CME Swiss Franc Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0747 |
1.0846 |
0.0099 |
0.9% |
1.0719 |
| High |
1.0867 |
1.0869 |
0.0002 |
0.0% |
1.0804 |
| Low |
1.0728 |
1.0714 |
-0.0014 |
-0.1% |
1.0684 |
| Close |
1.0861 |
1.0717 |
-0.0144 |
-1.3% |
1.0763 |
| Range |
0.0139 |
0.0155 |
0.0016 |
11.5% |
0.0120 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
5.8% |
0.0000 |
| Volume |
35,401 |
41,025 |
5,624 |
15.9% |
142,522 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1129 |
1.0802 |
|
| R3 |
1.1077 |
1.0974 |
1.0760 |
|
| R2 |
1.0922 |
1.0922 |
1.0745 |
|
| R1 |
1.0819 |
1.0819 |
1.0731 |
1.0793 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0754 |
| S1 |
1.0664 |
1.0664 |
1.0703 |
1.0638 |
| S2 |
1.0612 |
1.0612 |
1.0689 |
|
| S3 |
1.0457 |
1.0509 |
1.0674 |
|
| S4 |
1.0302 |
1.0354 |
1.0632 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1057 |
1.0829 |
|
| R3 |
1.0990 |
1.0937 |
1.0796 |
|
| R2 |
1.0870 |
1.0870 |
1.0785 |
|
| R1 |
1.0817 |
1.0817 |
1.0774 |
1.0844 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0764 |
| S1 |
1.0697 |
1.0697 |
1.0752 |
1.0724 |
| S2 |
1.0630 |
1.0630 |
1.0741 |
|
| S3 |
1.0510 |
1.0577 |
1.0730 |
|
| S4 |
1.0390 |
1.0457 |
1.0697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0869 |
1.0714 |
0.0155 |
1.4% |
0.0103 |
1.0% |
2% |
True |
True |
33,972 |
| 10 |
1.0869 |
1.0505 |
0.0364 |
3.4% |
0.0097 |
0.9% |
58% |
True |
False |
34,026 |
| 20 |
1.0869 |
1.0476 |
0.0393 |
3.7% |
0.0091 |
0.9% |
61% |
True |
False |
31,315 |
| 40 |
1.0903 |
1.0463 |
0.0440 |
4.1% |
0.0087 |
0.8% |
58% |
False |
False |
20,943 |
| 60 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0069 |
0.6% |
42% |
False |
False |
13,967 |
| 80 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0059 |
0.5% |
42% |
False |
False |
10,477 |
| 100 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0049 |
0.5% |
42% |
False |
False |
8,382 |
| 120 |
1.1061 |
1.0463 |
0.0598 |
5.6% |
0.0041 |
0.4% |
42% |
False |
False |
6,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1528 |
|
2.618 |
1.1275 |
|
1.618 |
1.1120 |
|
1.000 |
1.1024 |
|
0.618 |
1.0965 |
|
HIGH |
1.0869 |
|
0.618 |
1.0810 |
|
0.500 |
1.0792 |
|
0.382 |
1.0773 |
|
LOW |
1.0714 |
|
0.618 |
1.0618 |
|
1.000 |
1.0559 |
|
1.618 |
1.0463 |
|
2.618 |
1.0308 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0792 |
| PP |
1.0767 |
1.0767 |
| S1 |
1.0742 |
1.0742 |
|