CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0466 |
1.0467 |
0.0001 |
0.0% |
1.0683 |
| High |
1.0466 |
1.0487 |
0.0021 |
0.2% |
1.0721 |
| Low |
1.0446 |
1.0353 |
-0.0093 |
-0.9% |
1.0400 |
| Close |
1.0446 |
1.0367 |
-0.0079 |
-0.8% |
1.0465 |
| Range |
0.0020 |
0.0134 |
0.0114 |
570.0% |
0.0321 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
7.5% |
0.0000 |
| Volume |
31 |
158 |
127 |
409.7% |
38 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0804 |
1.0720 |
1.0441 |
|
| R3 |
1.0670 |
1.0586 |
1.0404 |
|
| R2 |
1.0536 |
1.0536 |
1.0392 |
|
| R1 |
1.0452 |
1.0452 |
1.0379 |
1.0427 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0390 |
| S1 |
1.0318 |
1.0318 |
1.0355 |
1.0293 |
| S2 |
1.0268 |
1.0268 |
1.0342 |
|
| S3 |
1.0134 |
1.0184 |
1.0330 |
|
| S4 |
1.0000 |
1.0050 |
1.0293 |
|
|
| 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 |
1.0353 |
0.0368 |
3.5% |
0.0110 |
1.1% |
4% |
False |
True |
43 |
| 10 |
1.0820 |
1.0353 |
0.0467 |
4.5% |
0.0063 |
0.6% |
3% |
False |
True |
24 |
| 20 |
1.0820 |
1.0353 |
0.0467 |
4.5% |
0.0051 |
0.5% |
3% |
False |
True |
15 |
| 40 |
1.0875 |
1.0353 |
0.0522 |
5.0% |
0.0036 |
0.3% |
3% |
False |
True |
10 |
| 60 |
1.0875 |
1.0353 |
0.0522 |
5.0% |
0.0024 |
0.2% |
3% |
False |
True |
7 |
| 80 |
1.1048 |
1.0353 |
0.0695 |
6.7% |
0.0018 |
0.2% |
2% |
False |
True |
6 |
| 100 |
1.1048 |
1.0353 |
0.0695 |
6.7% |
0.0015 |
0.1% |
2% |
False |
True |
5 |
| 120 |
1.1048 |
1.0353 |
0.0695 |
6.7% |
0.0012 |
0.1% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1057 |
|
2.618 |
1.0838 |
|
1.618 |
1.0704 |
|
1.000 |
1.0621 |
|
0.618 |
1.0570 |
|
HIGH |
1.0487 |
|
0.618 |
1.0436 |
|
0.500 |
1.0420 |
|
0.382 |
1.0404 |
|
LOW |
1.0353 |
|
0.618 |
1.0270 |
|
1.000 |
1.0219 |
|
1.618 |
1.0136 |
|
2.618 |
1.0002 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0452 |
| PP |
1.0402 |
1.0423 |
| S1 |
1.0385 |
1.0395 |
|