CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0573 |
1.0550 |
-0.0023 |
-0.2% |
1.0631 |
| High |
1.0598 |
1.0600 |
0.0002 |
0.0% |
1.0738 |
| Low |
1.0538 |
1.0512 |
-0.0026 |
-0.2% |
1.0476 |
| Close |
1.0544 |
1.0593 |
0.0049 |
0.5% |
1.0546 |
| Range |
0.0060 |
0.0088 |
0.0028 |
46.7% |
0.0262 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
| Volume |
26,353 |
30,193 |
3,840 |
14.6% |
125,260 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0832 |
1.0801 |
1.0641 |
|
| R3 |
1.0744 |
1.0713 |
1.0617 |
|
| R2 |
1.0656 |
1.0656 |
1.0609 |
|
| R1 |
1.0625 |
1.0625 |
1.0601 |
1.0641 |
| PP |
1.0568 |
1.0568 |
1.0568 |
1.0576 |
| S1 |
1.0537 |
1.0537 |
1.0585 |
1.0553 |
| S2 |
1.0480 |
1.0480 |
1.0577 |
|
| S3 |
1.0392 |
1.0449 |
1.0569 |
|
| S4 |
1.0304 |
1.0361 |
1.0545 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1221 |
1.0690 |
|
| R3 |
1.1111 |
1.0959 |
1.0618 |
|
| R2 |
1.0849 |
1.0849 |
1.0594 |
|
| R1 |
1.0697 |
1.0697 |
1.0570 |
1.0642 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0559 |
| S1 |
1.0435 |
1.0435 |
1.0522 |
1.0380 |
| S2 |
1.0325 |
1.0325 |
1.0498 |
|
| S3 |
1.0063 |
1.0173 |
1.0474 |
|
| S4 |
0.9801 |
0.9911 |
1.0402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0600 |
1.0476 |
0.0124 |
1.2% |
0.0081 |
0.8% |
94% |
True |
False |
25,275 |
| 10 |
1.0738 |
1.0476 |
0.0262 |
2.5% |
0.0086 |
0.8% |
45% |
False |
False |
28,605 |
| 20 |
1.0738 |
1.0463 |
0.0275 |
2.6% |
0.0092 |
0.9% |
47% |
False |
False |
24,751 |
| 40 |
1.1029 |
1.0463 |
0.0566 |
5.3% |
0.0070 |
0.7% |
23% |
False |
False |
12,441 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0060 |
0.6% |
22% |
False |
False |
8,298 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0049 |
0.5% |
22% |
False |
False |
6,224 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0039 |
0.4% |
22% |
False |
False |
4,980 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0033 |
0.3% |
22% |
False |
False |
4,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0830 |
|
1.618 |
1.0742 |
|
1.000 |
1.0688 |
|
0.618 |
1.0654 |
|
HIGH |
1.0600 |
|
0.618 |
1.0566 |
|
0.500 |
1.0556 |
|
0.382 |
1.0546 |
|
LOW |
1.0512 |
|
0.618 |
1.0458 |
|
1.000 |
1.0424 |
|
1.618 |
1.0370 |
|
2.618 |
1.0282 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0581 |
1.0580 |
| PP |
1.0568 |
1.0566 |
| S1 |
1.0556 |
1.0553 |
|