CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0646 |
0.0057 |
0.5% |
1.0536 |
| High |
1.0667 |
1.0746 |
0.0079 |
0.7% |
1.0746 |
| Low |
1.0505 |
1.0609 |
0.0104 |
1.0% |
1.0505 |
| Close |
1.0651 |
1.0727 |
0.0076 |
0.7% |
1.0727 |
| Range |
0.0162 |
0.0137 |
-0.0025 |
-15.4% |
0.0241 |
| ATR |
0.0088 |
0.0091 |
0.0004 |
4.0% |
0.0000 |
| Volume |
52,782 |
37,295 |
-15,487 |
-29.3% |
158,702 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1053 |
1.0802 |
|
| R3 |
1.0968 |
1.0916 |
1.0765 |
|
| R2 |
1.0831 |
1.0831 |
1.0752 |
|
| R1 |
1.0779 |
1.0779 |
1.0740 |
1.0805 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0707 |
| S1 |
1.0642 |
1.0642 |
1.0714 |
1.0668 |
| S2 |
1.0557 |
1.0557 |
1.0702 |
|
| S3 |
1.0420 |
1.0505 |
1.0689 |
|
| S4 |
1.0283 |
1.0368 |
1.0652 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1296 |
1.0860 |
|
| R3 |
1.1141 |
1.1055 |
1.0793 |
|
| R2 |
1.0900 |
1.0900 |
1.0771 |
|
| R1 |
1.0814 |
1.0814 |
1.0749 |
1.0857 |
| PP |
1.0659 |
1.0659 |
1.0659 |
1.0681 |
| S1 |
1.0573 |
1.0573 |
1.0705 |
1.0616 |
| S2 |
1.0418 |
1.0418 |
1.0683 |
|
| S3 |
1.0177 |
1.0332 |
1.0661 |
|
| S4 |
0.9936 |
1.0091 |
1.0594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0746 |
1.0505 |
0.0241 |
2.2% |
0.0105 |
1.0% |
92% |
True |
False |
31,740 |
| 10 |
1.0746 |
1.0476 |
0.0270 |
2.5% |
0.0103 |
1.0% |
93% |
True |
False |
31,473 |
| 20 |
1.0746 |
1.0463 |
0.0283 |
2.6% |
0.0098 |
0.9% |
93% |
True |
False |
29,006 |
| 40 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0077 |
0.7% |
56% |
False |
False |
14,692 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0065 |
0.6% |
44% |
False |
False |
9,799 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0053 |
0.5% |
44% |
False |
False |
7,350 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0042 |
0.4% |
44% |
False |
False |
5,880 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0035 |
0.3% |
44% |
False |
False |
4,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1105 |
|
1.618 |
1.0968 |
|
1.000 |
1.0883 |
|
0.618 |
1.0831 |
|
HIGH |
1.0746 |
|
0.618 |
1.0694 |
|
0.500 |
1.0678 |
|
0.382 |
1.0661 |
|
LOW |
1.0609 |
|
0.618 |
1.0524 |
|
1.000 |
1.0472 |
|
1.618 |
1.0387 |
|
2.618 |
1.0250 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0711 |
1.0693 |
| PP |
1.0694 |
1.0659 |
| S1 |
1.0678 |
1.0626 |
|