CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0734 |
0.0033 |
0.3% |
1.0536 |
| High |
1.0752 |
1.0767 |
0.0015 |
0.1% |
1.0746 |
| Low |
1.0684 |
1.0718 |
0.0034 |
0.3% |
1.0505 |
| Close |
1.0744 |
1.0725 |
-0.0019 |
-0.2% |
1.0727 |
| Range |
0.0068 |
0.0049 |
-0.0019 |
-27.9% |
0.0241 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
27,743 |
25,592 |
-2,151 |
-7.8% |
158,702 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0853 |
1.0752 |
|
| R3 |
1.0835 |
1.0804 |
1.0738 |
|
| R2 |
1.0786 |
1.0786 |
1.0734 |
|
| R1 |
1.0755 |
1.0755 |
1.0729 |
1.0746 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0732 |
| S1 |
1.0706 |
1.0706 |
1.0721 |
1.0697 |
| S2 |
1.0688 |
1.0688 |
1.0716 |
|
| S3 |
1.0639 |
1.0657 |
1.0712 |
|
| S4 |
1.0590 |
1.0608 |
1.0698 |
|
|
| 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 |
1.0767 |
1.0505 |
0.0262 |
2.4% |
0.0091 |
0.8% |
84% |
True |
False |
34,079 |
| 10 |
1.0767 |
1.0476 |
0.0291 |
2.7% |
0.0086 |
0.8% |
86% |
True |
False |
29,677 |
| 20 |
1.0767 |
1.0463 |
0.0304 |
2.8% |
0.0091 |
0.8% |
86% |
True |
False |
31,474 |
| 40 |
1.0931 |
1.0463 |
0.0468 |
4.4% |
0.0080 |
0.7% |
56% |
False |
False |
16,700 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0064 |
0.6% |
44% |
False |
False |
11,137 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0053 |
0.5% |
44% |
False |
False |
8,354 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0044 |
0.4% |
44% |
False |
False |
6,684 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0037 |
0.3% |
44% |
False |
False |
5,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0895 |
|
1.618 |
1.0846 |
|
1.000 |
1.0816 |
|
0.618 |
1.0797 |
|
HIGH |
1.0767 |
|
0.618 |
1.0748 |
|
0.500 |
1.0743 |
|
0.382 |
1.0737 |
|
LOW |
1.0718 |
|
0.618 |
1.0688 |
|
1.000 |
1.0669 |
|
1.618 |
1.0639 |
|
2.618 |
1.0590 |
|
4.250 |
1.0510 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0726 |
| PP |
1.0737 |
1.0725 |
| S1 |
1.0731 |
1.0725 |
|