CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0429 |
-0.0135 |
-1.3% |
1.0685 |
| High |
1.0584 |
1.0478 |
-0.0106 |
-1.0% |
1.0719 |
| Low |
1.0564 |
1.0429 |
-0.0135 |
-1.3% |
1.0429 |
| Close |
1.0565 |
1.0478 |
-0.0087 |
-0.8% |
1.0478 |
| Range |
0.0020 |
0.0049 |
0.0029 |
145.0% |
0.0290 |
| ATR |
0.0056 |
0.0061 |
0.0006 |
10.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0609 |
1.0592 |
1.0505 |
|
| R3 |
1.0560 |
1.0543 |
1.0491 |
|
| R2 |
1.0511 |
1.0511 |
1.0487 |
|
| R1 |
1.0494 |
1.0494 |
1.0482 |
1.0503 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0466 |
| S1 |
1.0445 |
1.0445 |
1.0474 |
1.0454 |
| S2 |
1.0413 |
1.0413 |
1.0469 |
|
| S3 |
1.0364 |
1.0396 |
1.0465 |
|
| S4 |
1.0315 |
1.0347 |
1.0451 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1235 |
1.0638 |
|
| R3 |
1.1122 |
1.0945 |
1.0558 |
|
| R2 |
1.0832 |
1.0832 |
1.0531 |
|
| R1 |
1.0655 |
1.0655 |
1.0505 |
1.0599 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0514 |
| S1 |
1.0365 |
1.0365 |
1.0451 |
1.0309 |
| S2 |
1.0252 |
1.0252 |
1.0425 |
|
| S3 |
0.9962 |
1.0075 |
1.0398 |
|
| S4 |
0.9672 |
0.9785 |
1.0319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0686 |
|
2.618 |
1.0606 |
|
1.618 |
1.0557 |
|
1.000 |
1.0527 |
|
0.618 |
1.0508 |
|
HIGH |
1.0478 |
|
0.618 |
1.0459 |
|
0.500 |
1.0454 |
|
0.382 |
1.0448 |
|
LOW |
1.0429 |
|
0.618 |
1.0399 |
|
1.000 |
1.0380 |
|
1.618 |
1.0350 |
|
2.618 |
1.0301 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0574 |
| PP |
1.0462 |
1.0542 |
| S1 |
1.0454 |
1.0510 |
|