CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0355 |
0.0051 |
0.5% |
1.0466 |
| High |
1.0369 |
1.0356 |
-0.0013 |
-0.1% |
1.0487 |
| Low |
1.0304 |
1.0271 |
-0.0033 |
-0.3% |
1.0276 |
| Close |
1.0363 |
1.0318 |
-0.0045 |
-0.4% |
1.0290 |
| Range |
0.0065 |
0.0085 |
0.0020 |
30.8% |
0.0211 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
133 |
79 |
-54 |
-40.6% |
247 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0529 |
1.0365 |
|
| R3 |
1.0485 |
1.0444 |
1.0341 |
|
| R2 |
1.0400 |
1.0400 |
1.0334 |
|
| R1 |
1.0359 |
1.0359 |
1.0326 |
1.0337 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0304 |
| S1 |
1.0274 |
1.0274 |
1.0310 |
1.0252 |
| S2 |
1.0230 |
1.0230 |
1.0302 |
|
| S3 |
1.0145 |
1.0189 |
1.0295 |
|
| S4 |
1.0060 |
1.0104 |
1.0271 |
|
|
| 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 |
1.0449 |
1.0271 |
0.0178 |
1.7% |
0.0071 |
0.7% |
26% |
False |
True |
54 |
| 10 |
1.0721 |
1.0271 |
0.0450 |
4.4% |
0.0090 |
0.9% |
10% |
False |
True |
48 |
| 20 |
1.0820 |
1.0271 |
0.0549 |
5.3% |
0.0060 |
0.6% |
9% |
False |
True |
26 |
| 40 |
1.0875 |
1.0271 |
0.0604 |
5.9% |
0.0040 |
0.4% |
8% |
False |
True |
17 |
| 60 |
1.0875 |
1.0271 |
0.0604 |
5.9% |
0.0030 |
0.3% |
8% |
False |
True |
12 |
| 80 |
1.1048 |
1.0271 |
0.0777 |
7.5% |
0.0023 |
0.2% |
6% |
False |
True |
9 |
| 100 |
1.1048 |
1.0271 |
0.0777 |
7.5% |
0.0018 |
0.2% |
6% |
False |
True |
7 |
| 120 |
1.1048 |
1.0271 |
0.0777 |
7.5% |
0.0015 |
0.1% |
6% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0579 |
|
1.618 |
1.0494 |
|
1.000 |
1.0441 |
|
0.618 |
1.0409 |
|
HIGH |
1.0356 |
|
0.618 |
1.0324 |
|
0.500 |
1.0314 |
|
0.382 |
1.0303 |
|
LOW |
1.0271 |
|
0.618 |
1.0218 |
|
1.000 |
1.0186 |
|
1.618 |
1.0133 |
|
2.618 |
1.0048 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0320 |
| PP |
1.0315 |
1.0319 |
| S1 |
1.0314 |
1.0319 |
|