CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0719 |
1.0564 |
-0.0155 |
-1.4% |
1.0704 |
| High |
1.0719 |
1.0584 |
-0.0135 |
-1.3% |
1.0833 |
| Low |
1.0719 |
1.0564 |
-0.0155 |
-1.4% |
1.0704 |
| Close |
1.0719 |
1.0565 |
-0.0154 |
-1.4% |
1.0715 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0129 |
| ATR |
0.0048 |
0.0056 |
0.0008 |
16.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0618 |
1.0576 |
|
| R3 |
1.0611 |
1.0598 |
1.0571 |
|
| R2 |
1.0591 |
1.0591 |
1.0569 |
|
| R1 |
1.0578 |
1.0578 |
1.0567 |
1.0585 |
| PP |
1.0571 |
1.0571 |
1.0571 |
1.0574 |
| S1 |
1.0558 |
1.0558 |
1.0563 |
1.0565 |
| S2 |
1.0551 |
1.0551 |
1.0561 |
|
| S3 |
1.0531 |
1.0538 |
1.0560 |
|
| S4 |
1.0511 |
1.0518 |
1.0554 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1055 |
1.0786 |
|
| R3 |
1.1009 |
1.0926 |
1.0750 |
|
| R2 |
1.0880 |
1.0880 |
1.0739 |
|
| R1 |
1.0797 |
1.0797 |
1.0727 |
1.0839 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0771 |
| S1 |
1.0668 |
1.0668 |
1.0703 |
1.0710 |
| S2 |
1.0622 |
1.0622 |
1.0691 |
|
| S3 |
1.0493 |
1.0539 |
1.0680 |
|
| S4 |
1.0364 |
1.0410 |
1.0644 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0669 |
|
2.618 |
1.0636 |
|
1.618 |
1.0616 |
|
1.000 |
1.0604 |
|
0.618 |
1.0596 |
|
HIGH |
1.0584 |
|
0.618 |
1.0576 |
|
0.500 |
1.0574 |
|
0.382 |
1.0572 |
|
LOW |
1.0564 |
|
0.618 |
1.0552 |
|
1.000 |
1.0544 |
|
1.618 |
1.0532 |
|
2.618 |
1.0512 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0642 |
| PP |
1.0571 |
1.0616 |
| S1 |
1.0568 |
1.0591 |
|