CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0356 |
-0.0080 |
-0.8% |
1.0466 |
| High |
1.0449 |
1.0359 |
-0.0090 |
-0.9% |
1.0487 |
| Low |
1.0415 |
1.0276 |
-0.0139 |
-1.3% |
1.0276 |
| Close |
1.0415 |
1.0290 |
-0.0125 |
-1.2% |
1.0290 |
| Range |
0.0034 |
0.0083 |
0.0049 |
144.1% |
0.0211 |
| ATR |
0.0072 |
0.0077 |
0.0005 |
6.6% |
0.0000 |
| Volume |
20 |
16 |
-4 |
-20.0% |
247 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0507 |
1.0336 |
|
| R3 |
1.0474 |
1.0424 |
1.0313 |
|
| R2 |
1.0391 |
1.0391 |
1.0305 |
|
| R1 |
1.0341 |
1.0341 |
1.0298 |
1.0325 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0300 |
| S1 |
1.0258 |
1.0258 |
1.0282 |
1.0242 |
| S2 |
1.0225 |
1.0225 |
1.0275 |
|
| S3 |
1.0142 |
1.0175 |
1.0267 |
|
| S4 |
1.0059 |
1.0092 |
1.0244 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0984 |
1.0848 |
1.0406 |
|
| R3 |
1.0773 |
1.0637 |
1.0348 |
|
| R2 |
1.0562 |
1.0562 |
1.0329 |
|
| R1 |
1.0426 |
1.0426 |
1.0309 |
1.0389 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0332 |
| S1 |
1.0215 |
1.0215 |
1.0271 |
1.0178 |
| S2 |
1.0140 |
1.0140 |
1.0251 |
|
| S3 |
0.9929 |
1.0004 |
1.0232 |
|
| S4 |
0.9718 |
0.9793 |
1.0174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0487 |
1.0276 |
0.0211 |
2.1% |
0.0071 |
0.7% |
7% |
False |
True |
49 |
| 10 |
1.0721 |
1.0276 |
0.0445 |
4.3% |
0.0077 |
0.7% |
3% |
False |
True |
28 |
| 20 |
1.0820 |
1.0276 |
0.0544 |
5.3% |
0.0056 |
0.5% |
3% |
False |
True |
17 |
| 40 |
1.0875 |
1.0276 |
0.0599 |
5.8% |
0.0041 |
0.4% |
2% |
False |
True |
12 |
| 60 |
1.0875 |
1.0276 |
0.0599 |
5.8% |
0.0027 |
0.3% |
2% |
False |
True |
8 |
| 80 |
1.1048 |
1.0276 |
0.0772 |
7.5% |
0.0021 |
0.2% |
2% |
False |
True |
6 |
| 100 |
1.1048 |
1.0276 |
0.0772 |
7.5% |
0.0017 |
0.2% |
2% |
False |
True |
5 |
| 120 |
1.1048 |
1.0276 |
0.0772 |
7.5% |
0.0014 |
0.1% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0712 |
|
2.618 |
1.0576 |
|
1.618 |
1.0493 |
|
1.000 |
1.0442 |
|
0.618 |
1.0410 |
|
HIGH |
1.0359 |
|
0.618 |
1.0327 |
|
0.500 |
1.0318 |
|
0.382 |
1.0308 |
|
LOW |
1.0276 |
|
0.618 |
1.0225 |
|
1.000 |
1.0193 |
|
1.618 |
1.0142 |
|
2.618 |
1.0059 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0363 |
| PP |
1.0308 |
1.0338 |
| S1 |
1.0299 |
1.0314 |
|