CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0730 |
-0.0004 |
0.0% |
1.0536 |
| High |
1.0767 |
1.0785 |
0.0018 |
0.2% |
1.0746 |
| Low |
1.0718 |
1.0714 |
-0.0004 |
0.0% |
1.0505 |
| Close |
1.0725 |
1.0755 |
0.0030 |
0.3% |
1.0727 |
| Range |
0.0049 |
0.0071 |
0.0022 |
44.9% |
0.0241 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
25,592 |
26,177 |
585 |
2.3% |
158,702 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0931 |
1.0794 |
|
| R3 |
1.0893 |
1.0860 |
1.0775 |
|
| R2 |
1.0822 |
1.0822 |
1.0768 |
|
| R1 |
1.0789 |
1.0789 |
1.0762 |
1.0806 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0760 |
| S1 |
1.0718 |
1.0718 |
1.0748 |
1.0735 |
| S2 |
1.0680 |
1.0680 |
1.0742 |
|
| S3 |
1.0609 |
1.0647 |
1.0735 |
|
| S4 |
1.0538 |
1.0576 |
1.0716 |
|
|
| 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 |
1.0785 |
1.0609 |
0.0176 |
1.6% |
0.0073 |
0.7% |
83% |
True |
False |
28,758 |
| 10 |
1.0785 |
1.0483 |
0.0302 |
2.8% |
0.0085 |
0.8% |
90% |
True |
False |
29,394 |
| 20 |
1.0785 |
1.0463 |
0.0322 |
3.0% |
0.0089 |
0.8% |
91% |
True |
False |
31,824 |
| 40 |
1.0929 |
1.0463 |
0.0466 |
4.3% |
0.0080 |
0.7% |
63% |
False |
False |
17,354 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0063 |
0.6% |
49% |
False |
False |
11,573 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0053 |
0.5% |
49% |
False |
False |
8,682 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0045 |
0.4% |
49% |
False |
False |
6,945 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0037 |
0.3% |
49% |
False |
False |
5,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.0971 |
|
1.618 |
1.0900 |
|
1.000 |
1.0856 |
|
0.618 |
1.0829 |
|
HIGH |
1.0785 |
|
0.618 |
1.0758 |
|
0.500 |
1.0750 |
|
0.382 |
1.0741 |
|
LOW |
1.0714 |
|
0.618 |
1.0670 |
|
1.000 |
1.0643 |
|
1.618 |
1.0599 |
|
2.618 |
1.0528 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0748 |
| PP |
1.0751 |
1.0741 |
| S1 |
1.0750 |
1.0735 |
|