CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0467 |
1.0365 |
-0.0102 |
-1.0% |
1.0683 |
| High |
1.0487 |
1.0368 |
-0.0119 |
-1.1% |
1.0721 |
| Low |
1.0353 |
1.0282 |
-0.0071 |
-0.7% |
1.0400 |
| Close |
1.0367 |
1.0368 |
0.0001 |
0.0% |
1.0465 |
| Range |
0.0134 |
0.0086 |
-0.0048 |
-35.8% |
0.0321 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
158 |
22 |
-136 |
-86.1% |
38 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0569 |
1.0415 |
|
| R3 |
1.0511 |
1.0483 |
1.0392 |
|
| R2 |
1.0425 |
1.0425 |
1.0384 |
|
| R1 |
1.0397 |
1.0397 |
1.0376 |
1.0411 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0347 |
| S1 |
1.0311 |
1.0311 |
1.0360 |
1.0325 |
| S2 |
1.0253 |
1.0253 |
1.0352 |
|
| S3 |
1.0167 |
1.0225 |
1.0344 |
|
| S4 |
1.0081 |
1.0139 |
1.0321 |
|
|
| 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 |
1.0714 |
1.0282 |
0.0432 |
4.2% |
0.0113 |
1.1% |
20% |
False |
True |
46 |
| 10 |
1.0721 |
1.0282 |
0.0439 |
4.2% |
0.0068 |
0.7% |
20% |
False |
True |
26 |
| 20 |
1.0820 |
1.0282 |
0.0538 |
5.2% |
0.0054 |
0.5% |
16% |
False |
True |
16 |
| 40 |
1.0875 |
1.0282 |
0.0593 |
5.7% |
0.0038 |
0.4% |
15% |
False |
True |
11 |
| 60 |
1.0875 |
1.0282 |
0.0593 |
5.7% |
0.0026 |
0.2% |
15% |
False |
True |
8 |
| 80 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0019 |
0.2% |
11% |
False |
True |
6 |
| 100 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0015 |
0.1% |
11% |
False |
True |
5 |
| 120 |
1.1048 |
1.0282 |
0.0766 |
7.4% |
0.0013 |
0.1% |
11% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0593 |
|
1.618 |
1.0507 |
|
1.000 |
1.0454 |
|
0.618 |
1.0421 |
|
HIGH |
1.0368 |
|
0.618 |
1.0335 |
|
0.500 |
1.0325 |
|
0.382 |
1.0315 |
|
LOW |
1.0282 |
|
0.618 |
1.0229 |
|
1.000 |
1.0196 |
|
1.618 |
1.0143 |
|
2.618 |
1.0057 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0385 |
| PP |
1.0339 |
1.0379 |
| S1 |
1.0325 |
1.0374 |
|