CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0304 |
-0.0052 |
-0.5% |
1.0466 |
| High |
1.0359 |
1.0369 |
0.0010 |
0.1% |
1.0487 |
| Low |
1.0276 |
1.0304 |
0.0028 |
0.3% |
1.0276 |
| Close |
1.0290 |
1.0363 |
0.0073 |
0.7% |
1.0290 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0211 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.2% |
0.0000 |
| Volume |
16 |
133 |
117 |
731.3% |
247 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0517 |
1.0399 |
|
| R3 |
1.0475 |
1.0452 |
1.0381 |
|
| R2 |
1.0410 |
1.0410 |
1.0375 |
|
| R1 |
1.0387 |
1.0387 |
1.0369 |
1.0399 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0351 |
| S1 |
1.0322 |
1.0322 |
1.0357 |
1.0334 |
| S2 |
1.0280 |
1.0280 |
1.0351 |
|
| S3 |
1.0215 |
1.0257 |
1.0345 |
|
| S4 |
1.0150 |
1.0192 |
1.0327 |
|
|
| 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 |
2.0% |
0.0080 |
0.8% |
41% |
False |
False |
69 |
| 10 |
1.0721 |
1.0276 |
0.0445 |
4.3% |
0.0082 |
0.8% |
20% |
False |
False |
41 |
| 20 |
1.0820 |
1.0276 |
0.0544 |
5.2% |
0.0058 |
0.6% |
16% |
False |
False |
23 |
| 40 |
1.0875 |
1.0276 |
0.0599 |
5.8% |
0.0042 |
0.4% |
15% |
False |
False |
15 |
| 60 |
1.0875 |
1.0276 |
0.0599 |
5.8% |
0.0028 |
0.3% |
15% |
False |
False |
10 |
| 80 |
1.1048 |
1.0276 |
0.0772 |
7.4% |
0.0022 |
0.2% |
11% |
False |
False |
8 |
| 100 |
1.1048 |
1.0276 |
0.0772 |
7.4% |
0.0017 |
0.2% |
11% |
False |
False |
6 |
| 120 |
1.1048 |
1.0276 |
0.0772 |
7.4% |
0.0014 |
0.1% |
11% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0539 |
|
1.618 |
1.0474 |
|
1.000 |
1.0434 |
|
0.618 |
1.0409 |
|
HIGH |
1.0369 |
|
0.618 |
1.0344 |
|
0.500 |
1.0337 |
|
0.382 |
1.0329 |
|
LOW |
1.0304 |
|
0.618 |
1.0264 |
|
1.000 |
1.0239 |
|
1.618 |
1.0199 |
|
2.618 |
1.0134 |
|
4.250 |
1.0028 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0363 |
| PP |
1.0345 |
1.0363 |
| S1 |
1.0337 |
1.0363 |
|