CME Swiss Franc Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0197 |
-0.0110 |
-1.1% |
1.0466 |
| High |
1.0329 |
1.0387 |
0.0058 |
0.6% |
1.0487 |
| Low |
1.0186 |
1.0192 |
0.0006 |
0.1% |
1.0276 |
| Close |
1.0218 |
1.0330 |
0.0112 |
1.1% |
1.0290 |
| Range |
0.0143 |
0.0195 |
0.0052 |
36.4% |
0.0211 |
| ATR |
0.0083 |
0.0091 |
0.0008 |
9.7% |
0.0000 |
| Volume |
43 |
249 |
206 |
479.1% |
247 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0804 |
1.0437 |
|
| R3 |
1.0693 |
1.0609 |
1.0384 |
|
| R2 |
1.0498 |
1.0498 |
1.0366 |
|
| R1 |
1.0414 |
1.0414 |
1.0348 |
1.0456 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0324 |
| S1 |
1.0219 |
1.0219 |
1.0312 |
1.0261 |
| S2 |
1.0108 |
1.0108 |
1.0294 |
|
| S3 |
0.9913 |
1.0024 |
1.0276 |
|
| S4 |
0.9718 |
0.9829 |
1.0223 |
|
|
| 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 |
1.0387 |
1.0186 |
0.0201 |
1.9% |
0.0114 |
1.1% |
72% |
True |
False |
104 |
| 10 |
1.0550 |
1.0186 |
0.0364 |
3.5% |
0.0100 |
1.0% |
40% |
False |
False |
76 |
| 20 |
1.0820 |
1.0186 |
0.0634 |
6.1% |
0.0076 |
0.7% |
23% |
False |
False |
40 |
| 40 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0049 |
0.5% |
21% |
False |
False |
24 |
| 60 |
1.0875 |
1.0186 |
0.0689 |
6.7% |
0.0035 |
0.3% |
21% |
False |
False |
16 |
| 80 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0027 |
0.3% |
17% |
False |
False |
12 |
| 100 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0022 |
0.2% |
17% |
False |
False |
10 |
| 120 |
1.1048 |
1.0186 |
0.0862 |
8.3% |
0.0018 |
0.2% |
17% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.0898 |
|
1.618 |
1.0703 |
|
1.000 |
1.0582 |
|
0.618 |
1.0508 |
|
HIGH |
1.0387 |
|
0.618 |
1.0313 |
|
0.500 |
1.0290 |
|
0.382 |
1.0266 |
|
LOW |
1.0192 |
|
0.618 |
1.0071 |
|
1.000 |
0.9997 |
|
1.618 |
0.9876 |
|
2.618 |
0.9681 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0316 |
| PP |
1.0303 |
1.0301 |
| S1 |
1.0290 |
1.0287 |
|