 |
|
2.618 |
1.0394 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0557 |
| PP |
1.0453 |
1.0520 |
| S1 |
1.0449 |
1.0483 |
|